Fixed income securities : (Record no. 23217)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01926cam a2200205 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781119835554 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6320 |
| Item number | TUC |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Author name | Tuckman, Bruce, |
| 245 10 - TITLE STATEMENT | |
| Title | Fixed income securities : |
| Sub Title | tools for today's markets / |
| Statement of responsibility, etc | Bruce Tuckman, Angel Serrat. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New Jersey: |
| Name of publisher | Wiley, |
| Year of publication | 2022. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 542 pages ; |
| Dimensions | 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Prices, Discount Factors, and Arbitrage<br/>Swap, Spot, and Forward Rates<br/>Returns, Yields, Spreads, and P&L Attribution<br/>DV01, Duration, and Convexity<br/>Key-Rate-, Partial-, and Forward-Bucket '01s and Durations<br/>Regression Hedging and Principal Component Analysis<br/>Arbitrage Pricing with Term Structure Models<br/>Expectations, Risk Premium, Convexity, and the Shape of the Term Structure<br/>The Vasicek and Gauss Models<br/>Repurchase Agreements and Financing<br/>Note and Bond Futures<br/>Short-Term Rates and Their Derivatives<br/>Interest Rate Swaps<br/>Corporate Debt and Credit Default Swaps<br/>Mortgages and Mortgage-Backed Securities<br/>Fixed Income Options |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book 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, and their applications in real world situations. The fourth edition will include a completely new intro chapter on global markets that reflects the numerous changes since the Crash of 2008, and updates throughout the rest of the book"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Fixed-income securities. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Serrat, Angel, |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Use restrictions | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Restricted Access | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 05/20/2024 | 7980.00 | 332.6320 TUC | 48467 | 05/20/2024 | Books |
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