Fixed income securities : tools for today's markets

著者

• Tuckman, Bruce

書誌事項

Fixed income securities : tools for today's markets

Bruce Tuckman

（Wiley frontiers in finance）

J. Wiley, c1996

注記

"University edition."

Previous ed.: c1995

Includes bibliographical references (p. 261-262) and index

内容説明・目次

内容説明

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.

目次

• 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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA30580923
• ISBN:
  • 0471160490
• LCCN: 94040576
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York ; Chichester
• ページ数/冊数: xiv, 267 p.
• 大きさ: 23 cm
• 分類:
  • NDC9 : 338.1
  • DC20 : 332.632044
• 件名:
  • LCSH : Fixed-income securities
• 親書誌ID:
  • BA23608942