Электронная книга: Frank Fabozzi J. «Introduction to Fixed Income Analytics. Relative Value Analysis, Risk Measures and Valuation»
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. Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9780470922071 электронная книга Купить за 6503.95 руб и скачать на Litres |
Другие книги автора:
Книга | Описание | Год | Цена | Тип книги |
---|---|---|---|---|
Investing in Mortgage-Backed and Asset-Backed Securities. Financial Modeling with R and Open Source Analytics | A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Portfolio Construction and Analytics | A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Robust Equity Portfolio Management. Formulations, Implementations, and Properties using MATLAB | A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Financial Models with Levy Processes and Volatility Clustering | An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
The Theory and Practice of Investment Management. Asset Allocation, Valuation, Portfolio Construction, and Strategies | An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Equity Valuation and Portfolio Management | A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Analysis of Financial Statements | The fully update Third Edition of the most trusted book on financial statement analysis Recent financial events have taught us to take a more critical look at the financial disclosures provides by… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Mortgage-Backed Securities. Products, Structuring, and Analytical Techniques | An up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Quantitative Equity Investing. Techniques and Strategies | A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Finance. Capital Markets, Financial Management, and Investment Management | Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Finance examines the essential elements of this discipline and makes them accessible to a wide array of readers-from… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
The Handbook of Municipal Bonds | In The Handbook of Municipal Bonds, editors Sylvan Feldstein and Frank Fabozzi provide traders, bankers, and advisors—among other industry participants—with a well-rounded look at the industry of… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Foundations and Applications of the Time Value of Money | Comprehensive coverage of the time value of money In this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usually presented as… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
The Theory and Practice of Investment Management | Expert advice that applies the theory and practice of investment management to today's financial environment The changing nature and rapid growth of the investment management industry, along with new… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Managing a Corporate Bond Portfolio | Praise for Managing a Corporate Bond Portfolio«Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
Fixed Income Securities | A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга |
См. также в других словарях:
Frank J. Fabozzi — is the Frederick Frank Adjunct Professor of Finance at Yale School of Management. He has taught at Yale University since 1994. Fabozzi, an investment management expert, is a Wall Street authority and editor of the Journal of Portfolio Management … Wikipedia
Cliff Asness — Clifford Asness Born October 1, 1966 (1966 10 01) (age 45) Queens, New York Fields Mathematical Finance … Wikipedia
Refinancing burnout — is a concept related to mortgage industry. The path that mortgage rates follow on their way to the current level will affect prepayments today. The tendency for prepayments to drop when rates fall, rise, and fall again is called refinancing… … Wikipedia
National Stock Exchange, Chicago — This article is about the stock exchange based in Chicago, United States. For similarly named exchanges, see National Stock Exchange of India and National Stock Exchange of Australia. The National Stock Exchange (NSX) is an electronic stock… … Wikipedia
Bond convexity — In finance, convexity is a measure of the sensitivity of the duration of a bond to changes in interest rates, the second derivative of the price of the bond with respect to interest rates (duration is the first derivative). In general, the higher … Wikipedia
Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia