Fixed Income Securities : : Concepts and Applications / / Sunil Kumar Parameswaran.
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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Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2020 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2019] ©2020 |
Year of Publication: | 2019 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (XXVI, 452 p.) |
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Other title: | 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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Summary: | 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 concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance. |
Format: | Mode of access: Internet via World Wide Web. |
ISBN: | 9781547400669 9783110696288 9783110696271 9783110610765 9783110664232 9783110606065 9783110610130 |
DOI: | 10.1515/9781547400669 |
Access: | restricted access |
Hierarchical level: | Monograph |
Statement of Responsibility: | Sunil Kumar Parameswaran. |