Fixed Income Securities
eBook - PDF

Fixed Income Securities

Tools for Today's Markets

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Fixed Income Securities

Tools for Today's Markets

About this book

Buildor brush up onthefoundation you need to be a sophisticated fixed income professionalwith this provenbook

Fixed Income Securities: Tools for Today's Markets has been a valued resource for practitioners and students for over 25 years.Clearlywritten, anddrawing on a myriad ofreal market examples, it presents an overview of fixed income markets; explainsthe conceptual frameworksand quantitative tool kitsused in the industry for pricing and hedging; and examines a wide range of fixed income instruments and markets, including: government bonds; interest rate swaps; repurchase agreements; interest rate futures; note and bond futures; bond options and swaptions; corporate bonds; credit default swaps; and mortgages and mortgage-backed securities.

Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with:

  • An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market
  • All new examples, applications, and case studies, including lessons from market upheavals through the pandemic
  • New material on fixed income asset management
  • The global transition from LIBOR to SOFR and other rates

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Yes, you can access Fixed Income Securities by Bruce Tuckman,Angel Serrat in PDF and/or ePUB format, as well as other popular books in Business & Corporate Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2022
Print ISBN
9781119835554
eBook ISBN
9781119835608
Edition
4
Topic
Business
Subtopic
Corporate Finance
Index
Business

Table of contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Contents
  5. Preface
  6. List of Acronyms
  7. Chapter O Overview
  8. Chapter 1 Prices, Discount Factors, and Arbitrage
  9. Chapter 2 Swap, Spot, and Forward Rates
  10. Chapter 3 Returns, Yields, Spreads, and P&L Attribution
  11. Chapter 4 DV01, Duration, and Convexity
  12. Chapter 5 Keyā€Rate, Partial, and Forwardā€Bucket '01s and Durations
  13. Chapter 6 Regression Hedging and Principal Component Analysis
  14. Chapter 7 Arbitrage Pricing with Term Structure Models
  15. Chapter 8 Expectations, Risk Premium, Convexity, and the Shape of the Term Structure
  16. Chapter 9 The Vasicek and Gauss+ Models
  17. Chapter 10 Repurchase Agreements and Financing
  18. Chapter 11 Note and Bond Futures
  19. Chapter 12 Shortā€Term Rates and Their Derivatives
  20. Chapter 13 Interest Rate Swaps
  21. Chapter 14 Corporate Debt and Credit Default Swaps
  22. Chapter 15 Mortgages and Mortgageā€Backed Securities
  23. Chapter 16 Fixed Income Options
  24. Appendix 1 Prices, Discount Factors, and Arbitrage
  25. Appendix 2 Swap, Spot, and Forward Rates
  26. Appendix 3 Returns, Yields, Spreads, and P&L Attribution
  27. Appendix 4 DV01, Duration, and Convexity
  28. Appendix 6 Regression Hedging and Principal Component Analysis
  29. Appendix 8 Expectations, Risk Premium, Convexity and the Shape of the Term Structure
  30. Appendix 9 The Vasicek and Gauss+ Models
  31. Appendix 11 Note and Bond Futures
  32. Appendix 12 Shortā€Term Rates and Their Derivatives
  33. Appendix 13 Interest Rate Swaps
  34. Appendix 14 Corporate Debt and Credit Default Swaps
  35. Appendix 15 Mortgages and Mortgageā€Backed Securities
  36. Appendix 16 Fixed Income Options
  37. About the Website
  38. Index
  39. EULA