Download or read book Professional Perspectives on Fixed Income Portfolio Management Volume 4 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2003-09-10 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.
Download or read book Professional Perspectives on Fixed Income Portfolio Management Volume 1 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.
Download or read book Professional Perspectives on Fixed Income Portfolio Management written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Professional Perspectives on Fixed Income Portfolio Management Volume 1 written by Frank J. Fabozzi and published by Wiley. This book was released on 2000-06-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.
Download or read book Investing in the New Economy written by James Sagner and published by John Wiley & Sons. This book was released on 2001-06 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors depending on obsolete, "old economy" strategies are often unprepared for the challenges of today’s eCommerce, quarterly results-driven environment. Investing in the New Economy is an essential guide for anyone holding or considering investing in stocks, as it shows why old economy practices will not work and why conceptions of rational stock market analysis must be altered. Author James Sagner demonstrates how to use updated techniques and methods to analyze stock market theories, determine winners and losers, and compile a lifetime portfolio built for optimum success.
Download or read book Real Estate Backed Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-07-02 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real Estate-Backed Securities provides today's most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips, agency collateralized mortgage obligations, nonagency residential MBS, commercial mortgage-backed securities, and more.
Download or read book Introduction to Fixed Income Analytics written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 2001-05-15 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.
Download or read book Professional Perspectives on Fixed Income Portfolio Management written by and published by . This book was released on 2003 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Valuation of Interest Rate Swaps and Swaptions written by Gerald W. Buetow and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
Download or read book Bond Credit Analysis written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-04-15 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: Credit analysis is an important factor in judging investment value. Fundamentally sound credit analysis can offer more insight into the value of an investment and lead to greater profits. This study presents a professional framework for understanding and managing a successful corporate or municipal bond analysis, while providing informative case studies from well-known private and government organizations.
Download or read book Accessing Capital Markets through Securitization written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-05-02 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This innovative collection, written by securitization professionalsand edited by finance guru Frank Fabozzi, thoroughly explains thebasics and the mechanics of securitization and shows howsecuritization can help more institutions offer innovativefixed-income products. Further, it discusses the effects of the capital markets onsecuritization and helps financial professionals decide whether ornot to securitize. Filled with strategies and techniques, financialprofessionals will learn how to use float asset-backed offeringsand how to hedge against risk and default.
Download or read book Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-11-09 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
Download or read book Strategic Fixed Income Investing written by Sean P. Simko and published by John Wiley & Sons. This book was released on 2012-12-07 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build a fixed income portfolio that will weather volatility and instability Designing a fixed income portfolio is an essential skill of any investment manager or advisor. This book outlines the critical components to successfully navigate through stable and turbulent markets, using real-life lessons from a seasoned institutional asset manager. The first section includes commentary on the changing fixed income market and overall economy, while the second section outlines the processes to navigate these ever-evolving markets including portfolio construction, the Federal Reserve, credit analysis and trade execution. Ladder Methodology is highlighted and the book discusses its pros and cons, gives examples of both well-constructed and poorly executed laddered bond portfolios and offers alternatives to traditional asset classes. Benefit from lessons learned, providing real life examples of market scenarios and trades Prepare fixed income portfolios that can weather any storm Written by Sean P. Simko, an expert on fixed income investing, who shares his investing experiences from the past 16 years Outlines the key principles of the Ladder strategy From strategy to execution, Strategic Fixed Income Investing offers the road map to help investment managers prepare portfolios that will insulate investments against adverse market conditions.
Download or read book Mortgage Valuation Models written by Andrew S. Davidson and published by Oxford University Press, USA. This book was released on 2014 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.
Download or read book Fixed Income Analysis written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2007-03-15 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include: The risks associated with investing in fixed income securities The fundamentals of valuation and interest rate risk The features of structured products--such as mortgage-backed securities and asset-backed securities The principles of credit analysis The valuation of fixed income securities with embedded options
Download or read book Capital Markets Fifth Edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2015-10-23 with total page 1087 pages. Available in PDF, EPUB and Kindle. Book excerpt: The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for these innovations driven by the needs of investors and borrowers. The recent financial crisis offered painful lessons on the consequences of ignoring the risks associated with new financial products and strategies. This substantially revised fifth edition of a widely used text covers financial product innovation with a new emphasis on risk management and regulatory reform. Chapters from the previous edition have been updated, and new chapters cover material that reflects recent developments in financial markets. The book begins with an introduction to financial markets, offering a new chapter that provides an overview of risk—including the key elements of financial risk management and the identification and quantification of risk. The book then covers market participants, including a new chapter on collective investment products managed by asset management firms; the basics of cash and derivatives markets, with new coverage of financial derivatives and securitization; theories of risk and return, with a new chapter on return distributions and risk measures; the structure of interest rates and the pricing of debt obligations; equity markets; debt markets, including chapters on money market instruments, municipal securities, and credit sensitive securitized products; and advanced coverage of derivative markets. Each chapter ends with a review of key points and questions based on the material covered.
Download or read book Professional Perspectives on Fixed Income Portfolio Management written by Frank J. Fabozzi and published by Wiley. This book was released on 2003-09-24 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management-fixed income analysis and strategies, credit risk and credit derivatives, and structured products-this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: * Risk/return trade-offs on fixed income asset classes * Consistency of carry strategies in Europe * The Euro benchmark yield curve * Quantitative approaches versus fundamental analysis for valuing corporate credit * The implication of Merton models for corporate bond investors * The valuation of credit default swaps * Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.
