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Advanced Fixed Income Analysis

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Advanced Fixed Income Analysis

Advanced Fixed Income Analysis Book
Author : McGraw-Hill Professional Publishing,Phoa
Publisher : McGraw-Hill
Release : 1998-07-01
ISBN : 9780070347793
Language : En, Es, Fr & De

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Book Description :

Download Advanced Fixed Income Analysis book written by McGraw-Hill Professional Publishing,Phoa, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Advanced Fixed Income Valuation Tools

Advanced Fixed Income Valuation Tools Book
Author : Narasimhan Jegadeesh,Bruce Tuckman
Publisher : John Wiley & Sons
Release : 1999-12-28
ISBN : 9780471254195
Language : En, Es, Fr & De

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Book Description :

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.

Advanced fixed income analysis

Advanced fixed income analysis Book
Author : Moorad Choudhry
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Advanced fixed income analysis book written by Moorad Choudhry, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

The Advanced Fixed Income and Derivatives Management Guide

The Advanced Fixed Income and Derivatives Management Guide Book
Author : Saied Simozar
Publisher : John Wiley & Sons
Release : 2015-04-23
ISBN : 1119014174
Language : En, Es, Fr & De

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Book Description :

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 cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.

Advanced Fixed Income Analysis

Advanced Fixed Income Analysis Book
Author : Moorad Choudhry,Michele Lizzio
Publisher : Elsevier
Release : 2015-08-28
ISBN : 0080999417
Language : En, Es, Fr & De

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Book Description :

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

Advanced Fixed Income Analysis

Advanced Fixed Income Analysis Book
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
Release : 2004
ISBN : 9780750662635
Language : En, Es, Fr & De

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Book Description :

This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including: Relative value trading Approaches to trading and hedging Dynamic analysis of spot and forward rates Interest rate modelling Fitting the yield curve Analysing the long bond yield Index-linked bond analytics Corporate bond defaults * Aspects of advanced analysis for experienced bond market practitioners * Complex topics described in an accessible style * Brings together a wide range of topics in one volume

Advanced Fixed Income Analytics

Advanced Fixed Income Analytics Book
Author : Wesley Phoa
Publisher : John Wiley & Sons
Release : 1997-11-09
ISBN : 9781883249342
Language : En, Es, Fr & De

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Book Description :

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.

The Advanced Fixed Income and Derivatives Management Guide

The Advanced Fixed Income and Derivatives Management Guide Book
Author : Saied Simozar
Publisher : John Wiley & Sons
Release : 2015-04-22
ISBN : 1119014166
Language : En, Es, Fr & De

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Book Description :

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 cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.

Fixed Income Mathematics 4E

Fixed Income Mathematics  4E Book
Author : Frank J. Fabozzi
Publisher : McGraw-Hill Education
Release : 2005-12-16
ISBN : 9780071460736
Language : En, Es, Fr & De

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Book Description :

The standard reference for fixed income portfolio managers Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments. This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new sections and chapters addressing risk measures, cash flow characteristics of credit-sensitive mortgage-backed and asset-backed securities, and more.

Professional Perspectives on Fixed Income Portfolio Management Volume 3

Professional Perspectives on Fixed Income Portfolio Management  Volume 3 Book
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Release : 2000
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Professional Perspectives on Fixed Income Portfolio Management, Volume 3 is a valuable practitioner-oriented text that addresses current developments as well as key strategies and central theories in this field. Composed of sixteen articles written by experienced fixed income professionals, this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence. This comprehensive volume offers in-depth analysis of a wide range of fixed income portfolio management issues, including: The art of decision making in fixed income portfolio management A disciplined approach to emerging markets debt investing Default and recovery rates in emerging markets Butterfly spread trading Loan versus pool level prepayment models A case study demonstrating the value of credit-driven analysis in the mezzanine CMBS market An introduction to credit derivatives for portfolio managers redit default swaps . . . and much more. For the financial professional who needs to understand the nuances of the latest fixed income products and techniques for fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 3 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance over the long term with Professional Perspectives on Fixed Income Portfolio Management, Volume 3.

Fixed Income Trading and Risk Management

Fixed Income Trading and Risk Management Book
Author : Alexander During
Publisher : John Wiley & Sons
Release : 2021-02-16
ISBN : 1119756332
Language : En, Es, Fr & De

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Book Description :

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.

Insider s Guide to Fixed Income Securities Markets

Insider s Guide to Fixed Income Securities   Markets Book
Author : Doug Carroll
Publisher : Gmi Books / Global Markets Insight Incorporated
Release : 2017-03
ISBN : 9780997491401
Language : En, Es, Fr & De

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Book Description :

Insider's Guide to Fixed Income Securities and Markets presents to the reader - no, to the industry - the first comprehensive treatment of its kind, rich in backstory and overflowing with real-life examples that bring a hitherto dry subject to life.Drawing from over three decades as both an instructor and a practitioner, Mr. Carroll presents not only the theory behind each product, but also "how" and "why" of fixed-income trading and investing, interwoven with stories from the trenches and honed by interaction with thousands of students and colleagues.Products and markets covered include:-Introduction to Fixed Income Securities and Markets-Fixed Income Securities: Bond Contract Basics-Bond Math Basics: Bond Pricing-Bond Yields Explained-U.S. Treasury and Government Agency Securities-Yield Curves-Corporate Fixed Income Securities-Introduction to Mortgage-Backed Securities-Money Market Instruments-Municipal Securities-Asset Backed Securities (ABS)-International Fixed Income Markets-Risk Considerations for Globally Diversified Fixed Income Portfolios

Fixed Income Analysis for the Global Financial Market

Fixed Income Analysis for the Global Financial Market Book
Author : Giorgio S. Questa
Publisher : John Wiley & Sons
Release : 1999-07-22
ISBN : 9780471246534
Language : En, Es, Fr & De

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Book Description :

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on: * The global money market * Foreign exchange transaction and foreign exchange derivatives * Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity * Interest rate swaps, currency swaps, and exchange-traded futures * Stochastic models and option pricing * Stochastic models of the yield curve

Corporate Bonds and Structured Financial Products

Corporate Bonds and Structured Financial Products Book
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
Release : 2004
ISBN : 9780750662796
Language : En, Es, Fr & De

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Book Description :

This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include: *Bond basics *The yield curve *Callable bonds *Convertible bonds *Eurobonds *Warrants *Commercial paper *Corporate bonds credit analysis *Securitisation *Asset-backed securities *Mortgage-backed securities *Collateralised Debt Obligations *Synthetic CDOs Written by one of the leading names in the fixed income markets today, this book should prove to be an invaluable reference guide for all those with an interest in corporate bond markets, whether as practitioners, consultants or researchers. * Covers every major aspect of corporate credit markets * Features bond instruments as well as aspects of bond analysis * Covers conventional bonds as well as securitisation and structured financial products.

Fixed Income Markets and Their Derivatives

Fixed Income Markets and Their Derivatives Book
Author : Suresh Sundaresan
Publisher : Academic Press
Release : 2009-03-30
ISBN : 0080919332
Language : En, Es, Fr & De

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Book Description :

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

Professional Perspectives on Fixed Income Portfolio Management Volume 4

Professional Perspectives on Fixed Income Portfolio Management  Volume 4 Book
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Release : 2003-09-10
ISBN : 9780471486152
Language : En, Es, Fr & De

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Book Description :

Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

Fixed Income Securities and Derivatives Handbook

Fixed Income Securities and Derivatives Handbook Book
Author : Moorad Choudhry
Publisher : John Wiley & Sons
Release : 2010-08-02
ISBN : 9781576603345
Language : En, Es, Fr & De

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Book Description :

Praise for Fixed-Income Securities and Derivatives Handbook Second Edition "I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far." —Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC The Second Edition of the Fixed-Income Securities and Derivatives Handbook is a fully updated and expanded post-crash edition of Moorad Choudhry's bestselling guide. In this latest edition, he explains the new regulatory twists, the evolving derivatives market, as well as a new set of instruments and opportunities in the bond market. Thoroughly updated and revised, this Second Edition includes new material on important topics such as: A practical demonstration of cubic spline methodology, useful in constructing yield curves The latest developments in the credit derivative market An accessible analysis of credit default swap pricing principles A description of inflation-indexed derivatives A more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations A new chapter on credit analysis and the different metrics used to measure bond-relative value Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory.

Fixed Income Analysis

Fixed Income Analysis Book
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Release : 2007-03-15
ISBN : 9780470107843
Language : En, Es, Fr & De

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Book Description :

Download Fixed Income Analysis book written by Frank J. Fabozzi, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Demystifying Fixed Income Analytics

Demystifying Fixed Income Analytics Book
Author : Kedar Nath Mukherjee
Publisher : Taylor & Francis
Release : 2020-07-29
ISBN : 1000088685
Language : En, Es, Fr & De

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Book Description :

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.

Debt Markets and Analysis

Debt Markets and Analysis Book
Author : R. Stafford Johnson
Publisher : John Wiley & Sons
Release : 2013-03-18
ISBN : 1118235436
Language : En, Es, Fr & De

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Book Description :

An accessible guide to the essential elements of debt markets and their analysis Debt Markets and Analysis provides professionals and finance students alike with an exposition on debt that will take them from the basic concepts, strategies, and fundamentals to a more detailed understanding of advanced approaches and models. Strong visual attributes include consistent elements that function as additional learning aids, such as: Key Points, Definitions, Step-by-Step, Do It Yourself, and Bloomberg functionality Offers a solid foundation in understanding the complexities and subtleties involved in the evaluation, selection, and management of debt Provides insights on taking the ideas covered and applying them to real-world investment decisions Engaging and informative, Debt Markets and Analysis provides practical guidance to excelling at this difficult endeavor.