Fixed Income Securities Tools for Today s Markets 4th Edition by Bruce, Angel 9781119835554 1119835550

Fixed Income Securities Tools for Today s Markets 4th Edition Bruce Tuckman – Ebook Instant Download/Delivery ISBN(s): 9781119835554,1119835550

Product details:

• ISBN 10: 1119835550
• ISBN 13: 9781119835554
• Author: Bruce, Angel

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

Table Contents:

1. CHAPTER 0: Overview
2. CHAPTER 1: Prices, Discount Factors, and Arbitrage
3. CHAPTER 2: Swap, Spot, and Forward Rates
4. CHAPTER 3: Returns, Yields, Spreads, and P&L Attribution
5. CHAPTER 4: DV01, Duration, and Convexity
6. CHAPTER 5: Key‐Rate, Partial, and Forward‐Bucket ’01s and Durations
7. CHAPTER 6: Regression Hedging and Principal Component Analysis
8. CHAPTER 7: Arbitrage Pricing with Term Structure Models
9. CHAPTER 8: Expectations, Risk Premium, Convexity, and the Shape of the Term Structure
10. CHAPTER 9: The Vasicek and Gauss+ Models
11. CHAPTER 10: Repurchase Agreements and Financing
12. CHAPTER 11: Note and Bond Futures
13. CHAPTER 12: Short‐Term Rates and Their Derivatives
14. CHAPTER 13: Interest Rate Swaps
15. CHAPTER 14: Corporate Debt and Credit Default Swaps
16. CHAPTER 15: Mortgages and Mortgage‐Backed Securities
17. CHAPTER 16: Fixed Income Options

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