Fixed Income Securities

Fixed Income Securities: Tools for Today’s Markets has been a valued resource for practitioners and students for over 25 years. Clearly written, and drawing on a myriad of real market examples, it presents an overview of fixed income markets; explains the conceptual frameworks and quantitative tool...

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Detalles Bibliográficos
Autor Principal: Tuckman , Bruce
Outros autores: Serrat,Angel
Formato: Libro
Idioma:inglés
Publicado: New Jersey Wiley 2022
Edición:4th
Subjects:
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Descripción
Summary:Fixed Income Securities: Tools for Today’s Markets has been a valued resource for practitioners and students for over 25 years. Clearly written, and drawing on a myriad of real market examples, it presents an overview of fixed income markets; explains the conceptual frameworks and quantitative tool kits used 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.
Descrición Física:xiii,542p
ISBN:9781119835554