by Bruce Tuckman (Author)
Fixed income securities respond to interest rates quite differently than the traditional similar securities, making them an increasingly risky investment. This text identifies and describes these types of securities and uses modern approaches to fixed income application and risk control. Coverage includes: traditional fixed income; securities and fixed cash flows; measure of interest rate sensitivity; forward contracts; floating rate bonds; interest rate swaps; embedded options in corporate bonds; mortgage backed securities; and taxation and fixed income markets.
Format: Paperback
Pages: 288
Edition: University
Publisher: John Wiley & Sons
Published: 16 Aug 1996
ISBN 10: 0471160490
ISBN 13: 9780471160496