Fixed income securities: tools for today's markets
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey
Wiley
[2022]
|
| Edition: | Fourth edition |
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xiii, 542 Seiten Diagramme |
| ISBN: | 9781119835554 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV048506364 | ||
| 003 | DE-604 | ||
| 005 | 20230216 | ||
| 007 | t | ||
| 008 | 221011s2022 xxu|||| |||| 00||| eng d | ||
| 020 | |a 9781119835554 |9 978-1-119-83555-4 | ||
| 035 | |a (OCoLC)1336487235 | ||
| 035 | |a (DE-599)BVBBV048506364 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-355 |a DE-11 | ||
| 050 | 0 | |a HG4650 | |
| 082 | 0 | |a 332.63/2044 |2 21 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 084 | |a QK 650 |0 (DE-625)141674: |2 rvk | ||
| 084 | |a WIR 170f |2 stub | ||
| 100 | 1 | |a Tuckman, Bruce |d 1962- |e Verfasser |0 (DE-588)171126610 |4 aut | |
| 245 | 1 | 0 | |a Fixed income securities |b tools for today's markets |c Bruce Tuckman, Angel Serrat |
| 250 | |a Fourth edition | ||
| 264 | 1 | |a Hoboken, New Jersey |b Wiley |c [2022] | |
| 264 | 4 | |c © 2022 | |
| 300 | |a xiii, 542 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 650 | 7 | |a Beleggingen |2 gtt | |
| 650 | 7 | |a Hedging |2 gtt | |
| 650 | 7 | |a Kapitaalmarkt |2 gtt | |
| 650 | 4 | |a Valeurs mobilières à revenus fixes | |
| 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 | |
| 700 | 1 | |a Serrat, Angel |e Verfasser |0 (DE-588)171383885 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, oBook |z 978-1-119-83562-2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, EPUB |z 978-1-119-83559-2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, PDF |z 978-1-119-83560-8 |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033883504 | ||
Record in the Search Index
| _version_ | 1804184479469666304 |
|---|---|
| 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 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Tuckman, Bruce 1962- Serrat, Angel |
| author_GND | (DE-588)171126610 (DE-588)171383885 |
| author_facet | Tuckman, Bruce 1962- Serrat, Angel |
| author_role | aut aut |
| author_sort | Tuckman, Bruce 1962- |
| author_variant | b t bt a s as |
| building | Verbundindex |
| bvnumber | BV048506364 |
| 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 |
| classification_tum | WIR 170f |
| ctrlnum | (OCoLC)1336487235 (DE-599)BVBBV048506364 |
| 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 |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | Fourth edition |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02006nam a2200517 c 4500</leader><controlfield tag="001">BV048506364</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230216 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">221011s2022 xxu|||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119835554</subfield><subfield code="9">978-1-119-83555-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1336487235</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048506364</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</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">21</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="084" ind1=" " ind2=" "><subfield code="a">WIR 170f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tuckman, Bruce</subfield><subfield code="d">1962-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171126610</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, Angel Serrat</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Fourth edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, New Jersey</subfield><subfield code="b">Wiley</subfield><subfield code="c">[2022]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2022</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xiii, 542 Seiten</subfield><subfield code="b">Diagramme</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 finance series</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Beleggingen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedging</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kapitaalmarkt</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Valeurs mobilières à revenus fixes</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="700" ind1="1" ind2=" "><subfield code="a">Serrat, Angel</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171383885</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, oBook</subfield><subfield code="z">978-1-119-83562-2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, EPUB</subfield><subfield code="z">978-1-119-83559-2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, PDF</subfield><subfield code="z">978-1-119-83560-8</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033883504</subfield></datafield></record></collection> |
| 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 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033883504 |
| oclc_num | 1336487235 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-11 |
| owner_facet | DE-355 DE-BY-UBR DE-11 |
| physical | xiii, 542 Seiten Diagramme |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Wiley |
| record_format | marc |
| 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 |
| url | 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 |
| work_keys_str_mv | AT tuckmanbruce fixedincomesecuritiestoolsfortodaysmarkets AT serratangel fixedincomesecuritiestoolsfortodaysmarkets |