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Advanced Fixed Income Analysis

Advanced Fixed Income Analysis
  • Author : Moorad Choudhry
  • Publsiher : Elsevier
  • Release : 28 August 2015
  • ISBN : 0080999417
  • Pages : 272 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKAdvanced Fixed Income Analysis

Summary:
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


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

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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,

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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
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

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Fixed Income Analytics

Fixed Income Analytics
  • Author : Wolfgang Marty
  • Publisher : Springer
  • Release : 14 October 2017
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

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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

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Fixed Income Relative Value Analysis, + Website

Fixed Income Relative Value Analysis, + Website
  • Author : Doug Huggins,Christian Schaller
  • Publisher : John Wiley & Sons
  • Release : 20 May 2013
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

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Fixed Income Securities

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

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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
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

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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

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Fixed Income Trading and Risk Management

Fixed Income Trading and Risk Management
  • Author : Alexander During
  • Publisher : John Wiley & Sons
  • Release : 23 December 2020
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

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Interest Rate Markets

Interest Rate Markets
  • Author : Siddhartha Jha
  • Publisher : John Wiley & Sons
  • Release : 11 February 2011
GET THIS BOOKInterest Rate Markets

How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements;

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Bond and Money Markets

Bond and Money Markets
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release : 04 July 2003
GET THIS BOOKBond and Money Markets

The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students. Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products * Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management *

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