The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook.
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.
Fixed Income Mathematics Fabozzi Ebook Download
FRANK J. FABOZZI, PHD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics, and Mathematical Finance and on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University. STEVEN V. MANN, PHD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has published over seventy articles in finance journals and many books on fixed income and derivatives topics, including The Global Money Markets, Measuring and Controlling Interest Rate and Credit Risk, Securities Finance (as a coeditor), and The Handbook of Fixed Income Securities (as an assistant editor). Mann is an active consultant to clients that include some of the largest investment/commercial banks in the world as well as a number of Fortune 500 companies. Permissions Request permission to reuse content from this site
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FINANCE Financial managers and investment professionals need a solid foundation in finance principles and applications in order to make the best decisions in today's ever-changing financial world. Written by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Finance examines the essential elements of this discipline and makes them understandable to a wide array of individuals, from seasoned professionals looking to fine-tune their financial skills to newcomers seeking genuine guidance through the dynamic world of finance. Divided into four comprehensive parts, this reliable resource opens with an informative introduction to the basic tools of investing and financing decision-making financial mathematics and financial analysis (Part I). From here, you'll become familiar with the fundamentals of capital market theory, including financial markets, financial intermediaries, and regulators of financial activities (Part II). You'll also gain a better understanding of interest rates, bond and stock valuation, asset pricing theory, and derivative instruments in this section. Part III moves on to detail decision-making within a business enterprise. Topics touched upon here include capital budgeting that is, whether or not to invest in specific long-lived projects and capital structure. Management of current assets and risk management are also addressed. By covering the basics of investment decision-making, Part IV skillfully wraps up this accessible overview of finance. Beginning with the determination of an investment objective, this part proceeds to demonstrate portfolio theory and performance evaluation, and also takes the time to outline techniques for managing equity and bond portfolios as well as discuss the best ways to use derivatives in the portfolio management process. Filled with in-depth insights and practical advice, Finance puts this field in perspective. And while a lot of ground is covered in this book, this information will help you appreciate and understand the complex financial issues that today's companies and investors constantly face. if (window['_OC_autoDir']) _OC_autoDir('search_form_input');Preview this book What people are saying - Write a reviewReviews aren't verified, but Google checks for and removes fake content when it's identifiedUser Review - Flag as inappropriateWan to download it
Xhis book is designed to provide extensive coverage of the wide range of fixed income products and fixed income portfolio management strategies. Each chapter is written by an authority on the subject.
The focus in Part Four is on the term structure of interest rates, both the use of the information contained in those rates and the modeling of the term structure. Part Five builds on the analytical framework explained in Part One. In this part, two methodologies for valuing fixed income securities are discussed: the lattice model and the Monte Carlo model. A by-product of these models is the optionadjusted spread. The valuation of convertible bonds is also covered in this part.
Multifactor risk models and their applications are explained in Part Seven. The more popular fixed income portfolio management strategies are covered in Part Eight. A framework for classifying the types of bond portfolio strategies is provided in the first chapter in Part Eight, Chapter 49. There is then coverage of quantitative management strategies versus a benchmark, global credit bond portfolio management, high-yield bond portfolio management, international bond portfolio management, and investing in distressed structured credit securities. In addition, there are several specialized chapters related to bond portfolios strategies, such as transition management and financing positions in the bond market, and hedge fund strategies.
Part Nine covers derivative instruments: interest-rate derivatives (futures/forward contracts, options, interest-rate swaps, and caps and floors) and credit derivatives (primarily credit default swaps). The basic feature of each instrument is described as well as how it is valued and used to control the risk of a fixed income portfolio. The basics of credit derivatives are also explained.
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