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 阿里云 lit azw3 txt pdf caj 下载 在线

Includes a series of end-of-chapter questi*** 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 situati***.

INTRODUCTION

ACKNOWLED***ENTS

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: Generalizati*** 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 Opti***

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.