Description
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 Todays 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
Author: Bruce Tuckman, Angel Serrat
Binding Type: Hardcover
Publisher: Wiley
Published: 09/07/2022
Series: Wiley Finance
Pages: 560
Weight: 1.7lbs
Size: 9.00h x 6.10w x 1.40d
ISBN: 9781119835554
Language: English
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