Fixed income securities : tools for today’s markets, second edition, university edition固定收入证券：今日市场的工具 第2版 下载 mobi 免费 pdf 百度网盘 epub 2025 在线 电子书

Includes a series of end-of-chapter questions for students.

Explains the subtleties of fixed income mathematics.

Discusses multi-factor interest rate models and offers four original case studies.

Covers the latest fixed income securities valuation models and techniques, and their application in real world situations.

INTRODUCTION

ACKNOWLEDGMENTS

PART ONE: THE RELATIVE PRICING OF FIXED INCOME SECURITIES WITH FIXED CASH FLOWS

　CHAPTER 1: Bond Prices, Discount Factors, and Arbitrage

　CHAPTER 2: Bond Prices, Spot Rates, and Forward Rates

　CHAPTER 3: Yield-to-Maturity 、

　CHAPTER 4: Generalizations and Curve Fitting

PART TWO Measures of Price Sensitivity adn hedging

　CHAPTER 5: One-Factor Measures of Price Sensitivity

　CHAPTER 6: Measures of Price Sensitivity Based on Parallel Yield Shifts

　CHAPTER 7: Key Rate and Bucket Exposures

　CHAPTER 8: Regression-Based Hedging

PART THREE Term Structure Models

　CHAPTER 9: The Science of Term Structure Models

　CHAPTER 10: The Short-Rate Process and the Shape of the Term Structure

　CHAPTER 11: The Art of Term Structure Models: Drift

　CHAPTER 12: The Art of Term Structure Models: Volatility and Distribution

　CHAPTER 13: Multi-Factor Term Structure Models

　CHAPTER 14: Trading with Term Structure Models

PART FOUR Selected Securities

　CHAPTER 15: Repo

　CHAPTER 16: Forward Contracts

CHAPTER 17: Eurodollar and Fed Funds Futures

CHAPTER 18: Interest Rate Swaps

CHAPTER 19: Fixed Income Options

CHAPTER 20: Note and Bond Futures

CHAPTER 21: Mortgage-Backed Securities

EXERCISES

REFERENCES AND SUGGESTIONS FOR FURTHER READING

INDEX

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作者简介：

　　BRUCE TUCKMAN, PhD, is a Managing Director in the Fixed Income and Derivatives Division of Credit Suisse First Boston. After receiving his doctorate in economics from MIT, he became a professor of finance at New York University’s Stern School of Business and a visiting professor at UCLA’s Anderson Graduate School of Management. He began his Wall Street career at Salomon Brothers’ Fixed Income Proprietary Trading Group.