Fixed Income Securities Tools for Today's Markets, University Edition
Aus der Reihe
Wiley Finance Editions
-
- Hardcover
- Taschenbuch ausgewählt
- eBook
-
Sprache:Englisch
104,99 €
inkl. gesetzl. MwSt.,
Lieferung nach Hause
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
08.11.2011
Verlag
John Wiley & Sons IncSeitenzahl
656
Maße (L/B/H)
22,9/15,2/3,5 cm
Gewicht
926 g
Auflage
3rd edition
Sprache
Englisch
ISBN
978-0-470-90403-9
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.
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.
Kundinnen und Kunden meinen
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kund*innen durch Ihre Meinung
Kurze Frage zu unserer Seite
Vielen Dank für dein Feedback
Wir nutzen dein Feedback, um unsere Produktseiten zu verbessern. Bitte habe Verständnis, dass wir dir keine Rückmeldung geben können. Falls du Kontakt mit uns aufnehmen möchtest, kannst du dich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice