Tuckman, Bruce.
Fixed income securities tools for today's markets Bruce Tuckman. - 2 ed. - xv, 512 páginas ilustrado 24 cm. - Wiley finance series . - Wiley finance series .
Incluye referencias bibliográficas (p. 497-499) e índice.
The Relative Pricing of Fixed Income Securities with Fixed Cash Flows. Bond Prices, Discount Factors, and Arbitrage. Bond Prices, Spot Rates, and Forward Rates. Yield-to-Maturity. Generalizations and Curve Fitting -- Measures of Price Sensitivity and Hedging. One-Factor Measures of Price Sensitivity. Measures of Price Sensitivity Based on Parallel Yield Shifts. Key Rate and Bucket Exposures. Regression-Based Hedging -- Term Structure Models. The Science of Term Structure Models. The Short-Rate Process and the Shape of the Term Structure. The Art of Term Structure Models: Drift. The Art of Term Structure Models: Volatility and Distribution. Multi-Factor Term Structure Models. Trading with Term Structure Models -- Selected Securities. Repo. Forward Contracts. Eurodollar and Fed Funds Futures. Pt. 1. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Pt. 2. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Pt. 3. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Pt. 4. Ch. 15. Ch. 16. Ch. 17. Interest Rate Swamps. Fixed Income Options. Note and Bond Futures. Mortgage-Backed Securities. Ch. 18. Ch. 19. Ch. 20. Ch. 21.
0471063177 0471063223
Fixed-income securities.
Valores de renta fija
Títulos valores y bienes
332.632 / T898f
Fixed income securities tools for today's markets Bruce Tuckman. - 2 ed. - xv, 512 páginas ilustrado 24 cm. - Wiley finance series . - Wiley finance series .
Incluye referencias bibliográficas (p. 497-499) e índice.
The Relative Pricing of Fixed Income Securities with Fixed Cash Flows. Bond Prices, Discount Factors, and Arbitrage. Bond Prices, Spot Rates, and Forward Rates. Yield-to-Maturity. Generalizations and Curve Fitting -- Measures of Price Sensitivity and Hedging. One-Factor Measures of Price Sensitivity. Measures of Price Sensitivity Based on Parallel Yield Shifts. Key Rate and Bucket Exposures. Regression-Based Hedging -- Term Structure Models. The Science of Term Structure Models. The Short-Rate Process and the Shape of the Term Structure. The Art of Term Structure Models: Drift. The Art of Term Structure Models: Volatility and Distribution. Multi-Factor Term Structure Models. Trading with Term Structure Models -- Selected Securities. Repo. Forward Contracts. Eurodollar and Fed Funds Futures. Pt. 1. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Pt. 2. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Pt. 3. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Pt. 4. Ch. 15. Ch. 16. Ch. 17. Interest Rate Swamps. Fixed Income Options. Note and Bond Futures. Mortgage-Backed Securities. Ch. 18. Ch. 19. Ch. 20. Ch. 21.
0471063177 0471063223
Fixed-income securities.
Valores de renta fija
Títulos valores y bienes
332.632 / T898f