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Fixed Income Securities Bruce Tuckman

Fixed Income Securities By Bruce Tuckman

Fixed Income Securities by Bruce Tuckman


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Condition - Good
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Summary

Identifying and describing fixed income securities, this work uses modern approaches to fixed income application and risk control. Coverage includes: traditional fixed income; securities and fixed cash flows; measure of interest rate sensitivity; and forward contracts.

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Fixed Income Securities Summary

Fixed Income Securities: Tools for Today's Markets by Bruce Tuckman

Fixed income securities respond to interest rates quite differently than the traditional similar securities, making them an increasingly risky investment. This text identifies and describes these types of securities and uses modern approaches to fixed income application and risk control. Coverage includes: traditional fixed income; securities and fixed cash flows; measure of interest rate sensitivity; forward contracts; floating rate bonds; interest rate swaps; embedded options in corporate bonds; mortgage backed securities; and taxation and fixed income markets.

Table of Contents

THE RELATIVE PRICING OF TRADITIONAL FIXED INCOME SECURITIES; Bond Prices and Discount Factors; Bond Prices and Interest Rates: Spot and Forward; Yield-to-Maturity; Real Data Issues; THE RELATIVE PRICING OF INTEREST RATE CONTINGENT CLAIMS; An Introduction to Arbitrage-Free Pricing of Derivatives; Risk-Neutral Pricing; Arbitrage-Free Pricing in a Realistic Setting; The Art of Term-Structure Modeling; Equilibrium vs; Arbitrage-Free Models; MEASURES OF PRICE SENSITIVITY; The Price-Rate Function and Its Derivative; Measures of Price Sensitivity; Macaulay and Modified Duration; Key Rate Durations; SELECTED APPLICATIONS; Forward and Futures Contracts; Floaters and Inverse Floaters; Interest Rate Swaps; The Options Embedded in Corporate Bonds; Mortgage-Backed Securities; References; Index.

Additional information

CIN0471160490G
9780471160496
0471160490
Fixed Income Securities: Tools for Today's Markets by Bruce Tuckman
Used - Good
Hardback
John Wiley and Sons Ltd
19960803
266
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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