Fixed Income Securities, Tools for Today's Markets, Wiley, Angel Serrat, Bruce Tuckman,Finance and the finance industry,Finance and accounting, Bruce Tuckman, Angel Serrat, fixed income securities, arbitrage pricing of fixed income securities, discount factors, spot rates, forward rates, par rates, yield, spread, DV01, duration, convexity, key-rate ’01, key-rate duration, partial PV01, forward buckets, regression hedging, principal component analysis, term structure models, option-adjusted spread, time-dependent drift, time-dependent volatility, Ho-Lee model, Vasicek model, lognormal term structure model, Cox-Ingersoll-Ross model, Black-Karasinski model, Gauss+ model, Libor Market model, repo market, financing fixed income securities, forward contracts, futures contracts, note and bond futures, Eurodollar futures, fed fund futures, LIBOR, fed funds, overnight index swap, OIS, interest rate swaps, basis swaps, two-curve discounting, Black model, Black-Scholes model, bond options, Eurodollar futures options, Euribor futures options, bond futures options, caps, caplets, floor, floorlets, swaptions, corporate bonds, credit default swaps, CDS, bond ratings, credit risk, default risk, mortgage-backed securities, TBAs, dollar roll,, Wiley Finance, United States, en-UShttps://www.wiley.comBruce Tuckman, Angel Serrat, fixed income securities, arbitrage pricing of fixed income securities, discount factors, spot rates, forward rates, par rates, yield, spread, DV01, duration, convexity, key-rate ’01, key-rate duration, partial PV01, forward buckets, regression hedging, principal component analysis, term structure models, option-adjusted spread, time-dependent drift, time-dependent volatility, Ho-Lee model, Vasicek model, lognormal term structure model, Cox-Ingersoll-Ross model, Black-Karasinski model, Gauss+ model, Libor Market model, repo market, financing fixed income securities, forward contracts, futures contracts, note and bond futures, Eurodollar futures, fed fund futures, LIBOR, fed funds, overnight index swap, OIS, interest rate swaps, basis swaps, two-curve discounting, Black model, Black-Scholes model, bond options, Eurodollar futures options, Euribor futures options, bond futures options, caps, caplets, floor, floorlets, swaptions, corporate bonds, credit default swaps, CDS, bond ratings, credit risk, default risk, mortgage-backed securities, TBAs, dollar roll, [BLURB],[CITY],,books, ebooks, biblet, Book2look