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Fixed income securities : tools for today's markets
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ISBN: 9780470891698 9780470904039 9781118133941 9781118133958 9781118133965 0470891696 0470904038 9781118133972 Year: 2012 Publisher: Hoboken (N.J.): Wiley,

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Abstract

"An up-to-date look at the most important issues surrounding fixed income securitiesFixed-income securities traditionally promised fixed cash flows (like bonds), but with recent innovations in this field, including products for which the promised cash flows depend on the level of interest rates, a new understanding of this subject is needed. That's why Bruce Tuckman and Angel Serrat have returned to create the Third Edition of Fixed Income Securities. Considered the go-to-guide for information on fixed income securities, this latest edition covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, as well as expert insights on their applications in real-world situations. The Third Edition also contains two new chapters dedicated to foreign exchange markets and corporate bonds, and credit-default swaps. Reflects the most current thinking on valuation and modeling of fixed income securities Includes examples, applications, and case studies to illustrate the practical uses of difficult concepts Follows a modern approach to fixed income application and risk control A companion Workbook is also available so you can hone your skills and test the knowledge you've gained from the actual text Fixed Income Securities, Third Edition approaches a theoretically demanding field from the working professional's point of view. From swaps and options to 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"--

Fixed income securites: tools for today's markets
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ISBN: 0471063177 0471063223 Year: 2002 Publisher: Hoboken, N.J. Wiley

Fixed income analytics
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ISBN: 0262071762 9780262071765 Year: 1996 Publisher: Cambridge, Mass.: MIT Press,


Book
Structured finance and collateralized debt obligations : new developments in cash and synthetic securitization
Author:
ISBN: 9780470288948 0470288949 Year: 2008 Publisher: Hoboken, N.J. : John Wiley & Sons,

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Tavakoli, also author of the widely popular Credit Derivatives and Synthetic Structures, provides a completed updated and state-of-the-art look at the CDO and structured credit products market amid recent developments. In addition to a comprehensive overview of the market, the book presents key issues in valuing structured financial products and important quality control issues. Additionally, Tavakoli shares her experience with structuring technology that has benefited the markets and has the potential to create even better products. Coverage begins with an overview of market basics, technology, subprime and Alt-A special issues, special purpose entities, total rate of return swaps, cash and synthetic arbitrage CDOs, CDO equity structures, selling CDO equity, balance sheet CDOs, risk and return, the role of the rating agencies, and credit hedge funds. Tavakoli examines securitization topics, including the huge increase in the CDO arbitrage created by synthetics, the tranches most at risk from this new technology, dumping securitizations on bank balance sheets, the abuse of offshore vehicles by companies, and securitizations made possible by new securitization techniques and the Euro. She comprehensively covers one of the fastest growing markets on Wall Street, predicting where new bank regulations and other developments may lead to product growth or product extinction. While providing an overview of the market and its dynamic growth, Tavakoli explores the types of products offered, hedging techniques, and valuation and risk/return issues associated with investment in CDOs and synthetic CDOs.


Book
Fixed income markets and their derivatives
Author:
ISBN: 9780123704719 9780080919331 Year: 2009 Publisher: Amsterdam Elsevier

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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


Book
Advanced fixed income analysis
Author:
ISBN: 0750662638 9786611020316 1281020311 0080488188 9780750662635 1417544392 9781417544394 9780080488189 9780080999418 0080999417 0750662794 9780750662796 9780080999388 0080999387 Year: 2004 Publisher: London : Elsevier Butterworth-Heinemann,

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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

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