Fixed Income Securities - Tools for Today's Markets, 4th Edition

Fixed Income Securities: Tools for Today's Markets is a comprehensive book that provides an overview of fixed income markets, conceptual frameworks, and quantitative tool kits, and examines a wide range of fixed income instruments and markets. It is revised with an up-to-date overview, new examples, applications, and case studies, and new material on fixed income asset management.

Format: Hardback
Length: 560 pages
Publication date: 29 August 2022
Publisher: John Wiley & Sons Inc

This comprehensive guide, Fixed Income Securities: Tools for Today's Markets, has been a trusted resource for practitioners and students for over 25 years. Written in a clear and engaging style, it provides an overview of fixed income markets, explains the conceptual frameworks and quantitative tool kits used in the industry for pricing and hedging, and examines a wide range of fixed income instruments and markets, including government bonds, interest rate swaps, repurchase agreements, interest rate futures, note and bond futures, bond options and swaptions, corporate bonds, credit default swaps, and mortgages and mortgage-backed securities.

Appearing a decade after its predecessor, this long-awaited Fourth Edition has been comprehensively revised to include:

An up-to-date overview, including monetary policy with abundant reserves and the increasing electronification of market transactions.

All-new examples, applications, and case studies, including lessons from market upheavals through the pandemic.

New material on fixed income asset management, reflecting the global transition from LIBOR to SOFR and other rates.

Whether you are a seasoned fixed income professional seeking to expand your knowledge or a newcomer to the field, Fixed Income Securities: Tools for Today's Markets is an essential resource for understanding the complex world of fixed income securities. With its comprehensive coverage, practical insights, and real-world examples, this book will help you build the foundation you need to succeed in today's dynamic markets.

Weight: 1028g
Dimension: 161 x 237 x 36 (mm)
ISBN-13: 9781119835554