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Introduction to fixed income analytics : relative value analysis, risk measures, and valuation / Frank J. Fabozzi, Steven V. Mann.
- Format:
- Book
- Author/Creator:
- Fabozzi, Frank J.
- Series:
- Frank J. Fabozzi series ; 191.
- Frank J. Fabozzi series ; 191
- Language:
- English
- Subjects (All):
- Fixed-income securities.
- Fixed-income securities--Mathematics.
- Rate of return.
- Risk management.
- Physical Description:
- 1 online resource (499 p.)
- Edition:
- 2nd ed.
- Place of Publication:
- Hoboken, N.J. : Wiley, 2010.
- System Details:
- text file
- Summary:
- 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 valu
- Contents:
- Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities
- Chapter 9: Valuation of Mortgage-Backed and Asset-Backed SecuritiesChapter 10: Analysis of Convertible Bonds; Chapter 11: Total Return; Chapter 12: Measuring Interest Rate Risk; Chapter 13: Value-at-Risk Measure and Extensions; Chapter 14: Analysis of Inflation-Protected Bonds; Chapter 15: The Tools of Relative Value Analysis; Chapter 16: Analysis of Interest Rate Swaps; Chapter 17: Estimating Yield Volatility; Index
- Notes:
- Includes bibliographical references and index.
- Includes index.
- Description based on metadata supplied by the publisher and other sources.
- ISBN:
- 9786612817113
- 9781282817111
- 1282817116
- 9780470922095
- 0470922095
- 9781118266649
- 1118266641
- 9780470922071
- 0470922079
- OCLC:
- 680628123
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