Overview
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.
This book title, Fixed Income Securities (Tools for Today's Markets), ISBN: 9780470891698, by Bruce Tuckman, Angel Serrat, published by Wiley (November 8, 2011) is available in hardcover. Our minimum order quantity is 25 copies. All standard bulk book orders ship FREE in the continental USA and delivered in 4-10 business days.
Unlike Amazon and other retailers who may also offer Fixed Income Securities (Tools for Today's Markets) books on their website, we specialize in large quantities and provide personal service, from trusted, experienced, friendly people in Portland, Oregon. We offer a Price Match Guarantee, and QuickQuote form, to make purchasing quick and easy.
Prefer to work with a human being when you order Fixed Income Securities (Tools for Today's Markets) books in bulk? Our Book Specialists are standing by Monday-Friday 8-5 PST, ready to help!