Fixed Income Finance
A Quantitative Approach
(Sprache: Englisch)
The fundamentals of finance for advanced mathematical minds
Written by authors at the top of their respective fields, 'Fixed Income Finance' is a thorough introduction to the concepts, formulas, methodologies, and applications that are critical to...
Written by authors at the top of their respective fields, 'Fixed Income Finance' is a thorough introduction to the concepts, formulas, methodologies, and applications that are critical to...
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The fundamentals of finance for advanced mathematical minds
Written by authors at the top of their respective fields, 'Fixed Income Finance' is a thorough introduction to the concepts, formulas, methodologies, and applications that are critical to pursuing a career in fixed income finance and beyond. Bridging the gap between basic introductory guides and advanced tomes, it provides financial engineers who already have strong mathematical backgrounds and analytical skills with a hands-on, quantitative guide to the basic concepts and tools they need to apply their knowledge in a financial context.
Written by authors at the top of their respective fields, 'Fixed Income Finance' is a thorough introduction to the concepts, formulas, methodologies, and applications that are critical to pursuing a career in fixed income finance and beyond. Bridging the gap between basic introductory guides and advanced tomes, it provides financial engineers who already have strong mathematical backgrounds and analytical skills with a hands-on, quantitative guide to the basic concepts and tools they need to apply their knowledge in a financial context.
Klappentext zu „Fixed Income Finance “
A complete guide forprofessionals with advancedmathematical skills but little orno financial knowledge . . .You're smart. Logical. Mathematicallyadept. One of those people who canmake quick work of long, difficult equations.But when it comes to managing a financialportfolio and managing risk, you wonder ifyou're missing out.
Fixed Income Finance is the book for you.It's the perfect introduction to the concepts,formulas, applications, and methodology,all derived from first principles, that youneed to succeed in the world of quantitativefinance-with a special emphasis on fixedincomes. Written by two of the sharpest analyticalminds in their fields, this instructiveguide takes you through the basics of fixedincome finance, including many new andoriginal results, to help you understand:
Treasury Bonds and the Yield Curve
The Macroeconomics behind TermStructure Models
Structural Models for CorporateBonds and Portfolio Diversification
Options
Fixed Income Derivatives
Numerical Techniques
Filled with step-by-step equations, clearand concise concepts, and ready-to-useformulas, this essential workbook bridges thegap between basic beginners' primers andmore advanced surveys to provide hands-on tools you can begin to use immediately. It's allyou need to put your math skills to work-and make the money work for you.
Brilliantly researched, impeccably detailed,and thoroughly comprehensive, Fixed IncomeFinance is applied mathematics at its best andmost useful.
Inhaltsverzeichnis zu „Fixed Income Finance “
Section 1: Bond Basics: Treasury bonds and the Yield Curve/Corporate Bonds and Credit Risk/ Derivatives/ Mortgages/ Municipal Bonds/Real Return BondsSection 2: Probability Theory and Stochastic Processes:Normal Random Variables/The Central Limit Theory/ The Probability Distribution for Corporate Bonds Returns/ Correlated Random Variables/ Random Walks/Survival Probabilities/ Correlated Random Walks/Simulation
Section 3: Term Structure Models: One Factor Models and Two Factor Models/Bond Prices, Volatilities/Eurodollar Futures/Futures and Forward Contracts/ Macroeconomics and Two Factor Models
Section 4: Options: Call and Put Options on a Stock/The Merton Model/Options on Interest Rate Sensitive SecuritiesSection 5: Portfolio Allocation: Utility Functions/The Sharpe Ratio/Beyond Mean and Variance/ Value at Risk/ Examples
Autoren-Porträt von Mark Wise, Vineer Bhansali
Mark Wise is the John A. McConeProfessor of High Energy Physics at theCalifornia Institute of Technology. He is thewinner of the 2001 J.J. Sakurai Prize of theAmerican Physical Society and a member ofthe American Academy of Arts and Sciencesand National Academy of Sciences. He is alsothe coauthor of Heavy Quark Physics. Vineer Bhansali is an executive vicepresident, portfolio manager, firm-wide headof analytics for portfolio management, and asenior member of PIMCO's portfolio managementteam. He is the author of Pricingand Managing Exotic and Hybrid Options andcurrently serves as an associate editor forthe International Journal of Theoretical andApplied Finance.
Bibliographische Angaben
- Autoren: Mark Wise , Vineer Bhansali
- 2010, 256 Seiten, Maße: 16,8 x 23,6 cm, Gebunden, Englisch
- Verlag: McGraw-Hill Professional
- ISBN-10: 0071621202
- ISBN-13: 9780071621205
Sprache:
Englisch
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