Francesco Fabozzi – författare
1 618 kr
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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 BondsMortgage-Backed and Asset-Backed SecuritiesThe Yield Curve and the Term StructureValuation and Relative ValueCredit AnalysisPortfolio Management and StrategiesDerivative Instruments and their ApplicationsPerformance Attribution AnalysisThe 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.
782 kr
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The standard reference for fixed income portfolio managers—fully updated with new analytical frameworks
Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics.
Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them.
This new edition includes several entirely new chapters―Risk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learning―and provides substantially revised chapters on:
Interest rate modelingProbability theoryOptimization models and applications to bond portfolio managementHistorical return measuresMeasuring historical return volatilityThe concepts and methodologies for managing fixed income portfolios has improved dramatically over the past 15 years. This edition explains these changes and provides the knowledge you need to value fixed-income securities and measure the various types of risks associated with individual securities and portfolios.