Fixed Income Securities 3/ed.
Language: English
Published by John Wiley & Sons., 2012
- Softcover
- New
Seller: LIBRERIA LEA+, Santiago, RM, ChileLIBRERIA LEA+
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Praise For Fixed Income Securities. "Fixed Income Securities is excellent, seamlessly combining theory and experience to make the global fixed-income markets come alive for students and practitioners. It is obvious that the authors not only understand and articulate theory with ease, but also enjoy its application to myriad simple and complicated instruments." ?Myron Scholes, 1997 Nobel Laureate in Economics; Frank E. Buck, Professor of Finance, Emeritus, Graduate School of Business, Stanford University. "It takes authors who have both insight into financial economics and a thorough understanding of how markets function to write a book that integrates theory and practice so effortlessly. As market turmoil forces us to revisit historical relationships, the book's setting of applications and data in the context of sound theory is particularly useful." ? Ravi Mattu, Managing Director and Head of Analytics, PIMCO. "Fixed Income Securities conveys intuition, is full of examples, and is comprehensive in its coverage. Professionals will find valuable insights in the authors' treatment of advanced topics; students will value the careful organization and presentation of ideas. I recommend it very highly indeed. ? Krishna Ramaswamy, Edward Hopkinson, Jr., Professor of Investment Banking, The Wharton School, University of Pennsylvania. "This is a great reference book for fixed income students and practitioners alike, which seamlessly combines mathematical concepts with practical applications." ? Kostas Pantazopoulos, Global Head of Interest Rate Products, Goldman Sachs 780 gr.…
Seller Inventory # 9780470904039LEA96369
- Title
- Fixed Income Securities 3/ed.
- Author
- Tuckman,Bruce; Serrat,Angel
- Publisher
- John Wiley & Sons.
- Publication year
- 2012
- Condition
- New
- Dust jacket
- Nuevo
- Book Type
- Libro
- Binding
- Blanda
- Language
- English
- ISBN 10
- 0470904038
- ISBN 13
- 9780470904039
- Illustrator
- No Aplica
- Edition
- 3.
- Item weight
- 780 grams
- Dimensions
- 15,3x23x4,5
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.
"Synopsis" may belong to another edition of this title.
About the Author
Bruce Tuckman holds a PhD in economics from MIT and began his career as a professor of finance at New York University's Stern School of Business. Moving to the industry, he became a managing director at Salomon Brothers' Fixed Income Proprietary Trading Group; ran research groups at Credit Suisse and Lehman Brothers; and, for the Prime Services Division at Barclays Capital, was global head of research and an executive committee member. He is now the Director of Financial Markets Research at the Center for Financial Stability, a think tank in New York.
Angel Serrat holds a PhD in finance from MIT. Prior to joining the industry, he was a member of the finance faculty at The University of Chicago's Graduate School of Business. He has published in journals including The Review of Economic Studies, The Review of Financial Studies, and Econometrica. He was an executive director of strategy groups at Goldman Sachs and Credit Suisse, and later became a managing director at JPMorgan's global proprietary positioning business as a portfolio manager and head of strategy. He is currently a partner at Capula Investment Management, a fixed income asset management firm.
"About the title" may belong to another edition of this title.
LIBRERIA LEA+
Santiago, RM, Chile
AbeBooks seller since December 10, 2019
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Establecida en el año 1943, nuestra librería es la Librería Internacional más antigua de Chile. Importamos/exportamos libros de todas las temáticas desde/hacia todos los países del mundo. Established in 1943, our bookstore is the oldest International Bookstore in Chile. We import/export books of all topics from/to all countries of the world.
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