Financial collapses--whether of the junk bond market, the Internet bubble, or the highly leveraged housing market--are often explained as the inevitable results of market cycles: What goes up must come down. In Liquidated, Karen Ho punctures the aura of the abstract, all-powerfu…
Fixed income securities: tools for today's markets
by Tuckman, Bruce, Serrat, Angel
fromWiley finance
Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbi…
Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the…
The swift developments within the financial markets over the years conflict with traditional property law structures and have caused a great degree of legal uncertainty. This book evaluates the requirement for specificity as a criterion for property rights in securities evidence…
"An up-to-date look at the most important issues surrounding fixed income securitiesFixed-income securities traditionally promised fixed cash flows (like bonds), but with recent innovations in this field, including products for which the promised cash flows depend on the level o…
The author contends that the unprecedented bull markets of the past twenty years are drawing to a close. He believes investors will need to take a new approach, including a new emphasis on bonds, the right kinds of stocks, and a globalized investment portfolio ... Gross explains…
The author contends that the unprecedented bull markets of the past twenty years are drawing to a close. He believes investors will need to take a new approach, including a new emphasis on bonds, the right kinds of stocks, and a globalized investment portfolio ... Gross explains…
"Plummer provides the reader with an in-depth assessment of the phenomenon of cycles and patterns of economic and financial activity in order to make money in the world's financial markets."--Jacket
"Plummer provides the reader with an in-depth assessment of the phenomenon of cycles and patterns of economic and financial activity in order to make money in the world's financial markets."--Jacket.