000			02990nam a2200361Ia 4500
001			1386
008			230305s2012 xx 000 0 und d
020			_a9780470904039
041			_aeng
245		0	_aFixed income securities
250			_a3ª ed
260			_a _bWiley, _c2012
300			_axiii + 634 p. ; 23 cm
490			_aBusiness & Economics / Finance
500			_atools for today's markets
520			_aFixed 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.
650			_aFixed-income securities _96494
650			_a Markets Mathematical models _97397
650			_a Obligations (Values) _97398
650			_aFutures market _97399
650			_aPortfolio of values market _97400
650			_a _912
650		0	_aFinance _93911
700			_aSerrat, Angel _eAuthor _97401
700			_aTuckman, Bruce _eAuthor _97402
856			_uhttps://books.google.es/books?id=OlfyQX31bEkC&printsec=frontcover&dq=fixed+income+securities&hl=ca&sa=X&ved=0CD4Q6AEwA2oVChMIvrDZ9YrHyAIVAscaCh05DQHw#v=onepage&q=fixed%20income%20securities&f=false
902			_a529
905			_am
912			_a2012-01-01
942			_a1
953			_d2015-10-16 15:37:56
999			_c1393 _d1393