Introduction To Fixed Income Analytics

Author : Frank J. Fabozzi,Steven V. Mann
Publisher : John Wiley & Sons
Page : 501 pages
File Size : 42,6 Mb
Release : 2010-09-17
Category : Business & Economics
ISBN : 9780470922101

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Introduction to Fixed Income Analytics by Frank J. Fabozzi,Steven V. Mann Pdf

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.

Author : Frank J. Fabozzi, CFA,Steven V. Mann
Publisher : John Wiley & Sons
Page : 354 pages
File Size : 42,5 Mb
Release : 2001-05-15
Category : Business & Economics
ISBN : 1883249945

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Introduction to Fixed Income Analytics by Frank J. Fabozzi, CFA,Steven V. Mann Pdf

The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.

Author : Kenneth D. Garbade
Publisher : MIT Press
Page : 490 pages
File Size : 45,5 Mb
Release : 1996
Category : Business & Economics
ISBN : 0262071762

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Fixed Income Analytics by Kenneth D. Garbade Pdf

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.

Author : Moorad Choudhry,Michele Lizzio
Publisher : Elsevier
Page : 272 pages
File Size : 45,6 Mb
Release : 2015-08-28
Category : Business & Economics
ISBN : 9780080999418

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Advanced Fixed Income Analysis by Moorad Choudhry,Michele Lizzio Pdf

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

Author : Wolfgang Marty
Publisher : Springer
Page : 0 pages
File Size : 46,6 Mb
Release : 2018-08-23
Category : Business & Economics
ISBN : 3319839667

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Fixed Income Analytics by Wolfgang Marty Pdf

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.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 864 pages
File Size : 50,9 Mb
Release : 2007-03-15
Category : Business & Economics
ISBN : 9780470107843

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Fixed Income Analysis by Frank J. Fabozzi Pdf

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include: The risks associated with investing in fixed income securities The fundamentals of valuation and interest rate risk The features of structured products--such as mortgage-backed securities and asset-backed securities The principles of credit analysis The valuation of fixed income securities with embedded options

Author : Barbara S. Petitt,Jerald E. Pinto,Wendy L. Pirie
Publisher : John Wiley & Sons
Page : 752 pages
File Size : 42,7 Mb
Release : 2015-02-02
Category : Business & Economics
ISBN : 9781118999493

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Fixed Income Analysis by Barbara S. Petitt,Jerald E. Pinto,Wendy L. Pirie Pdf

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.

Author : Kedar Nath Mukherjee
Publisher : Taylor & Francis
Page : 491 pages
File Size : 52,9 Mb
Release : 2020-07-29
Category : Business & Economics
ISBN : 9781000088687

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Demystifying Fixed Income Analytics by Kedar Nath Mukherjee Pdf

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.

Author : Barbara S. Petitt
Publisher : John Wiley & Sons
Page : 943 pages
File Size : 41,9 Mb
Release : 2019-10-17
Category : Business & Economics
ISBN : 9781119646860

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Fixed Income Analysis by Barbara S. Petitt Pdf

CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.

Author : Doug Huggins,Christian Schaller
Publisher : John Wiley & Sons
Page : 389 pages
File Size : 48,5 Mb
Release : 2013-05-20
Category : Business & Economics
ISBN : 9781118477212

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Fixed Income Relative Value Analysis by Doug Huggins,Christian Schaller Pdf

As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Taking a practitioner’s point of view, the book presents the theory behind market analysis in connection with tools for finding and expressing trade ideas. The extensive use of actual market examples illustrates the ways these analytic tools can be applied in practice. The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades, with appropriate analysis tools for each category. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts. Fixed Income Relative Value Analysis provides an insightful presentation of the relevant statistical and financial theories, a detailed set of statistical and financial tools derived from these theories, and a multitude of actual trades resulting from the application of these tools to the fixed income markets. As such, it’s an indispensable guide for relative value analysts, relative value traders, and portfolio managers for whom security selection and hedging are part of the investment process.

Author : Jerald E. Pinto,Barbara S. Petitt,Wendy L. Pirie
Publisher : John Wiley & Sons
Page : 186 pages
File Size : 45,8 Mb
Release : 2015-01-30
Category : Business & Economics
ISBN : 9781119029731

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Fixed Income Analysis Workbook by Jerald E. Pinto,Barbara S. Petitt,Wendy L. Pirie Pdf

Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text. Work topic-specific practice problems to facilitate intuitive understanding Review each topic quickly using clear chapter summaries Understand each chapter's objective to avoid missing key information Practice important methods and techniques before applying them in the real world For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.

Author : Bruce Tuckman,Angel Serrat
Publisher : John Wiley & Sons
Page : 640 pages
File Size : 43,5 Mb
Release : 2011-10-13
Category : Business & Economics
ISBN : 9781118133965

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Fixed Income Securities by Bruce Tuckman,Angel Serrat Pdf

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.

Author : Wesley Phoa
Publisher : John Wiley & Sons
Page : 242 pages
File Size : 40,5 Mb
Release : 1997-11-09
Category : Business & Economics
ISBN : 1883249341

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Advanced Fixed Income Analytics by Wesley Phoa Pdf

Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developments in the field by providing a practical account of quantitative methods in the fixed income market. Wesley Phoa covers a variety of important topics within the bond markets, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and return attribution. The information and guidance of Advanced Fixed Income Analytics has a strong emphasis on empirical analysis and practical applications that will prepare you for anything within the fixed income market.

Author : Robin Grieves,Mark D. Griffiths
Publisher : South Western Educational Publishing
Page : 0 pages
File Size : 48,9 Mb
Release : 2005
Category : Fixed-income securities
ISBN : 0324319924

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A Wall Street Internship: Introduction to fixed income analytics by Robin Grieves,Mark D. Griffiths Pdf

A WALL STREET INTERNSHIP: AN INTRODUCTION TO FIXED-INCOME ANALYTICS provides the perfect guide to success in the securities market. This innovative text includes case studies and allows you to experience what it's like to be an intern for a large firm. Participating in this simulated work environment will give you the tools you need to understand fixed income securities.

Author : Frank J. Fabozzi
Publisher : Wiley
Page : 360 pages
File Size : 42,9 Mb
Release : 2007-01-22
Category : Business & Economics
ISBN : 0470069198

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Fixed Income Analysis Workbook by Frank J. Fabozzi Pdf