Advanced 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 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

Produk Detail:

  • Author : Moorad Choudhry
  • Publisher : Elsevier
  • Pages : 272 pages
  • ISBN : 0080999417
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKAdvanced Fixed Income Analysis

Advanced Fixed Income Analysis

Advanced Fixed Income Analysis
  • Author : Moorad Choudhry,Michele Lizzio
  • Publisher : Elsevier
  • Release : 28 August 2015
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

Advanced Fixed Income Analytics

Advanced Fixed Income Analytics
  • Author : Wesley Phoa
  • Publisher : John Wiley & Sons
  • Release : 09 November 1997
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

The Advanced Fixed Income and Derivatives Management Guide

The Advanced Fixed Income and Derivatives Management Guide
  • Author : Saied Simozar
  • Publisher : John Wiley & Sons
  • Release : 15 June 2015
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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 : 27 January 2015
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,

Advanced Fixed-Income Valuation Tools

Advanced Fixed-Income Valuation Tools
  • Author : Narasimhan Jegadeesh,Bruce Tuckman
  • Publisher : John Wiley & Sons
  • Release : 28 December 1999
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 Analysis

Fixed Income Analysis
  • Author : Barbara S. Petitt
  • Publisher : John Wiley & Sons
  • Release : 22 October 2019
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"We are pleased to bring you Fixed Income Analysis, which provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed-income portfolios. As with many of the other titles in the CFA Institute Investment Series, the content for this book is drawn from the official CFA Program curriculum. As such, readers can rely on the content of this book to be current, globally relevant, and practical. The content was developed in partnership by a team of distinguished academics

Fixed Income Securities and Derivatives Handbook

Fixed Income Securities and Derivatives Handbook
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release : 02 August 2010
GET THIS BOOKFixed Income Securities and Derivatives Handbook

Praise for Fixed-Income Securities and Derivatives Handbook Second Edition "I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far." —Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC The Second Edition of the Fixed-Income Securities and Derivatives Handbook is a fully updated and

Introduction to Fixed Income Analytics

Introduction to Fixed Income Analytics
  • Author : Frank J. Fabozzi,Steven V. Mann
  • Publisher : John Wiley & Sons
  • Release : 17 September 2010
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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

Fixed Income Mathematics

Fixed Income Mathematics
  • Author : Frank J. Fabozzi
  • Publisher : Irwin Professional Publishing
  • Release : 17 April 1988
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The standard reference for fixed income portfolio managers Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments. This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new

Fixed Income Securities

Fixed Income Securities
  • Author : Bruce Tuckman,Angel Serrat
  • Publisher : John Wiley & Sons
  • Release : 13 October 2011
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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

Fixed Income Securities

Fixed Income Securities
  • Author : Sunil Kumar Parameswaran
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release : 18 November 2019
GET THIS BOOKFixed Income Securities

Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to

Demystifying Fixed Income Analytics

Demystifying Fixed Income Analytics
  • Author : Kedar Nath Mukherjee
  • Publisher : Taylor & Francis
  • Release : 29 July 2020
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

Fixed Income Analytics

Fixed Income Analytics
  • Author : Kenneth D. Garbade,Bankers Trust Company (New York, N.Y.)
  • Publisher : MIT Press
  • Release : 17 April 1996
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.