Fixed income securities concepts and applications

Fixed income securities concepts and applications

Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and...

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Bibliographic Details
Main Author: Parameswaran, Sunil K.
Format: eBook
Language:English
Published: Boston ; Berlin De Gruyter, [2020]
Subjects:
Fixed-income securities.
EBSCO eBooks
Electronic books.
Online Access:EBSCOhost
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Table of Contents:
  • Frontmatter
  • Advance Praise for Fixed Income Securities
  • Foreword
  • Preface
  • Acknowledgments
  • Contents
  • Chapter 1. A Primer on the Time Value of Money
  • Chapter 2. An Introduction to Bonds
  • Chapter 3. Bonds: Advanced Concepts
  • Chapter 4. Yield Curves and the Term Structure
  • Chapter 5. Duration, Convexity, and Immunization
  • Chapter 6. The Money Market
  • Chapter 7. Floating Rate Bonds
  • Chapter 8. Mortgage Loans
  • Chapter 9. Mortgage-Backed Securities
  • Chapter 10. A Primer on Derivatives
  • Chapter 11. The Valuation of Interest Rate Options
  • Chapter 12. Interest Rate Forwards and Futures
  • Chapter 13. Bonds with Embedded Options
  • Chapter 14. Interest Rate Swaps and Credit Default Swaps
  • Appendix A
  • Bibliography
  • Index

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