Tuckman, Fixed Income Securities, 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.) FRM® Part 2 Professional Series Tuckman, Fixed Income Securities, 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.) Lesson Content 0% Complete 0/13 Steps Study Notes: Tuckman, Ch. 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.) Practice Question Set: Tuckman, Ch. 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.) Instructional Video: Tuckman (4th ed.) Chapter 6: Regression Hedging and Principal Component Analysis Instructional Video: Tuckman (4th ed.) Chapter 7: Arbitrage Pricing with Term Structure Models Instructional Video: Tuckman (4th ed.) Chapter 8: Expectations, Risk Premium, Convexity and the Shape of the Term Structure Instructional Video: Tuckman (3rd ed.), Chapter 9: The Art of Term Structure Models: Drift Instructional Video: Tuckman (3rd ed.) Chapter 10: The Art of Term Structure Models: Volatility and Distribution Instructional Video: Tuckman (4th ed.) Chapter 9. The Vasicek and Gauss+ Models (Coming Soon) Learning Spreadsheet: Tuckman, Chapter 6 (4th ed.): Regression Hedging and Principal Component Analysis Learning Spreadsheet: Tuckman, Chapter 7 (4th ed.): Arbitrage Pricing with Term Structure Models Learning Spreadsheet: Tuckman, Chapter 8 (4th ed.): Expectations, Risk Premium, Convexity and the Shape of the Term Structure Learning Spreadsheet: Tuckman, Chapter 9 (3rd ed.): The Art of Term Structure Models: Drift Learning Spreadsheet: Tuckman, Chapter 10 (3rd ed.): The Art of Term Structure Models: Volatility and Distribution Previous Topic Back to Course Next Topic