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Full Description
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals.
Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.
Contents
A Primer on Time Value of Money
Introduction to Bonds
Yield Measures
The Term Structure of Interest Rates
Duration, Convexity, and Immunization
Floating Rate Bonds
Money Markets
Mortgage Loans
Mortgage-backed Securities
Introduction to Futures & Options
Forward Rate Agreements and Interest Rate Futures
Fundamentals of Bond Options
Bonds with Embedded Options
Interest Rate Swaps
