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Advanced Fixed Income Analysis

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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 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 : 2015-06-15
ISBN : 111901414X
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 Analysis

Fixed Income Analysis Book
Author : Barbara S. Petitt
Publisher : John Wiley & Sons
Release : 2019-10-22
ISBN : 1119627281
Language : En, Es, Fr & De

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Book Description :

"We are pleased to bring you Fixed Income Analysis, which provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed-income portfolios. As with many of the other titles in the CFA Institute Investment Series, the content for this book is drawn from the official CFA Program curriculum. As such, readers can rely on the content of this book to be current, globally relevant, and practical. The content was developed in partnership by a team of distinguished academics and practitioners, chosen for their acknowledged expertise in the field, and guided by CFA Institute. It is written specifically with the investment practitioner in mind and provides numerous examples and practice problems that reinforce the learning outcomes and demonstrate real-world applicability"--

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.

Exam Prep for The Advanced Fixed Income and Derivatives

Exam Prep for  The Advanced Fixed Income and Derivatives     Book
Author : Anonim
Publisher : Unknown
Release : 2021-04-13
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Exam Prep for The Advanced Fixed Income and Derivatives book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

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

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.

Fixed Income Analysis Set

Fixed Income Analysis  Set Book
Author : CFA Institute
Publisher : Wiley
Release : 2020-11-10
ISBN : 9781119790105
Language : En, Es, Fr & De

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Book Description :

Explore this up-to-date and essential guide to fixed-income portfolio management The newly revised Fourth Edition of Fixed Income Analysis delivers an authoritative and up-to-date treatment of the analysis and management of fixed-income portfolios. As part of the authoritative CFA Institute Investment Series, this book contains contributions from a team of financial experts with the CFA Institute discussing the essential topics in the field of fixed-income portfolio management. The distinguished authors have included examples designed to offer you a real-world understanding of the theoretical concepts contained within the book, as well as a general framework for valuation that is approachable for both seasoned professionals and new students. You'll also learn about: Detailed coverage of liability-driven and index-based strategies The major types of yield curve strategies Different approaches to implementing active credit strategies Ideal for investment analysts, portfolio managers, and individual and institutional investors and their advisors, Fixed Income Analysis will also prove to be an invaluable resource for anyone with even a passing interest in fixed-income markets seeking an authoritative but accessible reference to this complex field.

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 : 2014-11-01
ISBN : 9780123850935
Language : En, Es, Fr & De

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Book Description :

The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book 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.

The Handbook of Fixed Income Securities Eighth Edition

The Handbook of Fixed Income Securities  Eighth Edition Book
Author : Frank J. Fabozzi,Steven V. Mann
Publisher : McGraw Hill Professional
Release : 2012-01-06
ISBN : 0071768467
Language : En, Es, Fr & De

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Book Description :

The Definitive Guide to Fixed Income Securities—Revised and Updated for the New Era of Investing For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks. This completely revised and expanded eighth edition contains 31 new chapters that bring you up to date on the latest products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. Among the world’s leading authorities on the subject, Frank J. Fabozzi, along with Steven V. Mann, has gathered a powerful global team of leading experts to provide you with the newest and best techniques for taking advantage of this market. New topics include: Electronic trading Macro-economic dynamics and the corporate bond market Leveraged loans Structured and credit-linked notes Exchange-traded funds Covered bonds Collateralized loan obligations Risk analysis from multifactor fixed income models High-yield bond portfolio management Distressed structured credit securities Hedge fund fixed income strategies Credit derivatives valuation and risk Tail risk hedging Principles of performance attribution Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequaled in the expertise and authority of its contributors, this all-new edition of The Handbook of Fixed Income Securities delivers the information and knowledge you need to stay on top of the market and ahead of the curve.

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

The Handbook of Fixed Income Securities Chapter 8 Overview of Forward Rate Analysis

The Handbook of Fixed Income Securities  Chapter 8   Overview of Forward Rate Analysis Book
Author : Frank Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Release : 2005-04-15
ISBN : 0071718370
Language : En, Es, Fr & De

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Book Description :

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Advanced Bond Portfolio Management

Advanced Bond Portfolio Management Book
Author : Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet
Publisher : John Wiley & Sons
Release : 2006-03-08
ISBN : 0471785768
Language : En, Es, Fr & De

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Book Description :

In order to effectively employ portfolio strategies that cancontrol interest rate risk and/or enhance returns, you mustunderstand the forces that drive bond markets, as well as thevaluation and risk management practices of these complexsecurities. In Advanced Bond Portfolio Management,Frank Fabozzi, Lionel Martellini, and Philippe Priaulet havebrought together more than thirty experienced bond marketprofessionals to help you do just that. Divided into six comprehensive parts, Advanced BondPortfolio Management will guide you through thestate-of-the-art techniques used in the analysis of bonds and bondportfolio management. Topics covered include: General background information on fixed-income markets and bondportfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide keyingredients in the implementation of an efficient portfolio andrisk management process Interest rate risk and credit risk management Risk factors involved in the management of an internationalbond portfolio Filled with in-depth insight and expert advice, AdvancedBond Portfolio Management is a valuable resource for anyoneinvolved or interested in this important industry.

Bond and Money Markets

Bond and Money Markets Book
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
Release : 2003-07-04
ISBN : 0080574939
Language : En, Es, Fr & De

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Book Description :

The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students. Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products * Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices * A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics

The Handbook of Fixed Income Securities Ninth Edition

The Handbook of Fixed Income Securities  Ninth Edition Book
Author : Frank J. Fabozzi,Steven V. Mann
Publisher : McGraw-Hill Education
Release : 2021-03-30
ISBN : 9781260473896
Language : En, Es, Fr & De

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Book Description :

The definitive guide to fixed income securities—updated and revised with everything you need to succeed in today’s market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like you need to stay on top of the market and ahead of the curve. The fixed income market has changed dramatically in the past decade. This updated classic brings you fully up to date for a much-changed world of finance, where central banks play a bigger role, interest is low (and sometimes even in negative territory), regulations are more complex, and new types of securities have been created. Brand-new chapters cover: Relative value trades Muni analytics Financial data science Building and maintaining a bond portfolio Factor investing Relative value trades Smart beta fixed income Infrastructure and green bonds Sovereign bond markets One of the world’s leading experts on fixed income securities, Frank Fabozzi has gathered a peerless team of global experts who provide the newest and best techniques for winning in today’s markets. Fixed Income Securities, Ninth Edition is a matchless, one-stop resource for all your professional needs.

Encyclopedia of Business Information Sources

Encyclopedia of Business Information Sources Book
Author : Linda D. Hall
Publisher : Gale / Cengage Learning
Release : 2008
ISBN : 9780787697037
Language : En, Es, Fr & De

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Book Description :

Each updated edition of this detailed resource identifies nearly 35,000 live, print and electronic sources of information listed under more than 1,100 alphabetically arranged subjects -- industries and business concepts and practices. Edited by business information expert James Woy.

Bloomberg

Bloomberg Book
Author : Anonim
Publisher : Unknown
Release : 1999-08
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Bloomberg book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Trading Fixed Income and FX in Emerging Markets

Trading Fixed Income and FX in Emerging Markets Book
Author : Dirk Willer,Ram Bala Chandran,Kenneth Lam
Publisher : John Wiley & Sons
Release : 2020-10-26
ISBN : 1119598990
Language : En, Es, Fr & De

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Book Description :

A practitioner's guide to finding alpha in fixed income trading in emerging markets Emerging fixed income markets are both large and fast growing. China, currently the second largest economy in the world, is predicted to overtake the United States by 2030. Chinese fixed income markets are worth more than $11 trillion USD and are being added to global fixed income indices starting in 2019. Access for foreigners to the Indian fixed income market, valued at almost 1trn USD, is also becoming easier – a trend repeated in emerging markets around the world. The move to include large Emerging Market (EM) fixed income markets into non-EM benchmarks requires non-EM specialists to understand EM fixed income. Trading Fixed Income in Emerging Markets examines the principle drivers for EM fixed income investing. This timely guide suggests a more systematic approach to EM fixed income trading with a focus on practical trading rules on how to generate alpha, assisting EM practitioners to limit market-share losses to passive investment vehicles. The definitive text on trading EM fixed income, this book is heavily data-driven – every trading rule is thoroughly back-tested over the last 10+ years. Case studies help readers identify and benefit from market regularities, while discussions of the business cycle and typical EM events inform and optimise trading strategies. Topics include portfolio construction, how to apply ESG principles to EM and the future of EM investing in the realm of Big Data and machine learning. Written by practitioners for practitioners, this book: Provides effective, immediately-accessible tools Covers all three fixed income asset classes: EMFX, EM local rates and EM credit Thoroughly analyses the impact of the global macro cycle on EM investing Examines the influence of the financial rise of China and its fixed income markets Includes case studies of trades that illustrate how markets typically behave in certain situations The first book of its kind, Trading Fixed Income in Emerging Markets: A Practitioner’s Guide is an indispensable resource for EM fund managers, analysts and strategists, sell-side professionals in EM and non-EM specialists considering activity in emerging markets.