Fixed income securities : tools for today's markets
Author(s)
Bibliographic Information
Fixed income securities : tools for today's markets
（Wiley frontiers in finance）
J. Wiley, c1996
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Note
"University edition."
Previous ed.: c1995
Includes bibliographical references (p. 261-262) and index
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"