Fixed income securities: tools for today's markets
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2022]
|
| Ausgabe: | Fourth edition |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xiii, 542 Seiten Diagramme |
| ISBN: | 9781119835554 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents Preface lx Ust of Acronyms xi CHAPTER 0 Overview 1 CHAPTER 1 Prices, Discount Factors, and Arbitrage 48 CHAPTER 2 Swap, Spot, and Forward Rates 65 CHAPTERS Returns, Yields, Spreads, and P L Attribution 78 CHAPTER 4 DV01, Duration, and Convexity 108 CHAPTERS Key-Rate, Partial, and Forward-Ducket 01s and Durations 135 CHAPTER 0 Regression Hedging and Principal Component Analysis 153 CHAPTER 7 Arbitrage Pricing with Term Structure Models 177 CHAPTERS Expectations, Risk Premium, Convexity, and the Shape of the Term Structure 187 CHAPTERS The Vasicek and Gauss+ Models 205 v
vi CONTENTS CHAPTER 10 Repurchase Agreements and Financing 228 CHAPTER 11 Note and Rond Futures 249 CHAPTER 12 Short-Term Rates and Their Derivatives 289 CHAPTER 13 Interest Rate Swaps 319 CHAPTER 14 Corporate Debt and Credit Default Swaps 347 CHAPTER 15 Mortgages and Mortgage-Racked Securities 395 CHAPTER 19 Fixed Income Options 488 APPENDIX TO CHAPTER 1 Prices, Discount Factors, and Arbitrage 453 APPBVDIX TO CHAPTER 2 Swap, Spot, and Forward Rates 457 APPENDIX TO CHAPTER 8 Returns, Yields, Spreads, and P L Attribution 4S3 APPBVDIX TO CHAPTER 4 DVO1, Duration, and Convexity 487 APPENDIX TO CHAPTER 0 Regression Hedging and Principal Component Analysis 468 APPBVDIX TO CHAPTER 8 Expectations, Risk Premium, Convexity and the Shape of the Term Structure 477 APPBVDIX TO CHAPTER 9 The vasicek and 6auss+ Models 478
Contents vii APPENDIX TO CHAPTER 11 Note and Bond Futures 481 APPENDIX TO CHAPTER 12 Short-Term Rates and Their Derivatives 487 APPENDIX TO CHAPTER 13 Interest Rate Swaps Б01 APPENDIX TO CHAPTER 14 Corporate Debt and Credit Default Swaps БОБ APPENDIX TO CHAPTER 15 Mortgages and Mortgage-Backed Securities Б08 APPBVDIXTOCHAPTBtlO fixed Income Options Б13 About the Website Б27 Index Б28
|
| adam_txt |
Contents Preface lx Ust of Acronyms xi CHAPTER 0 Overview 1 CHAPTER 1 Prices, Discount Factors, and Arbitrage 48 CHAPTER 2 Swap, Spot, and Forward Rates 65 CHAPTERS Returns, Yields, Spreads, and P L Attribution 78 CHAPTER 4 DV01, Duration, and Convexity 108 CHAPTERS Key-Rate, Partial, and Forward-Ducket '01s and Durations 135 CHAPTER 0 Regression Hedging and Principal Component Analysis 153 CHAPTER 7 Arbitrage Pricing with Term Structure Models 177 CHAPTERS Expectations, Risk Premium, Convexity, and the Shape of the Term Structure 187 CHAPTERS The Vasicek and Gauss+ Models 205 v
vi CONTENTS CHAPTER 10 Repurchase Agreements and Financing 228 CHAPTER 11 Note and Rond Futures 249 CHAPTER 12 Short-Term Rates and Their Derivatives 289 CHAPTER 13 Interest Rate Swaps 319 CHAPTER 14 Corporate Debt and Credit Default Swaps 347 CHAPTER 15 Mortgages and Mortgage-Racked Securities 395 CHAPTER 19 Fixed Income Options 488 APPENDIX TO CHAPTER 1 Prices, Discount Factors, and Arbitrage 453 APPBVDIX TO CHAPTER 2 Swap, Spot, and Forward Rates 457 APPENDIX TO CHAPTER 8 Returns, Yields, Spreads, and P L Attribution 4S3 APPBVDIX TO CHAPTER 4 DVO1, Duration, and Convexity 487 APPENDIX TO CHAPTER 0 Regression Hedging and Principal Component Analysis 468 APPBVDIX TO CHAPTER 8 Expectations, Risk Premium, Convexity and the Shape of the Term Structure 477 APPBVDIX TO CHAPTER 9 The vasicek and 6auss+ Models 478
Contents vii APPENDIX TO CHAPTER 11 Note and Bond Futures 481 APPENDIX TO CHAPTER 12 Short-Term Rates and Their Derivatives 487 APPENDIX TO CHAPTER 13 Interest Rate Swaps Б01 APPENDIX TO CHAPTER 14 Corporate Debt and Credit Default Swaps БОБ APPENDIX TO CHAPTER 15 Mortgages and Mortgage-Backed Securities Б08 APPBVDIXTOCHAPTBtlO fixed Income Options Б13 About the Website Б27 Index Б28 |
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| dewey-ones | 332 - Financial economics |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV048506364 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:46:13Z |
| indexdate | 2024-07-10T09:40:00Z |
| institution | BVB |
| isbn | 9781119835554 |
| language | English |
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| physical | xiii, 542 Seiten Diagramme |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Wiley |
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| series2 | Wiley finance series |
| spelling | Tuckman, Bruce 1962- Verfasser (DE-588)171126610 aut Fixed income securities tools for today's markets Bruce Tuckman, Angel Serrat Fourth edition Hoboken, New Jersey Wiley [2022] © 2022 xiii, 542 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Wiley finance series Beleggingen gtt Hedging gtt Kapitaalmarkt gtt Valeurs mobilières à revenus fixes Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s DE-604 Serrat, Angel Verfasser (DE-588)171383885 aut Erscheint auch als Online-Ausgabe, oBook 978-1-119-83562-2 Erscheint auch als Online-Ausgabe, EPUB 978-1-119-83559-2 Erscheint auch als Online-Ausgabe, PDF 978-1-119-83560-8 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033883504&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tuckman, Bruce 1962- Serrat, Angel Fixed income securities tools for today's markets Beleggingen gtt Hedging gtt Kapitaalmarkt gtt Valeurs mobilières à revenus fixes 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_exact_search_txtP | Fixed income securities tools for today's markets |
| title_full | Fixed income securities tools for today's markets Bruce Tuckman, Angel Serrat |
| title_fullStr | Fixed income securities tools for today's markets Bruce Tuckman, Angel Serrat |
| title_full_unstemmed | Fixed income securities tools for today's markets Bruce Tuckman, Angel Serrat |
| title_short | Fixed income securities |
| title_sort | fixed income securities tools for today s markets |
| title_sub | tools for today's markets |
| topic | Beleggingen gtt Hedging gtt Kapitaalmarkt gtt Valeurs mobilières à revenus fixes Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| topic_facet | Beleggingen Hedging Kapitaalmarkt Valeurs mobilières à revenus fixes Fixed-income securities Festverzinsliches Wertpapier |
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