""I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income seccurities out there. The book is extremely well written and is the best resource I have found so far."--Patrick Y. Shim, Financial Advisor, CG Invest…
""I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income seccurities out there. The book is extremely well written and is the best resource I have found so far."--Patrick Y. Shim, Financial Advisor, CG Invest…
""I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income seccurities out there. The book is extremely well written and is the best resource I have found so far."--Patrick Y. Shim, Financial Advisor, CG Invest…
"A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since…
"A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since…
"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…
"A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed …
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…
Providing a description of the forces that affect the valuation, risk and return of fixed income securities, this text outlines the importance of parameter data and the role of financial models.
How the American government has long used financial credit programs to create economic opportunitiesFederal housing finance policy and mortgage-backed securities have gained widespread attention in recent years because of the 2008 financial crisis, but issues of government credi…