عنوان

Introduction to fixed income analytics :

0470922079 (electronic bk.)

0470922095 (ebk)

0470922109 (ebk)

1118266641 (electronic bk.)

9780470922071 (electronic bk.)

9780470922095 (ebk)

9780470922101 (ebk)

9781118266649 (electronic bk.)

0470572132

9780470572139 (hardback)

dltt

Introduction to fixed income analytics :

[Book]

relative value analysis, risk measures, and valuation /

Frank J. Fabozzi, Steven V. Mann

Second edition

1 online resource (xv, 478 pages) :

illustrations

The Frank J. Fabozzi series ;

191

Electronic resource

Includes bibliographical references and index

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

0

"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."--

Wiley InterScience

10.1002/9781118266649

Introduction to fixed income analytics.

Fixed-income securities

Fixed-income securities-- Mathematics

Rate of return

Risk management

Business

Fixed income securities

Mathematics

BUS-- 036000

Fabozzi, Frank J

Mann, Steven V

ebrary, Inc

20141128142219.0

[Book]

Y