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Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. 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. This university edition includes problems which students can use to test and enhance their understanding of the text.

Fixed-income securities. --- 332.632044 --- Fixed-income investments --- Fixed-income securities --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Law and legislation

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Fixed-income securities --- Valeurs mobilières à revenus fixes --- Fixed-income securities. --- 332.632044 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Law and legislation --- Valeurs mobilières à revenus fixes

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Effecten met vast inkomen --- Fixed-income securities --- Titres à revenus fixes --- 336.763 --- 332.632044 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt. --- Law and legislation --- 336.763 Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt. --- Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt

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The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students. New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added Online Resources for instructors on password protected website provides worked out examples for each chapter A detailed description of all key financial terms is provided in a glossary at the back of the book

Money market. Capital market --- Fixed-income securities --- 332.632044 --- 336.767 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- 336.767 Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15}) --- Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15}) --- Law and legislation

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This book is aimed at experienced practitioners in the corporate bond markets and is a specialized text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:* Relative value trading* Approaches to trading and hedging* Dynamic analysis of spot and forward rates* Interest rate modelling* Fitting the yield curve* Analyzing the long bond yield* Index-lin

Bonds. --- Finance --- Business & Economics --- Investment & Speculation --- Fixed-income securities --- -332.632044 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Electronic information resources --- Law and legislation --- E-books --- Investment analysis. --- Analysis of investments --- Analysis of securities --- Security analysis --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks --- Credit derivatives --- 305.91 --- 333.605 --- 333.632.0 --- 339.40 --- AA / International- internationaal --- Derivative securities --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Nieuwe financiële instrumenten --- Obligaties: algemeenheden --- Vermogenbeheer. financiële analyse (algemeenheden)