Build or brush up on the foundation you need to be a sophisticated fixed income professional with this proven book
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.
Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with:
- An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market
- All new examples, applications, and case studies, including lessons from market upheavals through the pandemic
- New material on fixed income asset management
- The global transition from LIBOR to SOFR and other rates
Author: Bruce Tuckman,Angel Serrat
Publisher: John Wiley & Sons
Publish Date: 2022-09-07
Edition: 4
ISBN: 1119835550
ISBN 13: 9781119835554
Dimension: Length: 6.401562 inches, Width: 1.499997 inches, Height: 9.098407 inches
Weight: Weight: 1.7000285947344 pounds
Binding: Hardcover
Pages: 560
Build or brush up on the foundation you need to be a sophisticated fixed income professional with this proven book
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.
Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with:
- An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market
- All new examples, applications, and case studies, including lessons from market upheavals through the pandemic
- New material on fixed income asset management
- The global transition from LIBOR to SOFR and other rates
Author: Bruce Tuckman,Angel Serrat
Publisher: John Wiley & Sons
Publish Date: 2022-09-07
Edition: 4
ISBN: 1119835550
ISBN 13: 9781119835554
Dimension: Length: 6.401562 inches, Width: 1.499997 inches, Height: 9.098407 inches
Weight: Weight: 1.7000285947344 pounds
Binding: Hardcover
Pages: 560