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Fixed Income Securities: Tools for Today's Markets
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Bibliographic Detail
Publisher John Wiley & Sons Inc
Publication date November 8, 2011
Pages 620
Binding Hardcover
Edition 3
Book category Adult Non-Fiction
ISBN-13 9780470891698
ISBN-10 0470891696
Dimensions 2.25 by 6.75 by 9.75 in.
Weight 1.92 lbs.
Original list price $95.00
Summaries and Reviews
Amazon.com description: Product Description: 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.

[FOR THE UNIVERSITY EDITION]

This university edition includes problems which students can use to test and enhance their understanding of the text.



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Hardcover
Book cover for 9780470891698
 
The price comparison is for this edition
With Bruce Tuckman | 3 edition from John Wiley & Sons Inc (November 8, 2011)
9780470891698 | details & prices | 620 pages | 6.75 × 9.75 × 2.25 in. | 1.92 lbs | List price $95.00
About: 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.

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