Fixed Income Analysis
(Sprache: Englisch)
In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.
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Produktinformationen zu „Fixed Income Analysis “
In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.
Klappentext zu „Fixed Income Analysis “
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
Inhaltsverzeichnis zu „Fixed Income Analysis “
ForewordAcknowledgments
Introduction
Note on Rounding Differences
CHAPTER 1: Features of Debt Securities
CHAPTER 2: Risks Associated with Investing in Bonds
CHAPTER 3: Overview of Bond Sectors and Instruments
CHAPTER 4: Understanding Yield Spreads
CHAPTER 5: Introduction to the Valuation of Debt Securities
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk
CHAPTER 8: Term Structure and Volatility of Interest Rates
CHAPTER 9: Valuing Bonds with Embedded Options
CHAPTER 10: Mortgage-Backed Sector of the Bond Market
CHAPTER 11: Asset-Backed Sector of the BondMarket
CHAPTER 12: ValuingMortgage-Backed and Asset-Backed Securities
CHAPTER 13: Interest Rate Derivative Instruments
CHAPTER 14: Valuation of Interest Rate Derivative Instruments
CHAPTER 15: General Principles of Credit Analysis
CHAPTER 16: Introduction to Bond Portfolio Management
CHAPTER 17: Measuring a Portfolio's Risk Profile
CHAPTER 18: Managing Funds against a Bond Market Index
CHAPTER 19: Portfolio Immunization and Cash Flow Matching
CHAPTER 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management (by Jack Malvey)
CHAPTER 21: International Bond Portfolio Management (by Christopher B. Steward, J. Hank Lynch, and Frank J. Fabozzi)
CHAPTER 22: Controlling Interest Rate Risk with Derivatives (by Frank J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts)
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value (by Kenneth B. Dunn, Roberto M. Sella, and Frank J. Fabozzi)
CHAPTER 24: Credit Derivatives in Bond Portfolio Management (by Mark J.P. Anson and Frank J. Fabozzi)
About the CFA Program
About the Author
About the Contributors
Index
Autoren-Porträt von Frank J. Fabozzi
Frank J. Fabozzi, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.
Bibliographische Angaben
- Autor: Frank J. Fabozzi
- 2007, 2. Aufl., XXIX, 733 Seiten, Maße: 25,6 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 047005221X
- ISBN-13: 9780470052211
Sprache:
Englisch
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