Introduction to Fixed Income Analytics
eBook - PDF

Introduction to Fixed Income Analytics

Relative Value Analysis, Risk Measures and Valuation

Frank J. Fabozzi, Steven V. Mann

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eBook - PDF

Introduction to Fixed Income Analytics

Relative Value Analysis, Risk Measures and Valuation

Frank J. Fabozzi, Steven V. Mann

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About This Book

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.

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Information

Publisher
Wiley
Year
2010
ISBN
9780470922071
Edition
2
Topic
Business
Subtopic
Investimenti e titoli
Index
Business

Table of contents