Fixed Income Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Analysis write by Barbara S. Petitt. This book was released on 2015-02-02. Fixed Income Analysis available in PDF, EPUB and Kindle. The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis is a new edition of Frank Fabozzi's Fixed Income Analysis, Second Edition that provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed income portfolios. With detailed information from CFA Institute, this guide contains comprehensive, example-driven presentations of all essential topics in the field to provide value for self-study, general reference, and classroom use. Readers are first introduced to the fundamental concepts of fixed income before continuing on to analysis of risk, asset-backed securities, term structure analysis, and a general framework for valuation that assumes no prior relevant background. The final section of the book consists of three readings that build the knowledge and skills needed to effectively manage fixed income portfolios, giving readers a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field. Readers gain critical knowledge of underlying concepts, and gain the skills they need to translate theory into practice. Understand fixed income securities, markets, and valuation Master risk analysis and general valuation of fixed income securities Learn how fixed income securities are backed by pools of assets Explore the relationships between bond yields of different maturities Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate this access to the best in professional quality information. For a deeper understanding of fixed income portfolio management practices, Fixed Income Analysis is a complete, essential resource.
Advanced Fixed Income Analysis
Advanced Fixed Income Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Advanced Fixed Income Analysis write by Moorad Choudhry. This book was released on 2015-08-28. Advanced Fixed Income Analysis available in PDF, EPUB and Kindle. 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
Fixed Income Analysis for the Chartered Financial Analyst Program
Fixed Income Analysis for the Chartered Financial Analyst Program - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Analysis for the Chartered Financial Analyst Program write by Frank J. Fabozzi. This book was released on 2005. Fixed Income Analysis for the Chartered Financial Analyst Program available in PDF, EPUB and Kindle.
Fixed Income Relative Value Analysis
Fixed Income Relative Value Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Relative Value Analysis write by Doug Huggins. This book was released on 2013-05-20. Fixed Income Relative Value Analysis available in PDF, EPUB and Kindle. As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Taking a practitioner’s point of view, the book presents the theory behind market analysis in connection with tools for finding and expressing trade ideas. The extensive use of actual market examples illustrates the ways these analytic tools can be applied in practice. The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades, with appropriate analysis tools for each category. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts. Fixed Income Relative Value Analysis provides an insightful presentation of the relevant statistical and financial theories, a detailed set of statistical and financial tools derived from these theories, and a multitude of actual trades resulting from the application of these tools to the fixed income markets. As such, it’s an indispensable guide for relative value analysts, relative value traders, and portfolio managers for whom security selection and hedging are part of the investment process.
Fixed Income Analytics
Fixed Income Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Analytics write by Kenneth D. Garbade. This book was released on 1996. Fixed Income Analytics available in PDF, EPUB and Kindle. Bringing together 20 papers written by, and for, practitioners in the US treasury, this text on fixed income analysis, focuses on applicable techniques, and presents quantitative methodologies for the analysis of fixed income securities.
