Fixed Income Securities: Tools for Today's Markets - Tapa blanda

Tuckman, Bruce

 
9780471063223: Fixed Income Securities: Tools for Today's Markets

Sinopsis

This book: includes a series of end of chapter questions for students; explains the subtleties of fixed income mathematics; discusses multi factor interest rate models and offers four original case studies; and, covers the latest fixed income securities valuation models and techniques, and their application in real world situations.

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Acerca del autor

BRUCE TUCKMAN, PhD, is a Managing Director in the Fixed Income and Derivatives Division of Credit Suisse First Boston. After receiving his doctorate in economics from MIT, he became a professor of finance at New York University's Stern School of Business and a visiting professor at UCLA's Anderson Graduate School of Management. He began his Wall Street career at Salomon Brothers' Fixed Income Proprietary Trading Group.

De la contraportada

Praise for Fixed Income Securities, Second Edition

"What distinguishes this book from many others on the subject is that Tuckman has skillfully combined intuitive rationale with mathematical analysis to give readers a clear and deep understanding of the market. Tuckman has written a comprehensive reference book that should be found on the desks of both seasoned practitioners and novices alike."
-Gerald Lucas, Senior Government Strategist
Director, Global Securities Research, Merrill Lynch

"This outstanding book offers a well-written and clear tutorial for many of the cutting-edge analytical techniques and models used in practice. Combines a wealth of institutional knowledge, practical tools, and realistic examples, while giving a clear understanding of the underlying theory."
-Francis Longstaff, Professor of Finance
The Anderson School at UCLA

"An excellent reference for anyone intending to bridge the gap between financial mathematics theory and the practice of financial markets."
-Marek Musiela, BNP Paribas

"This is an extremely readable book with a balance between technical detail and practical application. Unlike other books in the area, thorough and tightly knit chapters reflect Tuckman's unique background as a well-respected academic and market participant."
-Tony D. Kao, Managing Director, Global Fixed Income
GM Asset Management

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