advanced fixed income analysis

Advanced Fixed Income Analysis
Author: Moorad Choudhry
Publisher: Elsevier
Release Date: 2015-08-28
Pages: 272
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Release Date: 2004
Pages: 184
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including: Relative value trading Approaches to trading and hedging Dynamic analysis of spot and forward rates Interest rate modelling Fitting the yield curve Analysing the long bond yield Index-linked bond analytics Corporate bond defaults * Aspects of advanced analysis for experienced bond market practitioners * Complex topics described in an accessible style * Brings together a wide range of topics in one volume

Advanced Fixed Income Analytics
Author: Wesley Phoa
Publisher: John Wiley & Sons
Release Date: 1997-11-09
Pages: 237
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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 practical applications that will prepare you for anything within the fixed income market.

The Advanced Fixed Income And Derivatives Management Guide
Author: Saied Simozar
Publisher: John Wiley & Sons
Release Date: 2015-06-15
Pages: 368
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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 and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models. Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak. Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures Learn to estimate recovery value from market data, and the impact of recovery value on risks Gain deeper insight into partial yields, product design, and portfolio construction Discover the proof that corporate bonds cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.

Fixed Income Analysis
Author: Barbara S. Petitt
Publisher: John Wiley & Sons
Release Date: 2019-10-22
Pages: 944
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

"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 and practitioners, chosen for their acknowledged expertise in the field, and guided by CFA Institute. It is written specifically with the investment practitioner in mind and provides numerous examples and practice problems that reinforce the learning outcomes and demonstrate real-world applicability"--

Fixed Income Analysis
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
Release Date: 2007-03-15
Pages: 768
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Fixed Income Analysis 3rd Edition Workbook
Author: Jerald E. Pinto
Publisher: John Wiley & Sons
Release Date: 2015-01-27
Pages: 312
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Hands-on practice for fixed income portfolio management methods Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text. This informative study guide is designed to facilitate information retention and clarify application confusion, helping readers better manage these portfolios for their clients. Part of the CFA Institute Investment series, this workbook helps readers translate theory into action as they practice applying the concepts presented in the text. Carefully designed problems represent the most up-to-date practices in fixed income portfolio management, giving readers the confidence they need to use these techniques in real-world settings. Work topic-specific practice problems to facilitate intuitive understanding Review each topic quickly using clear chapter summaries Understand each chapter's objective to avoid missing key information Practice important methods and techniques before applying them in the real world Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate the opportunity to clarify these complex issues with extensive hands-on practice. For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.

Fixed Income Analysis For The Global Financial Market
Author: Giorgio S. Questa
Publisher: John Wiley & Sons
Release Date: 1999-07-22
Pages: 368
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on: * The global money market * Foreign exchange transaction and foreign exchange derivatives * Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity * Interest rate swaps, currency swaps, and exchange-traded futures * Stochastic models and option pricing * Stochastic models of the yield curve

Advanced Fixed Income Valuation Tools
Author: Narasimhan Jegadeesh
Publisher: John Wiley & Sons
Release Date: 1999-12-28
Pages: 414
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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 Analytics
Author: Kenneth D. Garbade
Publisher: MIT Press
Release Date: 1996
Pages: 472
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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.

Fixed Income Analysis Workbook
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
Release Date: 2011-01-04
Pages: 360
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.

Fixed Income Analysis For The Chartered Financial Analyst Program
Author: Frank J. Fabozzi
Publisher:
Release Date: 2005
Pages: 626
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Introduction To Fixed Income Analytics
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
Release Date: 2010-09-17
Pages: 496
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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.

Corporate Bonds And Structured Financial Products
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Release Date: 2004
Pages: 114
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include: *Bond basics *The yield curve *Callable bonds *Convertible bonds *Eurobonds *Warrants *Commercial paper *Corporate bonds credit analysis *Securitisation *Asset-backed securities *Mortgage-backed securities *Collateralised Debt Obligations *Synthetic CDOs Written by one of the leading names in the fixed income markets today, this book should prove to be an invaluable reference guide for all those with an interest in corporate bond markets, whether as practitioners, consultants or researchers. * Covers every major aspect of corporate credit markets * Features bond instruments as well as aspects of bond analysis * Covers conventional bonds as well as securitisation and structured financial products.

Exam Prep For  The Advanced Fixed Income And Derivatives
Author:
Publisher:
Release Date:
Pages:
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Bond And Money Markets
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Release Date: 2003-07-04
Pages: 1152
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

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 * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices * A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics

Bank Asset And Liability Management
Author: Moorad Choudhry
Publisher: John Wiley & Sons
Release Date: 2011-12-27
Pages: 256
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

A Morgan Stanley Guide To Fixed Income Analysis
Author: Andrew R. Young
Publisher:
Release Date: 1997
Pages: 524
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Insider S Guide To Fixed Income Securities   Markets
Author: Doug Carroll
Publisher: Gmi Books / Global Markets Insight Incorporated
Release Date: 2017-03
Pages: 704
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Insider's Guide to Fixed Income Securities and Markets presents to the reader - no, to the industry - the first comprehensive treatment of its kind, rich in backstory and overflowing with real-life examples that bring a hitherto dry subject to life.Drawing from over three decades as both an instructor and a practitioner, Mr. Carroll presents not only the theory behind each product, but also "how" and "why" of fixed-income trading and investing, interwoven with stories from the trenches and honed by interaction with thousands of students and colleagues.Products and markets covered include:-Introduction to Fixed Income Securities and Markets-Fixed Income Securities: Bond Contract Basics-Bond Math Basics: Bond Pricing-Bond Yields Explained-U.S. Treasury and Government Agency Securities-Yield Curves-Corporate Fixed Income Securities-Introduction to Mortgage-Backed Securities-Money Market Instruments-Municipal Securities-Asset Backed Securities (ABS)-International Fixed Income Markets-Risk Considerations for Globally Diversified Fixed Income Portfolios

The Handbook Of European Fixed Income Securities
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
Release Date: 2004-02-03
Pages: 992
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.