Advanced Fixed Income Analysis

2004-06-08 Business & Economics

Author : Moorad Choudhry
Release : 2004-06-08
Genre : Business & Economics
Kind : eBook
Book Rating : 188/5 ( reviews)

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Book Synopsis Advanced Fixed Income Analysis by : Moorad Choudhry

Download or read book Advanced Fixed Income Analysis written by Moorad Choudhry. This book was released on 2004-06-08. Available in PDF, EPUB and Kindle. Book excerpt: 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 tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate 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

The Advanced Fixed Income and Derivatives Management Guide

2015-06-15 Business & Economics

Author : Saied Simozar
Release : 2015-06-15
Genre : Business & Economics
Kind : eBook
Book Rating : 14X/5 ( reviews)

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Book Synopsis The Advanced Fixed Income and Derivatives Management Guide by : Saied Simozar

Download or read book The Advanced Fixed Income and Derivatives Management Guide written by Saied Simozar. This book was released on 2015-06-15. Available in PDF, EPUB and Kindle. Book excerpt: 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

2019-10-17 Business & Economics

Author : Barbara S. Petitt
Release : 2019-10-17
Genre : Business & Economics
Kind : eBook
Book Rating : 13X/5 ( reviews)

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Book Synopsis Fixed Income Analysis by : Barbara S. Petitt

Download or read book Fixed Income Analysis written by Barbara S. Petitt. This book was released on 2019-10-17. Available in PDF, EPUB and Kindle. Book excerpt: CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.

Fixed Income Analysis Workbook

2015-01-30 Business & Economics

Author : Jerald E. Pinto
Release : 2015-01-30
Genre : Business & Economics
Kind : eBook
Book Rating : 775/5 ( reviews)

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Book Synopsis Fixed Income Analysis Workbook by : Jerald E. Pinto

Download or read book Fixed Income Analysis Workbook written by Jerald E. Pinto. This book was released on 2015-01-30. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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 For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.

Advanced Fixed Income Analysis

2015-08-28 Business & Economics

Author : Moorad Choudhry
Release : 2015-08-28
Genre : Business & Economics
Kind : eBook
Book Rating : 417/5 ( reviews)

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Book Synopsis Advanced Fixed Income Analysis by : Moorad Choudhry

Download or read book Advanced Fixed Income Analysis written by Moorad Choudhry. This book was released on 2015-08-28. Available in PDF, EPUB and Kindle. Book excerpt: 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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