Fixed income securities : tools for today's markets / Bruce Tuckman, Angel Serrat.
Material type: TextSeries: Wiley finance seriesEdition: Fourth editionDescription: pages cmISBN: 9781119835554Subject(s): Fixed-income securitiesAdditional physical formats: Online version:: Fixed income securities.DDC classification: 332.63/2044 LOC classification: HG 4650 .T83 2022Item type | Current library | Call number | Status | Date due | Barcode |
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Hard Covered Materials | MACHAKOS UNIVERSITY LIBRARY Open shelf | HG 4650 .T83 2022 (Browse shelf (Opens below)) | Available | 39749 |
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HG 4529.5 .E47 2014 Modern portfolio theory and investment analysis / | HG4572 .L44 1987 Reminiscences of a stock operator/ | HG4650 .F329 2000 Fixed income analysis for the chartered financial analyst program / | HG 4650 .T83 2022 Fixed income securities : tools for today's markets / | HG 4651 F28 2008 Bond markets, analysis, and strategies/ | HG 4651 .L58 2005 Bonds and bond derivatives / | HG 4661 .H36 2001 The inefficient stock market : |
Includes index.
Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbitrage Pricing with Term Structure Models -- Expectations, Risk Premium, Convexity, and the Shape of the Term Structure -- The Vasicek and Gauss Models -- Repurchase Agreements and Financing -- Note and Bond Futures -- Short-Term Rates and Their Derivatives -- Interest Rate Swaps -- Corporate Debt and Credit Default Swaps -- Mortgages and Mortgage-Backed Securities -- Fixed Income Options.
"Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, and their applications in real world situations. The fourth edition will include a completely new intro chapter on global markets that reflects the numerous changes since the Crash of 2008, and updates throughout the rest of the book"--
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