Advanced Fixed Income Analysis Book

Advanced Fixed Income Analysis


  • Author : Moorad Choudhry
  • Publisher : Elsevier
  • Release Date : 2015-08-28
  • Genre: Business & Economics
  • Pages : 272
  • ISBN 10 : 9780080999418

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Advanced Fixed Income Analysis Excerpt :

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts. Presents practitioner-level theories and applications, never available in textbooks Focuses on financial markets, not mathematics Covers relative value investing, returns analysis, and risk estimation

The Advanced Fixed Income and Derivatives Management Guide Book

The Advanced Fixed Income and Derivatives Management Guide


  • Author : Saied Simozar
  • Publisher : John Wiley & Sons
  • Release Date : 2015-04-23
  • Genre: Business & Economics
  • Pages : 368
  • ISBN 10 : 9781119014171

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The Advanced Fixed Income and Derivatives Management Guide Excerpt :

A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models. Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak. Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures Learn to estimate recovery value from market data, and the impact of recovery value on risks Gain deeper insight into partial yields, product design, and portfolio construction Discover the proof that corporate bonds can

Fixed Income Analysis Book

Fixed Income Analysis


  • Author : Barbara S. Petitt
  • Publisher : John Wiley & Sons
  • Release Date : 2015-02-02
  • Genre: Business & Economics
  • Pages : 752
  • ISBN 10 : 9781118999493

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Fixed Income Analysis Excerpt :

The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis is a new edition of Frank Fabozzi's Fixed Income Analysis, Second Edition that provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed income portfolios. With detailed information from CFA Institute, this guide contains comprehensive, example-driven presentations of all essential topics in the field to provide value for self-study, general reference, and classroom use. Readers are first introduced to the fundamental concepts of fixed income before continuing on to analysis of risk, asset-backed securities, term structure analysis, and a general framework for valuation that assumes no prior relevant background. The final section of the book consists of three readings that build the knowledge and skills needed to effectively manage fixed income portfolios, giving readers a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field. Readers gain critical knowledge of underlying concepts, and gain the skills they need to translate theory into practice. Understand fixed income securities, markets, and valuation Master risk analysis and general valuation of fixed income securities Learn how fixed income securities are backed by pools of assets Explore the relationships between bond yields of different maturities Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate this access to the best in professional quality information. For a deeper understanding of fixed income portfolio management practices, Fixed Income Analysis is a complete, essential resource.

Advanced Fixed Income Valuation Tools Book

Advanced Fixed Income Valuation Tools


  • Author : Narasimhan Jegadeesh
  • Publisher : John Wiley & Sons
  • Release Date : 1999-12-28
  • Genre: Business & Economics
  • Pages : 438
  • ISBN 10 : 0471254193

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Advanced Fixed Income Valuation Tools Excerpt :

Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.

Fixed Income Analytics Book

Fixed Income Analytics


  • Author : Wolfgang Marty
  • Publisher : Springer
  • Release Date : 2017-10-14
  • Genre: Business & Economics
  • Pages : 204
  • ISBN 10 : 9783319485416

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Fixed Income Analytics Excerpt :

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

Fixed Income Securities Book
Score: 4
From 1 Ratings

Fixed Income Securities


  • Author : Bruce Tuckman
  • Publisher : John Wiley & Sons
  • Release Date : 2011-10-13
  • Genre: Business & Economics
  • Pages : 640
  • ISBN 10 : 9781118133965

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Fixed Income Securities Excerpt :

Fixed income practitioners need to understand the conceptualframeworks of their field; to master its quantitative tool-kit; andto be well-versed in its cash-flow and pricing conventions.Fixed Income Securities, Third Edition by Bruce Tuckman andAngel Serrat is designed to balance these three objectives. Thebook presents theory without unnecessary abstraction; quantitativetechniques with a minimum of mathematics; and conventions at auseful level of detail. The book begins with an overview of global fixed income marketsand continues with the fundamentals, namely, arbitrage pricing,interest rates, risk metrics, and term structure models to pricecontingent claims. Subsequent chapters cover individual markets andsecurities: repo, rate and bond forwards and futures, interest rateand basis swaps, credit markets, fixed income options, andmortgage-backed-securities. Fixed Income Securities, Third Edition is full ofexamples, applications, and case studies. Practically everyquantitative concept is illustrated through real market data. Thispractice-oriented approach makes the book particularly useful forthe working professional. This third edition is a considerable revision and expansion ofthe second. Most examples have been updated. The chapters on fixedincome options and mortgage-backed securities have beenconsiderably expanded to include a broader range of securities andvaluation methodologies. Also, three new chapters have been added:the global overview of fixed income markets; a chapter on corporatebonds and credit default swaps; and a chapter on discounting withbases, which is the foundation for the relatively recent practiceof discounting swap cash flows with curves based on money marketrates. [FOR THE UNIVERSITY EDITION] This university edition includes problems which students can useto test and enhance their understanding of the text.

Advanced Fixed Income Analysis Book

Advanced Fixed Income Analysis


  • Author : McGraw-Hill Professional Publishing
  • Publisher : McGraw-Hill
  • Release Date : 1998-07-01
  • Genre: Uncategoriezed
  • Pages : null
  • ISBN 10 : 0070347794

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Advanced Fixed Income Analysis Excerpt :

Advances in Fixed Income Valuation Modeling and Risk Management Book

Advances in Fixed Income Valuation Modeling and Risk Management


  • Author : Frank J. Fabozzi, CFA
  • Publisher : John Wiley & Sons
  • Release Date : 1997-01-15
  • Genre: Business & Economics
  • Pages : 408
  • ISBN 10 : 1883249171

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Advances in Fixed Income Valuation Modeling and Risk Management Excerpt :

Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.

Fixed Income Analytics Book
Score: 4
From 1 Ratings

Fixed Income Analytics


  • Author : Kenneth D. Garbade
  • Publisher : MIT Press
  • Release Date : 1996
  • Genre: Business & Economics
  • Pages : 490
  • ISBN 10 : 0262071762

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Fixed Income Analytics Excerpt :

Bringing together 20 papers written by, and for, practitioners in the US treasury, this text on fixed income analysis, focuses on applicable techniques, and presents quantitative methodologies for the analysis of fixed income securities.

New Methods in Fixed Income Modeling Book

New Methods in Fixed Income Modeling


  • Author : Mehdi Mili
  • Publisher : Springer
  • Release Date : 2018-08-18
  • Genre: Business & Economics
  • Pages : 297
  • ISBN 10 : 9783319952857

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New Methods in Fixed Income Modeling Excerpt :

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management.

Fixed Income Securities Book

Fixed Income Securities


  • Author : Lionel Martellini
  • Publisher : John Wiley & Sons
  • Release Date : 2005-09-27
  • Genre: Business & Economics
  • Pages : 662
  • ISBN 10 : 9780470868225

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Fixed Income Securities Excerpt :

This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives

Fixed Income Markets and Their Derivatives Book
Score: 4
From 1 Ratings

Fixed Income Markets and Their Derivatives


  • Author : Suresh Sundaresan
  • Publisher : Academic Press
  • Release Date : 2009-03-30
  • Genre: Business & Economics
  • Pages : 456
  • ISBN 10 : 9780080919331

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Fixed Income Markets and Their Derivatives Excerpt :

The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students. New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added Online Resources for instructors on password protected website provides worked out examples for each chapter A detailed description of all key financial terms is provided in a glossary at the back of the book

Fixed Income Trading and Risk Management Book

Fixed Income Trading and Risk Management


  • Author : Alexander During
  • Publisher : John Wiley & Sons
  • Release Date : 2021-03-22
  • Genre: Business & Economics
  • Pages : 464
  • ISBN 10 : 9781119756330

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Fixed Income Trading and Risk Management Excerpt :

A unique, authoritative, and comprehensive treatment of fixed income markets Fixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail. The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You’ll benefit from the book’s: Fulsome overview of money, credit, and monetary policy Description of cash instruments, inflation-linked debt, and credit claims Analysis of derivative instruments, standard trading strategies, and data analysis In-depth focus on risk management in fixed income markets Perfect for new and junior staff in financial institutions working in sales and trading, risk management, back office operations, and portfolio management positions, Fixed Income Trading and Risk Management also belongs on the bookshelves of research analysts and postgraduate students in finance, economics, or MBA programs.

Demystifying Fixed Income Analytics Book

Demystifying Fixed Income Analytics


  • Author : Kedar Nath Mukherjee
  • Publisher : Taylor & Francis
  • Release Date : 2020-07-29
  • Genre: Business & Economics
  • Pages : 460
  • ISBN 10 : 9781000088687

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Demystifying Fixed Income Analytics Excerpt :

This book discusses important aspects of fixed income securities in emerging economies. Key features • Clarifies all conceptual and analytical aspects of fixed income securities and bonds, and covers important interest rate and credit derivative instruments in a simple and practical way. • Examines topics such as classifications of fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk management. • Provides step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets. • Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes. • Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding. The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.

Interest Rate Risk Modeling Book
Score: 3
From 1 Ratings

Interest Rate Risk Modeling


  • Author : Sanjay K. Nawalkha
  • Publisher : John Wiley & Sons
  • Release Date : 2005-05-31
  • Genre: Business & Economics
  • Pages : 432
  • ISBN 10 : 9780471737445

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Interest Rate Risk Modeling Excerpt :

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysiscomprehensively covers the most definitive work on interest raterisk, term structure analysis, and credit risk. The first book oninterest rate risk modeling examines virtually every well-known IRRmodel used for pricing and risk analysis of various fixed incomesecurities and their derivatives. The companion CD-ROM containnumerous formulas and programming tools that allow readers tobetter model risk and value fixed income securities. Thiscomprehensive resource provides readers with the hands-oninformation and software needed to succeed in this financialarena.