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Fixed Income Securities Bruce Tuckman

Fixed Income Securities von Bruce Tuckman

Fixed Income Securities Bruce Tuckman


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Zusammenfassung

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.

Fixed Income Securities Zusammenfassung

Fixed Income Securities: Tools for Today's Markets 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.

Inhaltsverzeichnis

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.

Zusätzliche Informationen

GOR002734718
9780471160496
0471160490
Fixed Income Securities: Tools for Today's Markets Bruce Tuckman
Gebraucht - Sehr Gut
Gebundene Ausgabe
John Wiley and Sons Ltd
19960803
266
N/A
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