Fixed Income Securities : Concepts and Applications / Sunil Kumar Parameswaran.

Format:

Book

Author/Creator:

Parameswaran, Sunil Kumar, Author.

Language:

English

Subjects (All):

Fixed-income securities.

Physical Description:

1 online resource (xxv, 452 pages) : illustrations

Place of Publication:

Berlin ; Boston : De Gruyter, [2019]

Language Note:

In English.

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.

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

Notes:

Includes bibliographical references and index.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Feb 2020)

ISBN:

9781547400669

1547400668

9781547400683

1547400684

OCLC:

1129201709