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Fabozzi, Frank J.

Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation

Fabozzi, Frank J. - Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation, ebook

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ISBN: 9780470922071
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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.

Keywords: Steven Mann, introduction to fixed income analytics, fixed income analytics, relative value analysis, risk measures, valuation, differential risk annuity, binomial interest rate tree, total future dollars, yield analysis, yield curve roll, actual percentage price change, adjusted total margin, approximate percentage price change, total coupon payments, theoretical spot rate, value bonds with embedded options, price volatility characteristics

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2010
Language
en
Edition
2
Series
Frank J. Fabozzi Series
Page amount
480 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470922071
Printed ISBN
9780470572139

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