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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 conceptualframeworks of their field; to master its quantitative tool-kit; andto be well-versed in its cash-flow and pricing conventions.Fixed Income Securities, Third Edition by Bruce Tuckman andAngel Serrat is designed to balance these three objectives. Thebook presents theory without unnecessary abstraction; quantitativetechniques with a minimum of mathematics; and conventions at auseful level of detail.

The book begins with an overview of global fixed income marketsand continues with the fundamentals, namely, arbitrage pricing,interest rates, risk metrics, and term structure models to pricecontingent claims. Subsequent chapters cover individual markets andsecurities: repo, rate and bond forwards and futures, interest rateand basis swaps, credit markets, fixed income options, andmortgage-backed-securities.

Fixed Income Securities, Third Edition is full ofexamples, applications, and case studies. Practically everyquantitative concept is illustrated through real market data. Thispractice-oriented approach makes the book particularly useful forthe working professional.

This third edition is a considerable revision and expansion ofthe second. Most examples have been updated. The chapters on fixedincome options and mortgage-backed securities have beenconsiderably expanded to include a broader range of securities andvaluation methodologies. Also, three new chapters have been added:the global overview of fixed income markets; a chapter on corporatebonds and credit default swaps; and a chapter on discounting withbases, which is the foundation for the relatively recent practiceof discounting swap cash flows with curves based on money marketrates.

[FOR THE UNIVERSITY EDITION]

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



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Hardcover
Book cover for 9780470891698
 
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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 conceptualframeworks of their field; to master its quantitative tool-kit; andto be well-versed in its cash-flow and pricing conventions.

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