The Handbook of Fixed Income Securities, Chapter 5 - Bond Pricing, Yield Measures, and Total Return
The Handbook of Fixed Income Securities, Chapter 5 - Bond Pricing, Yield Measures, and Total Return

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

Published: 2005-04-15

Total Pages: 37

ISBN-13: 0071718257

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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities
The Handbook of Fixed Income Securities

Author: Frank J. Fabozzi

Publisher: McGraw Hill Professional

Published: 2005-05-06

Total Pages: 1531

ISBN-13: 007150205X

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The world’s #1 fixed income book, now with 21 all-new chapters The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in today’s transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including: Eurobonds Emerging market debt Credit risk modeling Synthetics CDOs Transition management And many more

Fixed Income Mathematics
Fixed Income Mathematics

Author: Robert Zipf

Publisher: Elsevier

Published: 2003-06-08

Total Pages: 343

ISBN-13: 0080506550

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Fixed Income Mathematics is an easy-to-understand introduction to the mathematics of common fixed income instruments. This book offers explanations, exercises, and examples without demanding sophisticated mathematics from the reader. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis. International comparisons are used to illustrate how interest is compounded. This text will be a valuable resource for professional insurance and other actuarials who invest in bonds and who are concerned with inflation, asset-liability management, the time value of money, interest rates, rates of return, risk, and investment income. It will also appeal to MBA students and anyone seeking a general introduction or overview of the subject. * An easy-to-understand introduction to the mathematics of common fixed income instruments * Offers students explanations, exercises, and examples without demanding sophisticated mathematics * Uses international comparisons to illustrate how interest is compounded

The Handbook of Fixed Income Securities, Ninth Edition
The Handbook of Fixed Income Securities, Ninth Edition

Author: Frank J. Fabozzi

Publisher: McGraw Hill Professional

Published: 2021-07-09

Total Pages: 1840

ISBN-13: 1260473902

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The definitive guide to fixed income securities―updated and revised with everything you need to succeed in today’s market The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about: Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds Mortgage-Backed and Asset-Backed Securities The Yield Curve and the Term Structure Valuation and Relative Value Credit Analysis Portfolio Management and Strategies Derivative Instruments and their Applications Performance Attribution Analysis The Handbook of Fixed Income Securities is the most inclusive, up-to-date source available for fixed income facts and analyses. Its invaluable perspective and insights will help you enhance investment returns and avoid poor performance in the fixed income market.

Introduction to Fixed Income Analytics
Introduction to Fixed Income Analytics

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 2010-09-17

Total Pages: 501

ISBN-13: 0470922109

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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 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.

Fixed-Income Securities and Derivatives Handbook
Fixed-Income Securities and Derivatives Handbook

Author: Moorad Choudhry

Publisher: John Wiley & Sons

Published: 2010-08-02

Total Pages: 499

ISBN-13: 1576603342

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The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.

Bond Markets
Bond Markets

Author: Patrick J. Brown

Publisher: Global Professional Publishi

Published: 1998

Total Pages: 112

ISBN-13: 9781888998559

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As cross-market bond trading has increased, it has becomevital for international participants to understand themany different features that characterize the variousinternational bond markets. Of particular interest tobond traders and investors are such factors ascalculation of prices, accrued interest, yields, anddurations. Bond ......

Fixed Income Securities
Fixed Income Securities

Author: Pietro Veronesi

Publisher: John Wiley & Sons

Published: 2010-01-12

Total Pages: 845

ISBN-13: 0470109106

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The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of the appropriate risk management practices. Fixed Income Securities, however, provides a methodology, and not a shopping list. It provides instead examples and methodologies that can be applied quite universally, once the basic concepts have been understood.

Fixed Income Securities
Fixed Income Securities

Author: Frank J. Fabozzi

Publisher: John Wiley and Sons

Published: 2008-04-21

Total Pages: 480

ISBN-13: 0470304022

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A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition. www.wileyfinance.com

The Handbook of Fixed Income Securities, Eighth Edition
The Handbook of Fixed Income Securities, Eighth Edition

Author: Frank J. Fabozzi

Publisher: McGraw Hill Professional

Published: 2012-01-06

Total Pages: 1842

ISBN-13: 0071768467

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Thoroughly revised and updated, the eighth edition of Frank Fabozzi's classic collection - filled with chapters written by the industry's most trusted, authoritative fixed income experts' delivers every updated fact and formula today's finance professional needs.