Fixed Income Securities: Tools for Today's Markets

By:

Tuckman, Bruce

Contributor(s):

Serrat, Angel

Material type: Text

TextSeries: Wiley Finance SeriesPublication details: John Wiley & Sons, Inc. 2012 New JerseyEdition: 3rd edDescription: 634pISBN:

9780470904039

Subject(s):

Fixed-income Securities

DDC classification:

332.632044 TUC

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Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.632044 TUC (Browse shelf(Opens below))	Available		M0032149

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Part 1 The Relative Pricing of Securities with Fixed Cash Flows
1. Prices, Discount Factors, and Arbitrage
2. Spot, Forward, and Par Rates
3. Returns, Spreads, and Yields
Part 2 Measures of Interest Rate Risk and Hedging
4. One-Factor Risk Metrics and Hedges
5. Multi-Factor Risk Metrics and Hedges
6. Empirical Approaches to Risk Metrics and Hedging
Part 3 Term Structure Models
7. The Science of Term Structure Models
8. The Evolution of Short Rates and the Shape of the Term Structure
9. The Art of Term Structure Models: Drift
10. The Art of Term Structure Models: Volatility and Distribution
11. The Gauss+ and LIBOR Market Models
Part 4 Selected Securities and Topics
12. Repurchase Agreements and Financing
13. Forwards and Futures: Preliminaries
14. Note and Bond Futures
15. Short-Term Rates and Their Derivatives
16. Swaps
17. Arbitrage with Financing and Two-Curve Discounting
18. Fixed income Options
19. Corporate Bonds and Credit Default Swaps
20. Mortgages and Mortgage-Backed Securities
21. Curve Construction

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