Fixed income securities : tools for today's markets.: tools for today's markets. (2022)

• Record Type: Book
• Authors: Tuckman, Bruce; Serrat, Angel
• Contents: Preface Overview Chapter 1 Prices, Discount Factors, and Arbitrage Chapter 2 Swap, Spot, and Forward Rates Chapter 3 Returns, Yields, Spreads, and P&L Attribution Chapter 4 DV01, Duration, and Convexity Chapter 5 Key-Rate-, Partial-, and Forward-Bucket '01s and Durations Chapter 6 Regression Hedging and Principal Component Analysis Chapter 7 Arbitrage Pricing with Term Structure Models Chapter 8 Expectations, Risk Premium, Convexity, and the Shape of the Term Structure Chapter 9 The Vasicek and Gauss+ Models Chapter 10 Repurchase Agreements and Financing Chapter 11 Note and Bond Futures Chapter 12 Short-Term Rates and Their Derivatives Chapter 13 Interest Rate Swaps Chapter 14 Corporate Debt and Credit Default Swaps Chapter 15 Mortgages and Mortgage-Backed Securities Chapter 16 Fixed Income Options Appendices Index
• Edition: Fourth edition
• Publisher Details: Hoboken : John Wiley & Sons, Inc
• Publication Date: 2022
• Extent: 1 online resource (560 pages), illustrations (black and white)
• Subjects: 332.632044; Fixed-income securities
• Languages: English
• ISBNs: 9781119835592
• Related ISBNs: 9781119835554
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.