Coverart for item
The Resource Fixed income securities : tools for today's markets, Bruce Tuckman, Angel Serrat, (electronic resource)

Fixed income securities : tools for today's markets, Bruce Tuckman, Angel Serrat, (electronic resource)

Label
Fixed income securities : tools for today's markets
Title
Fixed income securities
Title remainder
tools for today's markets
Statement of responsibility
Bruce Tuckman, Angel Serrat
Creator
Contributor
Subject
Language
eng
Summary
Annotation:
Member of
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Tuckman, Bruce
Dewey number
332.63/2044
LC call number
HG4650
LC item number
.T84 2012eb
http://library.link/vocab/relatedWorkOrContributorName
  • Serrat, Angel
  • ebrary, Inc
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Fixed-income securities
  • Securities
Summary expansion
Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative toolkit; and to be wellversed in its cashflow 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 mortgagebackedsecurities.Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practiceoriented 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 mortgagebacked 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.This university edition includes problems which students can use to test and enhance their understanding of the text
Label
Fixed income securities : tools for today's markets, Bruce Tuckman, Angel Serrat, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Control code
OCM1bookssj0000746194
Dimensions
unknown
Edition
University ed./3rd ed.
Extent
xiii, 634 p.
Governing access note
License restrictions may limit access
Isbn
9781118133972
Other physical details
ill.
Specific material designation
remote
System control number
(WaSeSS)ssj0000746194
Label
Fixed income securities : tools for today's markets, Bruce Tuckman, Angel Serrat, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Control code
OCM1bookssj0000746194
Dimensions
unknown
Edition
University ed./3rd ed.
Extent
xiii, 634 p.
Governing access note
License restrictions may limit access
Isbn
9781118133972
Other physical details
ill.
Specific material designation
remote
System control number
(WaSeSS)ssj0000746194

Library Locations

    • Thomas Jefferson LibraryBorrow it
      1 University Blvd, St. Louis, MO, 63121, US
      38.710138 -90.311107
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