Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation - Couverture rigide

Fabozzi, Frank J.; Mann, Steven V.

 
9780470572139: Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation
Couverture rigide
ISBN 10 : 0470572132 ISBN 13 : 9780470572139
Editeur : Wiley, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley
Date d'édition
2010
Langue
anglais
ISBN 10 
0470572132
ISBN 13 
9780470572139
Reliure
Relié
Numéro d'édition
2
Nombre de pages
496
Coordonnées du fabricant
non disponible
Personne responsable
non disponible