{"product_id":"fixed-income-securities-9780470109106","title":"Fixed Income Securities","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThe 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cb\u003ePreface.\u003c\/b\u003e  \u003cp\u003e\u003cb\u003eAcknowledgments.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART I: BASICS.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1 An Introduction to Fixed Income Markets.\u003c\/p\u003e \u003cp\u003e2 Basics of Fixed Income Securities.\u003c\/p\u003e \u003cp\u003e3 Basics of Interest Rate Risk Management.\u003c\/p\u003e \u003cp\u003e4 Basic Refinements in Interest Rate Risk Management.\u003c\/p\u003e \u003cp\u003e5 Interest Rate Derivatives: Forwards and Swaps.\u003c\/p\u003e \u003cp\u003e6 Interest Rate Derivatives: Futures and Options.\u003c\/p\u003e \u003cp\u003e7 Inflation, Monetary Policy, and the Federal Funds Rate.\u003c\/p\u003e \u003cp\u003e8 Basics of Residential Mortgage Backed Securities.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART II: TERM STRUCTURE MODELS: TREES.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9 One Step Binomial Trees.\u003c\/p\u003e \u003cp\u003e10 Multi-Step Binomial Trees.\u003c\/p\u003e \u003cp\u003e11 Risk Neutral Trees and Derivative Pricing.\u003c\/p\u003e \u003cp\u003e12 American Options.\u003c\/p\u003e \u003cp\u003e13 Monte Carlo Simulations on Trees.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART III: TERM STRUCTURE MODELS: CONTINUOUS TIME.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e14 Interest Rate Models in Continuous Time.\u003c\/p\u003e \u003cp\u003e15 No Arbitrage and the Pricing of Interest Rate Securities.\u003c\/p\u003e \u003cp\u003e16 Dynamic Hedging and Relative Value Trades.\u003c\/p\u003e \u003cp\u003e17 Risk Neutral Pricing and Monte Carlo Simulations.\u003c\/p\u003e \u003cp\u003e18 The Risk and Return of Interest Rate Securities.\u003c\/p\u003e \u003cp\u003e19 No Arbitrage Models and Standard Derivatives.\u003c\/p\u003e \u003cp\u003e20 The Market Model for Standard Derivatives.\u003c\/p\u003e \u003cp\u003e21 Forward Risk Neutral Pricing and the LIBOR Market Model.\u003c\/p\u003e \u003cp\u003e22 Multifactor Models.\u003c\/p\u003e \u003cp\u003eReferences.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402287325527,"sku":"9780470109106","price":192.56,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470109106.jpg?v=1730479955","url":"https:\/\/bookcurl.com\/products\/fixed-income-securities-9780470109106","provider":"Book Curl","version":"1.0","type":"link"}