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.
Introduction to Fixed Income Analytics
Introduction to 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 Introduction to Fixed Income Analytics write by Frank J. Fabozzi. This book was released on 2010-09-17. Introduction to Fixed Income Analytics available in PDF, EPUB and Kindle. A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.
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 Wolfgang Marty. This book was released on 2017-10-24. Fixed Income Analytics available in PDF, EPUB and Kindle. This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.
Fixed-Income Portfolio Analytics
Fixed-Income Portfolio 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 Portfolio Analytics write by David Jamieson Bolder. This book was released on 2015-02-02. Fixed-Income Portfolio Analytics available in PDF, EPUB and Kindle. The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.
Demystifying Fixed Income Analytics
Demystifying 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 Demystifying Fixed Income Analytics write by Kedar Nath Mukherjee. This book was released on 2020-07-29. Demystifying Fixed Income Analytics available in PDF, EPUB and Kindle. 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.
