Fixed Income Securities - Parameswaran, Sunil Kumar

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Résumé :
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.

Biographie:

Sunil Kumar Parameswaran is Director & CEO of Tarheel Consultancy Services, a corporate training and management consultancy, in Bangalore, India. He is Visiting Faculty at some of the leading business schools in India, where he anchors courses in the area of Finance. His primary areas of interest are Securities Markets...

Sommaire:

1. A Primer on Time Value of Money
2. Introduction to Bonds
3. Yield Measures
4. The Term Structure of Interest Rates
5. Duration, Convexity, and Immunization
6. Floating Rate Bonds
7. Money Markets
8. Mortgage Loans
9. Mortgage-backed Securities
10. Introduction to Futures & Options
11. Forward Rate Agreements and Interest Rate Futures
12. Fundamentals of Bond Options
13. Bonds with Embedded Options
14. Interest Rate Swaps