Fixed Income Securities: Tools for Today's Markets (Paper - University Edition)
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- Wiley
More About This Title Fixed Income Securities: Tools for Today's Markets (Paper - University Edition)
English
THE RELATIVE PRICING OF TRADITIONAL FIXED INCOME SECURITIES.
Bond Prices and Discount Factors.
Bond Prices and Interest Rates: Spot and Forward.
Yield-to-Maturity.
Real Data Issues.
THE RELATIVE PRICING OF INTEREST RATE CONTINGENT CLAIMS.
An Introduction to Arbitrage-Free Pricing of Derivatives.
Risk-Neutral Pricing.
Arbitrage-Free Pricing in a Realistic Setting.
The Art of Term-Structure Modeling.
Equilibrium vs.
Arbitrage-Free Models.
MEASURES OF PRICE SENSITIVITY.
The Price-Rate Function and Its Derivative.
Measures of Price Sensitivity.
Macaulay and Modified Duration.
Key Rate Durations.
SELECTED APPLICATIONS.
Forward and Futures Contracts.
Floaters and Inverse Floaters.
Interest Rate Swaps.
The Options Embedded in Corporate Bonds.
Mortgage-Backed Securities.
References.
Index.
