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.
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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.
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.
FIXED INCOME SECURITIES BRUCE TUCKMAN 3RD PDF
Fixed Income Securities: Tools for Today's Markets
Fixed Income Securities: Tools for Today's Markets, 3rd Edition, University Edition