Advanced Fixed Income Analysis
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Advanced Fixed Income Analysis
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Author : Moorad Choudhry
language : en
Publisher: Elsevier
Release Date : 2015-08-28
Advanced Fixed Income Analysis written by Moorad Choudhry and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-28 with Business & Economics categories.
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
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Author : Moorad Choudhry
language : en
Publisher:
Release Date : 2004
Advanced Fixed Income Analysis written by Moorad Choudhry and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bonds categories.
Advanced Fixed Income Analysis
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Author : Moorad Choudhry
language : en
Publisher: Elsevier
Release Date : 2004-06-08
Advanced Fixed Income Analysis written by Moorad Choudhry and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-08 with Business & Economics categories.
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 tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate 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
Fixed Income Analysis For The Global Financial Market
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Author : Giorgio S. Questa
language : en
Publisher: John Wiley & Sons
Release Date : 1999-07-22
Fixed Income Analysis For The Global Financial Market written by Giorgio S. Questa and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-07-22 with Business & Economics categories.
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 Analysis
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Author : McGraw-Hill Professional Publishing
language : en
Publisher: McGraw-Hill
Release Date : 1998-07-01
Advanced Fixed Income Analysis written by McGraw-Hill Professional Publishing and has been published by McGraw-Hill this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-07-01 with categories.
Fixed Income Analysis
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Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-17
Fixed Income Analysis written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Business & Economics categories.
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.
Fixed Income Analysis
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Author : CFA Institute
language : en
Publisher: John Wiley & Sons
Release Date : 2022-09-14
Fixed Income Analysis written by CFA Institute and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-14 with Business & Economics categories.
The essential guide to fixed-income portfolio management, from experts working with CFA Institute Fixed Income Analysis, 5th Edition delivers an authoritative overview of how successful investment professionals manage fixed-income portfolios. Back with expanded content on the defining elements of fixed income securities, corporate debt, repurchase agreements, term structure models, and more, the 5th edition gives students and practitioners alike the tools to understand and apply effective fixed income portfolio management tactics. Revised and updated by a team of investment experts in collaboration with CFA Institute, this text introduces the fundamental topics of fixed income securities and markets while also providing in-depth coverage of fixed income security valuation. This new edition offers refreshed and expanded content on the analysis and construction of active yield curve and credit strategies for portfolio managers. Thanks to a wealth of real-world examples, Fixed Income Analysis remains an excellent resource for professionals looking to expand upon their current understanding of this important facet of portfolio management, as well as for students in the undergraduate or graduate classroom. Through this text, readers will: Understand the main features and characteristics of fixed income instruments Master the key return and risk measures of fixed income instruments Develop and evaluate key fixed income investment strategies based on top-down and bottom-up analysis The companion workbook (sold separately) includes problems and solutions aligning with the text and allows learners to test their comprehension of key concepts. CFA Institute is the world’s premier association for investment professionals, and the governing body for the CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and any reader with an interest in fixed income markets will value this accessible and informative guide.
Advanced Fixed Income Analytics
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Author : Wesley Phoa
language : en
Publisher: John Wiley & Sons
Release Date : 1997-11-09
Advanced Fixed Income Analytics written by Wesley Phoa and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-11-09 with Business & Economics categories.
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.
Demystifying Fixed Income Analytics
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Author : Kedar Nath Mukherjee
language : en
Publisher: Taylor & Francis
Release Date : 2020-07-29
Demystifying Fixed Income Analytics written by Kedar Nath Mukherjee and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-29 with Business & Economics categories.
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.
Advanced Fixed Income Valuation Tools
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Author : Narasimhan Jegadeesh
language : en
Publisher: John Wiley & Sons
Release Date : 1999-12-28
Advanced Fixed Income Valuation Tools written by Narasimhan Jegadeesh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-12-28 with Business & Economics categories.
Normalerweise stehen festverzinsliche Wertpapiere für einen festen Cash Flow. In den vergangenen Jahren sind jedoch viele neue festverzinsliche Wertpapiere hinzugekommen, bei denen der erwartete Cash Flow vom jeweiligen Zinsniveau abhängt, was die Bewertung dieser Anlagen deutlich schwieriger macht. Dieses Buch behandelt die neuesten Erkenntnisse zur Bewertung festverzinslicher Wertpapiere. Diskutiert werden die Finessen mathematischer Verfahren, neue Ansätze zur Gestaltung von Laufzeitstrukturen und festverzinsliche Bewertungsverfahren im Zusammenhang mit Kreditrisiko, Hypotheken, Kommunalanleihen und indexierten Anleihen. "Advanced Fixed-Income Valuation Tools" behandelt nicht nur die theoretische Seite von Bewertungsmodellen und -verfahren, sondern auch ihre Anwendung in der Praxis. Mit Beiträgen von 24 Spitzenexperten führender Investmentbanken, Consultingunternehmen und Universitäten.