Introduction to Fixed Income Analytics
Published on 15. May 2001
Book
Hardback
346 pages
978-1-883249-94-6 (ISBN)
Description
The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. "Introduction to Fixed Income Analytics" has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.
More details
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Illustrations
Ill.
Dimensions
Height: 250 mm
Width: 130 mm
Weight
595 gr
ISBN-13
978-1-883249-94-6 (9781883249946)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Frank J. Fabozzi | Steven V. Mann
Introduction to Fixed Income Analytics
Relative Value Analysis, Risk Measures and Valuation
Book
10/2010
2nd Edition
Wiley
€97.50
Shipment within 10-20 days
Persons
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management. Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than 60 training programs for financial institutions throughout the United States.
Content
Time Value of Money. Yield Curve Analysis: Spot Rates and Forward Rates. Day Count Conventions and Accrued Interest. Valuation of Option--Free Bonds. Yield Measures. Valuation of Bonds with Embedded Options. Cash Flow for Mortgage--Backed Securities and Amortizing Asset--Backed Securities. Valuation of Mortgage--Backed and Asset--Backed Securities. Analysis of Floating--Rate Securities. Total Return. Measuring Interest Rate Risk. Analysis of Interest Rate Swaps. Estimating Yield Volatility. Index.