Fixed Income Securities
Tools for Today's Markets
Bruce Tuckman, Angel Serrat
- English
- PDF
- Disponibile su iOS e Android
Fixed Income Securities
Tools for Today's Markets
Bruce Tuckman, Angel Serrat
Informazioni sul libro
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