Fixed income securities : tools for today's markets

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Fixed income securities : tools for today's markets / Bruce Tuckman, Angel Serrat

版:

3rd ed

資料種別:

図書

出版情報:

Hoboken, N.J. : Wiley, c2012

形態:

xiii, 620 p. ; 24 cm

シリーズ名:

Wiley finance series <BA5197584X>

著者名:

ISBN:

9780470891698 [0470891696] (: hbk)

書誌ID:

BB07572295

子書誌情報

フルテキスト

所蔵情報

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書誌詳細

注記:

Includes bibliographical references (p. 607-608) and index

主題:

BUSINESS & ECONOMICS / Finance. bisacsh

言語:

英語

目次情報:

Preface to the Third Edition

Acknowledgments

An Overview of Global Fixed Income Markets

The Relative Pricing of Securities with Fixed Cash Flows / Part 1：

Prices, Discount Factors, and Arbitrage / Chapter 1：

Spot, Forward, and Par Rates / Chapter 2：

Returns, Spreads, and Yields / Chapter 3：

Measures of Interest Rate Risk and Hedging / Part 2：

One-Factor Risk Metrics and Hedges / Chapter 4：

Multi-Factor Risk Metrics and Hedges / Chapter 5：

Empirical Approaches to Risk Metrics and Hedging / Chapter 6：

Term Structure Models / Part 3：

The Science of Term Structure Models / Chapter 7：

The Evolution of Short Rates and the Shape of the Term Structure / Chapter 8：

The Art of Term Structure Models: Drift / Chapter 9：

The Art of Term Structure Models: Volatility and Distribution / Chapter 10：

The Gauss+ and LIBOR Market Models / Chapter 11：

Selected Securities and Topics / Part 4：

Repurchase Agreements and Financing / Chapter 12：

Forwards and Futures: Preliminaries / Chapter 13：

Note and Bond Futures / Chapter 14：

Short-Term Rates and Their Derivatives / Chapter 15：

Swaps / Chapter 16：

Arbitrage with Financing and Two-Curve Discounting / Chapter 17：

Fixed income Options / Chapter 18：

Corporate Bonds and Credit Default Swaps / Chapter 19：

Mortgages and Mortgage-Backed Securities / Chapter 20：

Curve Construction / Chapter 21：

References

Index

Preface to the Third Edition

Acknowledgments

An Overview of Global Fixed Income Markets

The Relative Pricing of Securities with Fixed Cash Flows / Part 1：

Prices, Discount Factors, and Arbitrage / Chapter 1：

Spot, Forward, and Par Rates / Chapter 2：

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