(eBook PDF) Equities, Fixed Income Securities and Derivatives (Custom Edition)

(eBook PDF) Equities, Fixed Income Securities and Derivatives (Custom Edition) – Digital Ebook – Instant Delivery Download

Product details:

Table contents:

Preface ix

List of Acronyms xi

Chapter 0 Overview 1

Chapter 1 Prices, Discount Factors, and Arbitrage 49

Chapter 2 Swap, Spot, and Forward Rates 65

Chapter 3 Returns, Yields, Spreads, and P&L Attribution 79

Chapter 4 DV01, Duration, and Convexity 103

Chapter 5 Key-Rate, Partial, and Forward-Bucket ’01s and Durations 135

Chapter 6 Regression Hedging and Principal Component Analysis 153

Chapter 7 Arbitrage Pricing with Term Structure Models 177

Chapter 8 Expectations, Risk Premium, Convexity, and the Shape of the Term Structure 197

Chapter 9 The Vasicek and Gauss+ Models 205

Chapter 10 Repurchase Agreements and Financing 223

Chapter 11 Note and Bond Futures 249

Chapter 12 Short-Term Rates and Their Derivatives 289

Chapter 13 Interest Rate Swaps 319

Chapter 14 Corporate Debt and Credit Default Swaps 347

Chapter 15 Mortgages and Mortgage-Backed Securities 395

Chapter 16 Fixed Income Options 433

People also search: 

what are the fixed income securities

what are the differences between equity and fixed-income securities

equities fixed income securities and derivatives

are equities fixed income

fixed income equity and derivative businesses

what is the difference between equities and fixed income

fixed income markets and their derivatives