Fixed Income Securities: Concepts and Applications

Sunil Kumar Parameswaran

Published by De Gruyter 2020

Fixed Income Securities

Concepts and Applications

Sunil Kumar Parameswaran

https://doi.org/10.1515/9781547400669

Overview
Contents

About this book

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.

Author / Editor information

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; Financial Derivatives; Fixed Income Securities; and International Finance.
For the past 16 years he has been active as a corporate trainer and management consultant. Sunil has delivered training programs on Global Securities Markets and Global Banking to some of the multinational IT firms located in India. Clients include JP Morgan, Societe Generale, Accenture, and Cap Gemini.
He has about 30 years of teaching experience and have taught at leading business schools in the U.S., Singapore, Australia, and India. Sunil has held appointments at the University of Iowa; The National University of Singapore; and at La Trobe University in Melbourne.
He obtained his Ph.D in Finance from the Fuqua School of Business at Duke University in North Carolina U.S.A.

Topics

Frontmatter Publicly Available Download PDF	I
Advance Praise for Fixed Income Securities Publicly Available Download PDF	V
Foreword Publicly Available Download PDF	VII
Preface Publicly Available Download PDF	IX
Acknowledgments Publicly Available Download PDF	XI
Contents Publicly Available Download PDF	XIII
Chapter 1. A Primer on the Time Value of Money Requires Authentication Unlicensed Licensed Download PDF	1
Chapter 2. An Introduction to Bonds Requires Authentication Unlicensed Licensed Download PDF	30
Chapter 3. Bonds: Advanced Concepts Requires Authentication Unlicensed Licensed Download PDF	65
Chapter 4. Yield Curves and the Term Structure Requires Authentication Unlicensed Licensed Download PDF	97
Chapter 5. Duration, Convexity, and Immunization Requires Authentication Unlicensed Licensed Download PDF	118
Chapter 6. The Money Market Requires Authentication Unlicensed Licensed Download PDF	152
Chapter 7. Floating Rate Bonds Requires Authentication Unlicensed Licensed Download PDF	183
Chapter 8. Mortgage Loans Requires Authentication Unlicensed Licensed Download PDF	203
Chapter 9. Mortgage-Backed Securities Requires Authentication Unlicensed Licensed Download PDF	233
Chapter 10. A Primer on Derivatives Requires Authentication Unlicensed Licensed Download PDF	258
Chapter 11. The Valuation of Interest Rate Options Requires Authentication Unlicensed Licensed Download PDF	305
Chapter 12. Interest Rate Forwards and Futures Requires Authentication Unlicensed Licensed Download PDF	341
Chapter 13. Bonds with Embedded Options Requires Authentication Unlicensed Licensed Download PDF	385
Chapter 14. Interest Rate Swaps and Credit Default Swaps Requires Authentication Unlicensed Licensed Download PDF	416
Appendix A Requires Authentication Unlicensed Licensed Download PDF	444
Bibliography Requires Authentication Unlicensed Licensed Download PDF	446
Index Requires Authentication Unlicensed Licensed Download PDF	448

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Brokerage, Insurance, Mutual funds, Pension funds, Hedge funds, Commercial banks and Investment banks.
Pages
- Front matter: 26
- Main content: 452
Illustrations
- Illustrations: 25
- Tables: 100
Keywords: Bond market; SEC; Mortgage-backed securities; Derivatives; High yield; Fixed income; Excel

eBook

Published: November 18, 2019
ISBN: 9781547400669

Paperback

Published: November 18, 2019
ISBN: 9781547416738