The Handbook of Fixed Income Securities, Chapter 51 - Introduction to Interest-Rate Futures and Options Contracts

The Handbook of Fixed Income Securities, Chapter 51 - Introduction to Interest-Rate Futures and Options Contracts PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715517
Category : Business & Economics
Languages : en
Pages : 27

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 51 - Introduction to Interest-Rate Futures and Options Contracts

The Handbook of Fixed Income Securities, Chapter 51 - Introduction to Interest-Rate Futures and Options Contracts PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715517
Category : Business & Economics
Languages : en
Pages : 27

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 57 - Controlling Interest-Rate Risk with Futures and Options

The Handbook of Fixed Income Securities, Chapter 57 - Controlling Interest-Rate Risk with Futures and Options PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 007171555X
Category : Business & Economics
Languages : en
Pages : 39

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 55 - Interest-Rate Swaps and Swaptions

The Handbook of Fixed Income Securities, Chapter 55 - Interest-Rate Swaps and Swaptions PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715568
Category : Business & Economics
Languages : en
Pages : 37

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 2 - Risks Associated with Investing in Fixed Income Securities

The Handbook of Fixed Income Securities, Chapter 2 - Risks Associated with Investing in Fixed Income Securities PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071718222
Category : Business & Economics
Languages : en
Pages : 13

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities

The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071716394
Category : Business & Economics
Languages : en
Pages : 31

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 38 - Valuation of Mortgage-Backed Securities

The Handbook of Fixed Income Securities, Chapter 38 - Valuation of Mortgage-Backed Securities PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715347
Category : Business & Economics
Languages : en
Pages : 27

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 56 - Interest-Rate Caps and Floors and Compound Options

The Handbook of Fixed Income Securities, Chapter 56 - Interest-Rate Caps and Floors and Compound Options PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715576
Category : Business & Economics
Languages : en
Pages : 22

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 47 - Bond Immunization: An Asset/Liability Optimization Strategy

The Handbook of Fixed Income Securities, Chapter 47 - Bond Immunization: An Asset/Liability Optimization Strategy PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715436
Category : Business & Economics
Languages : en
Pages : 15

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities, Chapter 42 - Hedging Interest-Rate Risk with Term-Structure Factor Models

The Handbook of Fixed Income Securities, Chapter 42 - Hedging Interest-Rate Risk with Term-Structure Factor Models PDF Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715398
Category : Business & Economics
Languages : en
Pages : 23

Get Book Here

Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Fixed Income Securities

Fixed Income Securities PDF Author: Bruce Tuckman
Publisher: John Wiley & Sons
ISBN: 1118133994
Category : Business & Economics
Languages : en
Pages : 662

Get Book Here

Book Description
Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates. This university edition includes problems which students can use to test and enhance their understanding of the text.