Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation - Couverture rigide

Choudhry, Moorad

Couverture rigide

ISBN 10 : 1576601641 ISBN 13 : 9781576601648

Editeur : Bloomberg Press, 2005

Synopsis

Rare book

A propos du livre

Présentation de l'éditeur

The definitive guide to fixed–come securities–revised to reflect today′s dynamic financial environment

The Second Edition of the Fixed–Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today′s financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.

As timely as it is timeless, the Second Edition of the Fixed–Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.

• Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
• Covers bond mathematics, pricing and yield analytics, and term structure models
• Includes a new chapter on credit analysis and the different metrics used to measure bond–relative value
• Contains illustrative case studies and real–world examples of the topics touched upon throughout the book

Written in a straightforward and accessible style, Moorad Choudhry′s new book offers the ideal mix of practical tips and academic theory within this important field.

Quatrième de couverture

Praise for Fixed–Income Securities and Derivatives Handbook, Second Edition

"I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed–income securities out there. The book is extremely well written and is the best resource I have found so far."

Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC

The Second Edition of the Fixed–Income Securities and Derivatives Handbook is a fully updated and expanded post–crash edition of Moorad Choudhry′s bestselling guide. In this latest edition, he explains the new regulatory twists, the evolving derivatives market, as well as a new set of instruments and opportunities in the bond market.

Thoroughly updated and revised, this Second Edition includes new material on important topics such as:

A practical demonstration of cubic spline methodology, useful in constructing yield curves

The latest developments in the credit derivative market

An accessible analysis of credit default swap pricing principles

A description of inflation–indexed derivatives

A more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations

A new chapter on credit analysis and the different metrics used to measure bond–relative value

Written in a straightforward and accessible style, Moorad Choudhry′s new book offers the ideal mix of practical tips and academic theory.

Détails de l'édition

• Éditeur: Bloomberg Press
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 1576601641
• ISBN 13: 9781576601648
• Reliure: Relié
• Nombre de pages: 368
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible