Advanced Fixed Income Analysis

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  • Publisher : Elsevier
  • Release : 28 August 2015
  • ISBN : 9780080999418
  • Page : 272 pages
  • Rating : 4.5/5 from 103 voters

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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

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Advanced Fixed Income Analysis

Advanced Fixed Income Analysis
  • Author : Moorad Choudhry,Michele Lizzio
  • Publisher : Elsevier
  • Release Date : 2015-08-28
  • ISBN : 9780080999418
GET THIS BOOKAdvanced Fixed Income Analysis

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

The Advanced Fixed Income and Derivatives Management Guide

The Advanced Fixed Income and Derivatives Management Guide
  • Author : Saied Simozar
  • Publisher : John Wiley & Sons
  • Release Date : 2015-06-15
  • ISBN : 9781119014140
GET THIS BOOKThe Advanced Fixed Income and Derivatives Management Guide

A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management

Fixed Income Analysis

Fixed Income Analysis
  • Author : Jerald E. Pinto,Barbara Petitt,Wendy L. Pirie
  • Publisher : John Wiley & Sons
  • Release Date : 2015-01-27
  • ISBN : 9781118999493
GET THIS BOOKFixed Income Analysis

The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis 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,

Fixed Income Analytics

Fixed Income Analytics
  • Author : Wolfgang Marty
  • Publisher : Springer
  • Release Date : 2017-10-14
  • ISBN : 9783319485416
GET THIS BOOKFixed Income Analytics

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

Advanced Fixed-Income Valuation Tools

Advanced Fixed-Income Valuation Tools
  • Author : Narasimhan Jegadeesh,Bruce Tuckman
  • Publisher : John Wiley & Sons
  • Release Date : 1999-12-28
  • ISBN : 0471254193
GET THIS BOOKAdvanced Fixed-Income Valuation Tools

Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.

Fixed Income Securities

Fixed Income Securities
  • Author : Bruce Tuckman,Angel Serrat
  • Publisher : John Wiley & Sons
  • Release Date : 2011-10-13
  • ISBN : 9781118133965
GET THIS BOOKFixed Income Securities

Fixed income practitioners need to understand the conceptualframeworks of their field; to master its quantitative tool-kit; andto be well-versed in its cash-flow and pricing conventions.Fixed Income Securities, Third Edition by Bruce Tuckman andAngel Serrat is designed to balance these three objectives. Thebook presents theory without unnecessary abstraction; quantitativetechniques with a minimum of mathematics; and conventions at auseful level of detail. The book begins with an overview of global fixed income marketsand continues with the fundamentals, namely, arbitrage pricing,interest

Advanced Fixed Income Analytics

Advanced Fixed Income Analytics
  • Author : Wesley Phoa
  • Publisher : John Wiley & Sons
  • Release Date : 1997-11-09
  • ISBN : 1883249341
GET THIS BOOKAdvanced Fixed Income Analytics

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

Fixed Income Relative Value Analysis, + Website

Fixed Income Relative Value Analysis, + Website
  • Author : Doug Huggins,Christian Schaller
  • Publisher : John Wiley & Sons
  • Release Date : 2013-05-20
  • ISBN : 9781118477212
GET THIS BOOKFixed Income Relative Value Analysis, + Website

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

Advanced Fixed Income Analysis

Advanced Fixed Income Analysis
  • Author : McGraw-Hill Professional Publishing,Phoa
  • Publisher : McGraw-Hill
  • Release Date : 1998-07-01
  • ISBN : 0070347794
GET THIS BOOKAdvanced Fixed Income Analysis

Fixed Income Trading and Risk Management

Fixed Income Trading and Risk Management
  • Author : Alexander During
  • Publisher : John Wiley & Sons
  • Release Date : 2021-02-16
  • ISBN : 9781119756330
GET THIS BOOKFixed Income Trading and Risk Management

A unique, authoritative, and comprehensive treatment of fixed income markets Fixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail. The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You’ll benefit from the

Fixed Income Analytics

Fixed Income Analytics
  • Author : Kenneth D. Garbade,Bankers Trust Company (New York, N.Y.)
  • Publisher : MIT Press
  • Release Date : 1996
  • ISBN : 0262071762
GET THIS BOOKFixed Income Analytics

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.

Demystifying Fixed Income Analytics

Demystifying Fixed Income Analytics
  • Author : Kedar Nath Mukherjee
  • Publisher : Taylor & Francis
  • Release Date : 2020-07-29
  • ISBN : 9781000088687
GET THIS BOOKDemystifying Fixed Income Analytics

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

Introduction to Fixed Income Analytics

Introduction to Fixed Income Analytics
  • Author : Frank J. Fabozzi,Steven V. Mann
  • Publisher : John Wiley & Sons
  • Release Date : 2010-09-17
  • ISBN : 0470922109
GET THIS BOOKIntroduction to Fixed Income Analytics

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

Advanced Fixed Income Portfolio Management

Advanced Fixed Income Portfolio Management
  • Author : Frank J. Fabozzi,Gifford Fong
  • Publisher : Probus Professional Pub
  • Release Date : 1994
  • ISBN : 1557385688
GET THIS BOOKAdvanced Fixed Income Portfolio Management

In Advanced Fixed Income Portfolio Management, Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections--Sources and Measurement of Risk, Valuation and Portfolio Management Strategies--the book provides answers for portfolio managers seeking to meet the challenge of active

Fixed Income Modelling

Fixed Income Modelling
  • Author : Claus Munk
  • Publisher : Oxford University Press
  • Release Date : 2011-06-30
  • ISBN : 9780191617843
GET THIS BOOKFixed Income Modelling

Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities. The book presents and compares the classical affine models, Heath-Jarrow-Morton models, and LIBOR market models, and demonstrates how to apply those models for the pricing of various widely traded fixed income securities. It offers a