Fixed Income Securities

Tools for Today's Markets

Business & Finance, Finance & Investing, Finance
Cover of the book Fixed Income Securities by Bruce Tuckman, Angel Serrat, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Bruce Tuckman, Angel Serrat ISBN: 9781118133996
Publisher: Wiley Publication: October 11, 2011
Imprint: Wiley Language: English
Author: Bruce Tuckman, Angel Serrat
ISBN: 9781118133996
Publisher: Wiley
Publication: October 11, 2011
Imprint: Wiley
Language: English

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail.

The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities.

Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional.

This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.

This university edition includes problems which students can use to test and enhance their understanding of the text.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail.

The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities.

Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional.

This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.

This university edition includes problems which students can use to test and enhance their understanding of the text.

More books from Wiley

Cover of the book Wellbeing: A Complete Reference Guide, Wellbeing and the Environment by Bruce Tuckman, Angel Serrat
Cover of the book Taming Heterogeneity and Complexity of Embedded Control by Bruce Tuckman, Angel Serrat
Cover of the book C# for Financial Markets by Bruce Tuckman, Angel Serrat
Cover of the book Dictionary of Flavors by Bruce Tuckman, Angel Serrat
Cover of the book Theories in Social Psychology by Bruce Tuckman, Angel Serrat
Cover of the book The Wiley Handbook on the Aging Mind and Brain by Bruce Tuckman, Angel Serrat
Cover of the book An Introduction to Zoo Biology and Management by Bruce Tuckman, Angel Serrat
Cover of the book The xVA Challenge by Bruce Tuckman, Angel Serrat
Cover of the book CCNA Certification All-In-One For Dummies by Bruce Tuckman, Angel Serrat
Cover of the book The Myth of Media Globalization by Bruce Tuckman, Angel Serrat
Cover of the book Zebrafish by Bruce Tuckman, Angel Serrat
Cover of the book Vitamins For Dummies by Bruce Tuckman, Angel Serrat
Cover of the book Water by Bruce Tuckman, Angel Serrat
Cover of the book Rate Constant Calculation for Thermal Reactions by Bruce Tuckman, Angel Serrat
Cover of the book Handbook of Exchange Rates by Bruce Tuckman, Angel Serrat
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy