Download or read book Fixed Income Securities written by Frank J. Fabozzi and published by John Wiley and Sons. This book was released on 2008-04-21 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition. www.wileyfinance.com

Download or read book The Handbook of Fixed Income Securities Chapter 39 OAS and Effective Duration written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Download or read book Investing in Fixed Income Securities written by Gary Strumeyer and published by John Wiley & Sons. This book was released on 2012-07-02 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities covers a wide range of topics, including the different types of fixed income securities, their characteristics, the strategies necessary to manage a diversified portfolio, bond pricing concepts, and more, so you can make the most informed investment decisions possible.

Download or read book Fixed Income Securities written by Pietro Veronesi and published by John Wiley & Sons. This book was released on 2010-01-12 with total page 845 pages. Available in PDF, EPUB and Kindle. Book excerpt: The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of the appropriate risk management practices. Fixed Income Securities, however, provides a methodology, and not a shopping list. It provides instead examples and methodologies that can be applied quite universally, once the basic concepts have been understood.

Download or read book The Handbook of Fixed Income Securities Chapter 2 Risks Associated with Investing in Fixed Income Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Download or read book The Handbook of Fixed Income Securities Chapter 37 Valuation of Bonds with Embedded Options written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

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Download or read book Handbook of Fixed Income Securities written by Pietro Veronesi and published by John Wiley & Sons. This book was released on 2016-03-23 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.

Download or read book Fixed Income Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2002-12-25 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Comprehensive Guide to All Aspects of Fixed IncomeSecurities Fixed Income Securities, Second Edition sets thestandard for a concise, complete explanation of the dynamics andopportunities inherent in today's fixed income marketplace. FrankFabozzi combines all the various aspects of the fixed incomemarket, including valuation, the interest rates of riskmeasurement, portfolio factors, and qualities of individualsectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the widerange of fixed income securities, including: U.S. Treasury securities Agencies Municipal securities Asset-backed securities Corporate and international bonds Mortgage-backed securities, including CMOs Collateralized debt obligations (CDOs) For the financial professional who needs to understand thefundamental and unique characteristics of fixed income securities,Fixed Income Securities, Second Edition offers themost up-to-date facts and formulas needed to navigate today'sfast-changing financial markets. Increase your knowledge of thismarket and enhance your financial performance over the long-termwith Fixed Income Securities, Second Edition. www.wileyfinance.com

Download or read book The Handbook of Fixed Income Securities Chapter 5 Bond Pricing Yield Measures and Total Return written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Download or read book The Handbook of Fixed Income Securities Chapter 1 Overview of the Types and Features of Fixed Income Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Download or read book Securitization written by Vinod Kothari and published by John Wiley & Sons. This book was released on 2006-06-16 with total page 1025 pages. Available in PDF, EPUB and Kindle. Book excerpt: Get a thorough explanation of the nuances of securitization in the global business market with this comprehensive resource. Synthetic securitization and structured products are revolutionizing the financial industry and changing the way banks, institutional investors, and securities traders do business both domestically and globally. Written by a top international trainer and expert on securitization, this book is an ideal way for all market practitioners, whether investors, bankers, or analysts, to ensure they understand the ins and outs of this practice.

Download or read book The Handbook of Fixed Income Securities written by Frank J. Fabozzi and published by Irwin Professional Publishing. This book was released on 1997 with total page 1384 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This updated and revised edition of editor Frank J. Fabozzi's classic resource includes the most current information available about fixed income securities, how to evaluate this information and how it can be used to enhance returns. In particular, there is updated and expanded coverage on bond market indexes, the high-yield bond market, international bond markets and instruments, brady bonds, standard & poor's sovereign ratings criteria, high-yield analysis of emerging markets debt, mortgages and overview of mortgage-backed securities, collateralized mortgage obligations, nonagency CMOs, commercial mortgage-backed securities, auto-loan-backed securities, home equity loans (HELs) and HEL-backed securities, manufactured housing-backed ABS, credit card ABS, evaluating amortizing ABS: a primer on static spread, global corporate bond portfolio management, and international bond investing and portfolio management."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Download or read book Fixed Income Securities and Derivatives Handbook written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2010-05-18 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Synthetic and Structured Assets written by Erik Banks and published by John Wiley & Sons. This book was released on 2006-02-03 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities. Two introductory chapters will outline the scope of the market, key definitions, participant motivations/goals, economics of structuring and synthetic replication, and the central "building blocks" used in the creation of synthetic/structured assets (including on-balance sheet assets and liabilities, derivatives, shelf registration debt programs, private placements, trusts, and special purpose entities). Eight product chapters will then examine the main instruments of the marketplace: mortgage- and asset-backed securities, stripped/reconstituted government securities, collateralized debt obligations, structured notes, insurance-linked securities, exchange-traded funds, convertible bond variations, and derivatives/synthetic asset replication. Each product chapter will contain product descriptions, structural features (e.g., trading conventions, settlement), arbitrage/investment drivers, and various worked examples and diagrams that emphasize practical investment and risk applications; financial mathematics will be kept to a minimum. A concluding chapter will review the essential risk, legal, regulatory, and accounting features of synthetic and structured assets in the world's major markets.

Download or read book Valuation of Fixed Income Securities and Derivatives written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1998-01-15 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.