Fixed Income Securities
Subtitle: Tools for Today's Markets
Publisher: John Wiley & Sons
Published: 2002
Place of publication: New York
Language: eng
Format: [electronic resource] :
Number of pages: 530
ISBN-13: 9780471356158
Subjects: Fixed-income securities
Description: Fixed income securities, such as bonds, can be hard to value when unforeseen factors impact the market. This Second Edition of Fixed Income Securities has been fully updated to reflect the most advanced thinking on valuation and modeling of fixed income securities.
Notes: Description based on print version record.
Table of contents: title: Fixed Income Securities Tools for Today's Markets Second Edition; CONTENTS; INTRODUCTION; ACKNOWLEDGMENTS; PART ONE The Relative Pricing of Fixed Income Securities with Fixed Cash Flows; PART TWO Measures of Price Sensitivity and Hedging; PART THREE Term Structure Models; PART FOUR Selected Securities; EXERCISES; REFERENCES AND SUGGESTIONS FOR FURTHER READING; INDEX.