Fixed Income Securities: Tools for Today's Markets - Couverture rigide

Tuckman, Bruce; Serrat, Angel

 
9781119835554: Fixed Income Securities: Tools for Today's Markets
Couverture rigide
ISBN 10 : 1119835550 ISBN 13 : 9781119835554
Editeur : John Wiley & Sons Inc, 2022

Synopsis

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 Today's 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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

BRUCE TUCKMAN is a Clinical Professor of Finance at New York University's Stern School of Business, where he teaches fixed income and derivatives to undergraduates and MBAs. He ran research groups as a Managing Director at major investment banks for 15 years and recently served as Chief Economist of the Commodity Futures Trading Commission. He received his PhD in Economics from MIT.

ANGEL SERRAT is Head of Quantitative Investments at the fixed income department of Abu Dhabi Investment Authority (ADIA). He started an academic career at the University of Chicago and moved to industry in 1999. He held strategy and trading positions at Goldman Sachs, JP Morgan, and Capula Investment Management, where he was a partner and Chief Strategist. He holds a PhD from MIT.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2022
Langue
anglais
ISBN 10 
1119835550
ISBN 13 
9781119835554
Reliure
Relié
Numéro d'édition
4
Nombre de pages
560
Coordonnées du fabricant
JOSSEY-BASS
https://www.wiley.com/en-us

111 River Street
Hoboken
NJ
7030
Etats-Unis
Personne responsable
non disponible