Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorTuckman, bruce
TitleFixed income securities : tools for today's markets / Bruce Tuckman
Imprint Hoboken, N.J. : Wiley, c2002
Edition 2nd ed
Descript xv, 512 p. : ill. ; 24 cm


Bond prices, discount factors, and arbitrage -- Bond prices, spot rates, and forward rates -- Yield-to-maturity -- fGeneralizations and curve fitting -- One-factor measures of price sensitivity -- Measures of price sensitivity based onparallei yield shifts -- Key rate and bucket exposures -- Regression-based hedging -- The science of term structure models -- The short-rate process and the shape of the term structure -- The art of term structure models: drifts -- The art of term structure models: volatility and distribution -- Multi-factor term structure models -- Trading with term structure models -- Repo -- Forward contracts -- Eurodollar and fed funds futures -- Interest rate swaps -- Fixed income options -- Note and bond futures -- Mortage-backed securities

Fixed-income securities

Chula Business School Library332.632044 T898F 2002CHECK SHELVES
Chula Business School Library332.632044 T898F 2002CHECK SHELVES

Chulalinet's Book Delivery Request


Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network


facebook   instragram