Fixed Income Securities: Tools for Today's Markets (Wiley Finance)

Author: Tuckman, Bruce

Brand: Wiley

Edition: 4

Number Of Pages: 560

EAN: 9781119835554

Release Date: 07-09-2022

Package Dimensions: 9.2 x 6.4 x 1.4 inches

Languages: English

Binding: Hardcover

Part Number: 9781119835554

Details: Build or brush up on the foundation you need to be a sophisticated fixed income professional with this proven book
Fixed Income Securities: Tools for Today’s Markets has been a valued resource for practitioners and students for over 25 years. Clearly written, and drawing on a myriad of real market examples, it presents an overview of fixed income markets; explains the conceptual frameworks and quantitative tool kits used in the industry for pricing and hedging; and examines a wide range of fixed income instruments and markets, including: government bonds; interest rate swaps; repurchase agreements; interest rate futures; note and bond futures; bond options and swaptions; corporate bonds; credit default swaps; and mortgages and mortgage-backed securities.
Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with: An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market All new examples, applications, and case studies, including lessons from market upheavals through the pandemic New material on fixed income asset management The global transition from LIBOR to SOFR and other rates