| Description |
1 online resource (xv, 478 pages) : illustrations |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
data file |
| Series |
The Frank J. Fabozzi series |
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Frank J. Fabozzi series.
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Frank J. Fabozzi series ; 191.
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| Bibliography |
Includes bibliographical references and index. |
| 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 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."-- Provided by publisher |
| 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. |
| Language |
English. |
| Subject |
Fixed-income securities.
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Fixed-income securities -- Mathematics.
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Rate of return.
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Risk management.
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Taux de rendement. |
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Gestion du risque. |
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risk management. |
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Fixed-income securities |
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Fixed-income securities -- Mathematics |
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Rate of return |
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Risk management |
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Festverzinsliches Wertpapier |
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Risikomanagement |
| Added Author |
Mann, Steven V.
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| Other Form: |
Print version: Fabozzi, Frank J. Introduction to fixed income analytics. 2nd ed. Hoboken, N.J. : Wiley, 2010 (DLC) 2010026721 |
| ISBN |
9780470922071 (electronic bk.) |
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0470922079 (electronic bk.) |
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9781118266649 (electronic bk.) |
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1118266641 (electronic bk.) |
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9780470922095 (ebk) |
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0470922095 (ebk) |
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9780470922101 (ebk) |
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0470922109 (ebk) |
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1282817116 |
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9781282817111 |
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9786612817113 |
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6612817119 |
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(hardback) |
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