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Hoboken, N.J. 24 cm. XV, 512 p. : ill. Encuadernación en tapa blanda de editorial ilustrada. Idioma Inglés. Bruce Tuckman. Wiley finance series. Includes bibliographical references (p. 497-499) and index. Also available online .. Este libro es de segunda mano y tiene o puede tener marcas y señales de su anterior propietario.
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New fixed income securities are being created at a frantic pace and respond to interest rates quite differently than traditional similar securities, making them an increasingly risky investment. Tuckman identifies and describes, in an easy-to follow manner, the latest types of these securities, using modern approaches to fixed income application and risk control. Numerous charts and tables make information immediately accessible.From the Inside Flap:
"The goal of this edition is . . . to present the conceptual framework used for the pricing and hedging of fixed income securities in an intuitive and mathematically simple manner."
–From the Introduction
Intuitive and mathematically simple. From the very first sentences of Fixed Income Securities, Second Edition, author and fixed income veteran Bruce Tuckman explains what makes his book so refreshingly straightforward. Tuckman provides an in-depth examination of the pricing and hedging of fixed income securities–a necessarily complex and calculation-heavy subject–without cutting corners or overlooking crucial concepts. Yet he explains it in terms that all investors, traders, and financial professionals can understand.
Fixed Income Securities, Second Edition presents the essential concepts and tools developed by today’s most renowned and respected practi-tioners and academics, from convexity and the futures-forward difference through mean reversion and risk premium to arbitrage and risk-neutral pricing. Employing a step-by-step and user-friendly strategy to explain one of the financial world’s most complex and competitive fields, Fixed Income Securities, Second Edition addresses many important topics on the pricing and hedging of fixed income securities, including:
Spot and Forward Interest Rates · Curve Fitting · Duration and Partial Durations · The Shape of the Term Structure · Short-Rate Models · Special Financing · Delivery Options · Floating Cash Flows · The Prepayment Option · And more
Fixed Income Securities, Second Edition approaches a theoretically demanding field from the working professional’s point of view. This Second Edition adds a myriad of examples, applications, and case studies to illustrate the practical uses of difficult concepts. From swaps and options to butterfly spreads, spreads of spreads, and basis trades, this hands-on guide goes straight to the heart of fixed income knowledge and provides a template for trading and investing in the twenty-first-century marketplace.
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