Investing In Fixed Income Securities

Author: Gary Strumeyer
Editor: John Wiley & Sons
ISBN: 0471719714
File Size: 48,46 MB
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Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities covers a wide range of topics, including the different types of fixed income securities, their characteristics, the strategies necessary to manage a diversified portfolio, bond pricing concepts, and more, so you can make the most informed investment decisions possible.

The Handbook Of Fixed Income Securities Eighth Edition

Author: Frank J. Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071768467
File Size: 74,51 MB
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The Definitive Guide to Fixed Income Securities—Revised and Updated for the New Era of Investing For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks. This completely revised and expanded eighth edition contains 31 new chapters that bring you up to date on the latest products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. Among the world’s leading authorities on the subject, Frank J. Fabozzi, along with Steven V. Mann, has gathered a powerful global team of leading experts to provide you with the newest and best techniques for taking advantage of this market. New topics include: Electronic trading Macro-economic dynamics and the corporate bond market Leveraged loans Structured and credit-linked notes Exchange-traded funds Covered bonds Collateralized loan obligations Risk analysis from multifactor fixed income models High-yield bond portfolio management Distressed structured credit securities Hedge fund fixed income strategies Credit derivatives valuation and risk Tail risk hedging Principles of performance attribution Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequaled in the expertise and authority of its contributors, this all-new edition of The Handbook of Fixed Income Securities delivers the information and knowledge you need to stay on top of the market and ahead of the curve.

Fixed Income Securities

Author: Lionel Martellini
Editor: John Wiley & Sons
ISBN: 0470868228
File Size: 21,23 MB
Format: PDF, Kindle
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This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives

Fixed Income Analysis

Author: Barbara S. Petitt
Editor: John Wiley & Sons
ISBN: 1119627281
File Size: 19,28 MB
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"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 Securities

Author: Sunil Kumar Parameswaran
Editor: Walter de Gruyter GmbH & Co KG
ISBN: 1547400684
File Size: 27,34 MB
Format: PDF, Mobi
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Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.

Handbook Of Fixed Income Securities

Author: Pietro Veronesi
Editor: John Wiley & Sons
ISBN: 1118709195
File Size: 62,99 MB
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A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.

The Handbook Of Fixed Income Securities Chapter 20 Emerging Markets Debt

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718168
File Size: 77,47 MB
Format: PDF, ePub
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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.

Insider S Guide To Fixed Income Securities Markets

Author: Doug Carroll
Editor: Gmi Books / Global Markets Insight Incorporated
ISBN: 9780997491401
File Size: 72,43 MB
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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 Fixed Income Securities Chapter 2 Risks Associated With Investing In Fixed Income Securities

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718222
File Size: 25,53 MB
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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 Ninth Edition

Author: Frank J. Fabozzi
Editor: McGraw-Hill Education
ISBN: 9781260473896
File Size: 16,75 MB
Format: PDF, Docs
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The definitive guide to fixed income securities—updated and revised with everything you need to succeed in today’s market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like you need to stay on top of the market and ahead of the curve. The fixed income market has changed dramatically in the past decade. This updated classic brings you fully up to date for a much-changed world of finance, where central banks play a bigger role, interest is low (and sometimes even in negative territory), regulations are more complex, and new types of securities have been created. Brand-new chapters cover: Relative value trades Muni analytics Financial data science Building and maintaining a bond portfolio Factor investing Relative value trades Smart beta fixed income Infrastructure and green bonds Sovereign bond markets One of the world’s leading experts on fixed income securities, Frank Fabozzi has gathered a peerless team of global experts who provide the newest and best techniques for winning in today’s markets. Fixed Income Securities, Ninth Edition is a matchless, one-stop resource for all your professional needs.

The Handbook Of Fixed Income Securities Chapter 21 Stable Value Investments

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718389
File Size: 35,54 MB
Format: PDF
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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 Chapter 4 Bond Market Indexes

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718273
File Size: 23,61 MB
Format: PDF, ePub, Mobi
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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

Author: Frank J. Fabozzi
Editor: McGraw-Hill Professional
ISBN: 9780071358057
File Size: 32,50 MB
Format: PDF, Docs
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For nearly two decades, individual and institutional investors have relied on The Handbook of Fixed Income Securities as the world’s leading reference for fixed income information. This new edition continues to define the field, while broadening its focus with new chapters on derivatives, a greater focus on structured finance and international markets, and more emphasis on applied material for today’s time-pressed practitioner. Influential editor Frank J. Fabozzi and today’s top fixed income authorities address the latest developments, financial instruments, and portfolio strategies. Money managers and institutional investors will turn to this thoroughly revised edition for: • Strategies for managing corporate bond portfolios • Expanded coverage on asset backed securities• Techniques for hedging risk in emerging markets

The Handbook Of Fixed Income Securities Chapter 5 Bond Pricing Yield Measures And Total Return

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718257
File Size: 44,84 MB
Format: PDF, Mobi
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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.

Demystifying Fixed Income Analytics

Author: Kedar Nath Mukherjee
Editor: Taylor & Francis
ISBN: 1000088685
File Size: 54,48 MB
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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 step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets. • Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes. • Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding. The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.

The Handbook Of European Fixed Income Securities

Author: Frank J. Fabozzi
Editor: John Wiley & Sons
ISBN: 0471649511
File Size: 51,14 MB
Format: PDF, ePub
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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.

The Handbook Of Fixed Income Securities Chapter 6 Calculating Investment Returns

Author: Frank Fabozzi
Editor: McGraw-Hill Professional
ISBN: 0071718265
File Size: 23,34 MB
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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 Chapter 13 Corporate Bonds

Author: Frank Fabozzi
Editor: McGraw Hill Professional
ISBN: 0071718311
File Size: 45,46 MB
Format: PDF, ePub, Docs
Read: 5341
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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 Investor S Guidebook To Fixed Income Investments

Author: Stuart R. Veale
Editor:
ISBN: 0735205310
File Size: 78,61 MB
Format: PDF, ePub, Mobi
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This simple but comprehensive guide for investing in fixed income investments in today's volatile market begins with the basics and moves on to cutting-edge pricing models, strategies and tactics that can be understood and implemented by both professional and individual investors. Original. 25,000 first printing.

Accounting For Investments Fixed Income Securities And Interest Rate Derivatives

Author: R. Venkata Subramani
Editor: John Wiley & Sons
ISBN: 047082591X
File Size: 36,51 MB
Format: PDF, Mobi
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A comprehensive guide to new and existing accounting practices for fixed income securities and interest rate derivatives The financial crisis forced accounting standard setters and market regulators around the globe to come up with new proposals for modifying existing practices for investment accounting. Accounting for Investments, Volume 2: Fixed Income and Interest Rate Derivatives covers these revised standards, as well as those not yet implemented, in detail. Beginning with an overview of the financial products affected by these changes?defining each product, the way it is structured, its advantages and disadvantages, and the different events in the trade life cycle?the book then examines the information that anyone, person or institution, holding fixed income security and interest rate investments must record. Offers a comprehensive overview of financial products including fixed income and interest rate derivatives like interest rate swaps, caps, floors, collars, cross currency swaps, and more Follows the trade life cycle of each product Explains how new and anticipated changes in investment accounting affect the investment world Accurately recording and reporting investments across financial products requires extensive knowledge both of new and existing practices, and Accounting for Investments, Volume 2, Fixed Income Securities and Interest Rate Derivatives covers this important topic in-depth, making it an invaluable resource for professional and novice accountants alike.