資料來源: Google Book

Fixed income securities[electronic resource] :tools for today's markets

  • 作者: Tuckman, Bruce.
  • 其他作者: Serrat, Angel.
  • 出版: Hoboken, NJ : Wiley c2022.
  • 版本: 4th ed.
  • 稽核項: 1 online resource (559 p.).
  • 叢書名: Wiley finance series
  • 標題: Fixed-income securities.
  • ISBN: 1119835593 , 9781119835592
  • ISBN: 9781119835554
  • 試查全文@TNUA:
  • 附註: Includes index.
  • 摘要: "Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, and their applications in real world situations. The fourth edition will include a completely new intro chapter on global markets that reflects the numerous changes since the Crash of 2008, and updates throughout the rest of the book"--
  • 電子資源: https://dbs.tnua.edu.tw/login?url=https://onlinelibrary.wiley.com/doi/book/10.1002/9781119835622
  • 系統號: 005332076
  • 資料類型: 電子書
  • 讀者標籤: 需登入
  • 引用網址: 複製連結
Build or brush up on the foundation you need to be a sophisticated fixed income professional with this proven book Fixed Income Securities: Tools for Today’s Markets has been a valued resource for practitioners and students for over 25 years. Clearly written, and drawing on a myriad of real market examples, it presents an overview of fixed income markets; explains the conceptual frameworks and quantitative tool kits used in the industry for pricing and hedging; and examines a wide range of fixed income instruments and markets, including: government bonds; interest rate swaps; repurchase agreements; interest rate futures; note and bond futures; bond options and swaptions; corporate bonds; credit default swaps; and mortgages and mortgage-backed securities. Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with: An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market All new examples, applications, and case studies, including lessons from market upheavals through the pandemic New material on fixed income asset management The global transition from LIBOR to SOFR and other rates
來源: Google Book
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