Introduction to fixed income analytics : relative value analysis, risk measures, and valuation

Introduction to fixed income analytics : relative value analysis, risk measures, and valuation / Frank J. Fabozzi, Steven V. Mann.

"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 ove...

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Bibliographic Details
Main Author: Fabozzi, Frank J.
Other Authors: Mann, Steven V.
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2010.
Edition:2nd ed.
Series:Frank J. Fabozzi series.
Frank J. Fabozzi series ; 191.
Subjects:
Fixed-income securities.
Fixed-income securities > Mathematics.
Rate of return.
Risk management.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Fixed-income securities
Fixed-income securities > Mathematics
Rate of return
Risk management
Festverzinsliches Wertpapier
Risikomanagement
Online Access:Click for online access
Table of 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.

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