Floating-Rate Securities

Floating-Rate Securities

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 2000-06-15

Total Pages: 250

ISBN-13: 9781883249656

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Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.


Out of the Box and Onto Wall Street

Out of the Box and Onto Wall Street

Author: Mark J. Grant

Publisher:

Published: 2011

Total Pages: 426

ISBN-13: 9781119202424

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"Out of the Box is part memoir and part investment strategy guide. Throughout his career, author Mark Grant has often taken a contrarian view. Rather than working on Wall Street or at the Chicago Mercantile Exchange, he's spent his time elsewhere on Main Street. He's very critical of all the "noise" in the markets which he feels leads investors to make poor choices in their holdings. He offers important rules preserving capital and making long-term profits."--


Floating Rate Instruments

Floating Rate Instruments

Author: Frank J. Fabozzi

Publisher: Irwin Professional Publishing

Published: 1986

Total Pages: 332

ISBN-13:

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Describes the fundamentals of the variouse instruments currently traded, the investment characteristics that make them attractive to investors, and investment strategies utilizing the ...


The Handbook of Fixed Income Securities, Chapter 16 - Floating-Rate Securities

The Handbook of Fixed Income Securities, Chapter 16 - Floating-Rate Securities

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

Published: 2005-04-15

Total Pages: 15

ISBN-13: 0071718346

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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.


Floating Rate Notes

Floating Rate Notes

Author: Rosalyn Mercer

Publisher: Nova Science Publishers

Published: 2014

Total Pages: 0

ISBN-13: 9781634632140

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Issuing floating rate notes (FRN) is likely to help the Department of the Treasury (Treasury) meet its goals to borrow at the lowest cost over time, extend the average maturity of the debt portfolio, and increase demand for Treasury securities, but it also presents risks related to changes in interest rates. This book evaluates Treasury's rationale for introducing FRNs and identifies the demand for Treasury securities from a broad range of investors to assess whether changes would help Treasury meet its goals.


The Money Markets Handbook

The Money Markets Handbook

Author: Moorad Choudhry

Publisher: John Wiley & Sons

Published: 2011-12-02

Total Pages: 358

ISBN-13: 1118178874

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In The Money Markets Handbook Moorad Choudhry provides, in one comprehensive volume, the description, trading, analysis and calculations of the major markets around the world, providing worked examples and exercises throughout to provide a landmark publication on this important topic. Unique features, including a list of conventions and trading rules in virtually every market in the world, means that this book is relevant to virtually every money market in the world. Includes an in depth treatment of repo markets, asset and liability management, banking regulatory requirements and other topics that would usually be found only in separate books Written with clarity in mind, this book is vital reading for anyone with an interest in the global money markets Features coverage of derivative money market products including futures and swaps, and the latest developments not covered in current texts


The Handbook of Fixed Income Securities, Chapter 55 - Interest-Rate Swaps and Swaptions

The Handbook of Fixed Income Securities, Chapter 55 - Interest-Rate Swaps and Swaptions

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

Published: 2005-04-15

Total Pages: 37

ISBN-13: 0071715568

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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.


Fixed Income Securities

Fixed Income Securities

Author: Bruce Tuckman

Publisher: John Wiley & Sons

Published: 2011-11-08

Total Pages: 640

ISBN-13: 0470891696

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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; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates. [FOR THE UNIVERSITY EDITION] This university edition includes problems which students can use to test and enhance their understanding of the text.