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| Tuckman's Fixed Income Securities by GAUSS |
Chapter 1 Bond Prices and Discount Factors.
Chapter 2 Bond Prices and Interest Rates: Spot and Forward.
Chapter 3 Yield-to-Maturity.
Chapter 4 Real Data Issues.
Chapter 5 An Introduction to Arbitrage-Free Pricing of Derivatives.
Chapter 6 Risk-Neutral Pricing.
Chapter 7 Arbitrage-Free Pricing in a Realistic Setting.
Chapter 8 The Art of Term-Structure Modeling.
Chapter 9 Equilibrium vs. Arbitrage-Free Models.
Chapter 10 The Price-Rate Function and Its Derivative.
Chapter 11 Measures of Price Sensitivity.
Chapter 12 Macaulay and Modified Duration.
Chapter 13 Key Rate Durations.
Chapter 14 Forward and Futures Contracts.
Chapter 15 Floaters and Inverse Floaters.
Chapter 16 Interest Rate Swaps.
Chapter 17 The Options Embedded in Corporate Bonds.
Chapter 18 Mortgage-Backed Securities.
Bruce Tuckman "Fixed Income Securities: Tools for Today's Markets" John Wiley & Sons 1995 ISBN: 0471112143 .
Its Japanese translation 1999 ISBN: 4492711171 .
This is 1st edition. Its 2nd edition will be programmed later.
This is a GAUSS version of its "complete" programming guide. Buy and read the textbook above along with this guide.
by Yasutaro Kogane