Fixed Income Securities: Concepts and Applications

Fixed Income Securities: Concepts and Applications

by Sunil Kumar Parameswaran
Fixed Income Securities: Concepts and Applications

Fixed Income Securities: Concepts and Applications

by Sunil Kumar Parameswaran

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Overview

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.


Product Details

ISBN-13: 9781547400683
Publisher: De Gruyter
Publication date: 11/18/2019
Sold by: Barnes & Noble
Format: eBook
Pages: 478
File size: 30 MB
Note: This product may take a few minutes to download.
Age Range: 18 Years

About the Author

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.

Table of Contents

    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
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