Fixed income securities: tools for today's markets
A volatile new breed of fixed income securities have taken the market by storm over the past few years. Offering profit-hungry money managers and institutional investors the promise of far greater rewards than traditional fixed securities, these fickle instruments also entail far greater risk. Due,...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York u.a.
Wiley
1995
|
| Schriftenreihe: | Wiley frontiers in finance
|
| Schlagworte: | |
| Zusammenfassung: | A volatile new breed of fixed income securities have taken the market by storm over the past few years. Offering profit-hungry money managers and institutional investors the promise of far greater rewards than traditional fixed securities, these fickle instruments also entail far greater risk. Due, in great part, to the sometimes violent ways in which these new fixed securities respond to changes in interest rates, old imprecise rules of thumb that worked so well in traditional markets only lead to disaster when applied to the likes of forward contracts, floating rate bonds, inverse floaters, IOs, interest rate swaps, and swaptions. Of course researchers have developed sophisticated tools for analyzing and applying these new instruments, but most of these, unfortunately, are over the heads of average practitioners ... or are they In this highly readable, applications-oriented guide to one of today's hottest financial topics, Bruce Tuckman clearly, methodically, and with a bare minimum of difficult math, describes today's vast and growing array of new fixed income securities and schools you in cutting-edge techniques for fixed income application and risk control. Using easy-to-follow charts and tables that simplify the most complex subject matter, he walks you through the basic principles and procedures used in pricing today's fixed income choices - from securities and fixed cash flows to embedded options in corporate bonds and mortgage-backed securities Working in a methodical, step-wise fashion, Tuckman begins with an in-depth review of the basic concepts and tools for traditional fixed income securities. From there he introduces modern arbitrage-free techniques for pricing more complex fixed income securities and their derivatives. He next acquaints readers with measures of price sensitivity crucial to portfolio risk assessment, asset/liability management, and hedging. And finally, by focusing in turn on futures, floaters, swaps, corporates, and mortgages, he clearly illustrates how to apply the ideas and tools developed in the rest of the book |
| Beschreibung: | XII, 253 S. graph. Darst. |
| ISBN: | 0471112143 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV010412622 | ||
| 003 | DE-604 | ||
| 005 | 19951205 | ||
| 007 | t | ||
| 008 | 951009s1995 d||| |||| 00||| eng d | ||
| 020 | |a 0471112143 |9 0-471-11214-3 | ||
| 035 | |a (OCoLC)31374068 | ||
| 035 | |a (DE-599)BVBBV010412622 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 |a DE-11 | ||
| 050 | 0 | |a HG4650 | |
| 082 | 0 | |a 332.63/2044 |2 20 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 084 | |a QK 650 |0 (DE-625)141674: |2 rvk | ||
| 100 | 1 | |a Tuckman, Bruce |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Fixed income securities |b tools for today's markets |c Bruce Tuckman |
| 264 | 1 | |a New York u.a. |b Wiley |c 1995 | |
| 300 | |a XII, 253 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley frontiers in finance | |
| 520 | 3 | |a A volatile new breed of fixed income securities have taken the market by storm over the past few years. Offering profit-hungry money managers and institutional investors the promise of far greater rewards than traditional fixed securities, these fickle instruments also entail far greater risk. Due, in great part, to the sometimes violent ways in which these new fixed securities respond to changes in interest rates, old imprecise rules of thumb that worked so well in traditional markets only lead to disaster when applied to the likes of forward contracts, floating rate bonds, inverse floaters, IOs, interest rate swaps, and swaptions. Of course researchers have developed sophisticated tools for analyzing and applying these new instruments, but most of these, unfortunately, are over the heads of average practitioners ... or are they | |
| 520 | |a In this highly readable, applications-oriented guide to one of today's hottest financial topics, Bruce Tuckman clearly, methodically, and with a bare minimum of difficult math, describes today's vast and growing array of new fixed income securities and schools you in cutting-edge techniques for fixed income application and risk control. Using easy-to-follow charts and tables that simplify the most complex subject matter, he walks you through the basic principles and procedures used in pricing today's fixed income choices - from securities and fixed cash flows to embedded options in corporate bonds and mortgage-backed securities | ||
| 520 | |a Working in a methodical, step-wise fashion, Tuckman begins with an in-depth review of the basic concepts and tools for traditional fixed income securities. From there he introduces modern arbitrage-free techniques for pricing more complex fixed income securities and their derivatives. He next acquaints readers with measures of price sensitivity crucial to portfolio risk assessment, asset/liability management, and hedging. And finally, by focusing in turn on futures, floaters, swaps, corporates, and mortgages, he clearly illustrates how to apply the ideas and tools developed in the rest of the book | ||
| 650 | 4 | |a Fixed-income securities | |
| 650 | 0 | 7 | |a Festverzinsliches Wertpapier |0 (DE-588)4121262-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Festverzinsliches Wertpapier |0 (DE-588)4121262-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006934430 | ||
Datensatz im Suchindex
| _version_ | 1804124841272410112 |
|---|---|
| any_adam_object | |
| author | Tuckman, Bruce |
| author_facet | Tuckman, Bruce |
| author_role | aut |
| author_sort | Tuckman, Bruce |
| author_variant | b t bt |
| building | Verbundindex |
| bvnumber | BV010412622 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4650 |
| callnumber-raw | HG4650 |
| callnumber-search | HG4650 |
| callnumber-sort | HG 44650 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 QK 650 |
| ctrlnum | (OCoLC)31374068 (DE-599)BVBBV010412622 |
| dewey-full | 332.63/2044 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2044 |
| dewey-search | 332.63/2044 |
| dewey-sort | 3332.63 42044 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03251nam a2200397 c 4500</leader><controlfield tag="001">BV010412622</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19951205 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">951009s1995 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0471112143</subfield><subfield code="9">0-471-11214-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)31374068</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV010412622</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4650</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2044</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 650</subfield><subfield code="0">(DE-625)141674:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tuckman, Bruce</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Fixed income securities</subfield><subfield code="b">tools for today's markets</subfield><subfield code="c">Bruce Tuckman</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York u.a.</subfield><subfield code="b">Wiley</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 253 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley frontiers in finance</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">A volatile new breed of fixed income securities have taken the market by storm over the past few years. Offering profit-hungry money managers and institutional investors the promise of far greater rewards than traditional fixed securities, these fickle instruments also entail far greater risk. Due, in great part, to the sometimes violent ways in which these new fixed securities respond to changes in interest rates, old imprecise rules of thumb that worked so well in traditional markets only lead to disaster when applied to the likes of forward contracts, floating rate bonds, inverse floaters, IOs, interest rate swaps, and swaptions. Of course researchers have developed sophisticated tools for analyzing and applying these new instruments, but most of these, unfortunately, are over the heads of average practitioners ... or are they</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">In this highly readable, applications-oriented guide to one of today's hottest financial topics, Bruce Tuckman clearly, methodically, and with a bare minimum of difficult math, describes today's vast and growing array of new fixed income securities and schools you in cutting-edge techniques for fixed income application and risk control. Using easy-to-follow charts and tables that simplify the most complex subject matter, he walks you through the basic principles and procedures used in pricing today's fixed income choices - from securities and fixed cash flows to embedded options in corporate bonds and mortgage-backed securities</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Working in a methodical, step-wise fashion, Tuckman begins with an in-depth review of the basic concepts and tools for traditional fixed income securities. From there he introduces modern arbitrage-free techniques for pricing more complex fixed income securities and their derivatives. He next acquaints readers with measures of price sensitivity crucial to portfolio risk assessment, asset/liability management, and hedging. And finally, by focusing in turn on futures, floaters, swaps, corporates, and mortgages, he clearly illustrates how to apply the ideas and tools developed in the rest of the book</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed-income securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Festverzinsliches Wertpapier</subfield><subfield code="0">(DE-588)4121262-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Festverzinsliches Wertpapier</subfield><subfield code="0">(DE-588)4121262-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006934430</subfield></datafield></record></collection> |
| id | DE-604.BV010412622 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:52:04Z |
| institution | BVB |
| isbn | 0471112143 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006934430 |
| oclc_num | 31374068 |
| open_access_boolean | |
| owner | DE-703 DE-11 |
| owner_facet | DE-703 DE-11 |
| physical | XII, 253 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley frontiers in finance |
| spelling | Tuckman, Bruce Verfasser aut Fixed income securities tools for today's markets Bruce Tuckman New York u.a. Wiley 1995 XII, 253 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley frontiers in finance A volatile new breed of fixed income securities have taken the market by storm over the past few years. Offering profit-hungry money managers and institutional investors the promise of far greater rewards than traditional fixed securities, these fickle instruments also entail far greater risk. Due, in great part, to the sometimes violent ways in which these new fixed securities respond to changes in interest rates, old imprecise rules of thumb that worked so well in traditional markets only lead to disaster when applied to the likes of forward contracts, floating rate bonds, inverse floaters, IOs, interest rate swaps, and swaptions. Of course researchers have developed sophisticated tools for analyzing and applying these new instruments, but most of these, unfortunately, are over the heads of average practitioners ... or are they In this highly readable, applications-oriented guide to one of today's hottest financial topics, Bruce Tuckman clearly, methodically, and with a bare minimum of difficult math, describes today's vast and growing array of new fixed income securities and schools you in cutting-edge techniques for fixed income application and risk control. Using easy-to-follow charts and tables that simplify the most complex subject matter, he walks you through the basic principles and procedures used in pricing today's fixed income choices - from securities and fixed cash flows to embedded options in corporate bonds and mortgage-backed securities Working in a methodical, step-wise fashion, Tuckman begins with an in-depth review of the basic concepts and tools for traditional fixed income securities. From there he introduces modern arbitrage-free techniques for pricing more complex fixed income securities and their derivatives. He next acquaints readers with measures of price sensitivity crucial to portfolio risk assessment, asset/liability management, and hedging. And finally, by focusing in turn on futures, floaters, swaps, corporates, and mortgages, he clearly illustrates how to apply the ideas and tools developed in the rest of the book Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s DE-604 |
| spellingShingle | Tuckman, Bruce Fixed income securities tools for today's markets Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| subject_GND | (DE-588)4121262-9 |
| title | Fixed income securities tools for today's markets |
| title_auth | Fixed income securities tools for today's markets |
| title_exact_search | Fixed income securities tools for today's markets |
| title_full | Fixed income securities tools for today's markets Bruce Tuckman |
| title_fullStr | Fixed income securities tools for today's markets Bruce Tuckman |
| title_full_unstemmed | Fixed income securities tools for today's markets Bruce Tuckman |
| title_short | Fixed income securities |
| title_sort | fixed income securities tools for today s markets |
| title_sub | tools for today's markets |
| topic | Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| topic_facet | Fixed-income securities Festverzinsliches Wertpapier |
| work_keys_str_mv | AT tuckmanbruce fixedincomesecuritiestoolsfortodaysmarkets |