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.
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Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Want to Read Currently Reading Read. A little too academic and could fized organized better. George rated it it was amazing Nov 24, Gruce every quantitative concept is illustrated through real market data. This third edition is a considerable revision and expansion of the second. Drew rated it it was amazing Dec 23, Description Fixed income practitioners need to understand the conceptual frameworks of their field; seucrities master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions.
Want to Read saving…. Bruce TuckmanAngel Serrat. To ask other readers questions about Fixed Income Securitiesplease sign up. Book xiii, p. Added to Your Shopping Cart. The Third Edition also contains two new chapters dedicated to foreign exchange markets and corporate bonds, and credit-default swaps.
Basarav rated it it was amazing Mar 27, Books by Bruce Tuckman. Mark Monaghan rated it really liked it Feb 14, No trivia or quizzes yet.
Practically every ruckman concept is illustrated through real market data. TOP Related Posts.
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