The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securiti...(展开全部)

This is the world's most trusted fixed income resource for more than two decades, now substantially revised and updated. The "Handbook of Fixed Income Securities" is the investing industry's most authoritative, widely followed fixed income reference. Institutional and individual investors have learned to rely on the handbook for its scope and detail, along with the unquestioned...(展开全部)

This is the world's most trusted fixed income resource for more than two decades, now substantially revised and updated. The "Handbook of Fixed Income Securities" is the investing industry's most authoritative, widely followed fixed income reference. Institutional and individual investors have learned to rely on the handbook for its scope and detail, along with the unquestioned...(展开全部)

In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivativ...(展开全部)

In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivativ...(展开全部)

From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important recent developments of credit risk modelling from the viewpoint of mathematical finance ... It provides an excellent treatment of mathematical aspects of credit risk and will also be useful as a reference for technical details to traders...(展开全部)

From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important recent developments of credit risk modelling from the viewpoint of mathematical finance ... It provides an excellent treatment of mathematical aspects of credit risk and will also be useful as a reference for technical details to traders...(展开全部)

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 practition...(展开全部)

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool–kit; and to be well–versed in its cash–flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitativ...(展开全部)