Introduction to fixed income analytics relative value analysis, risk measures, and valuation
"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 ove...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
Wiley
2010
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| Edition: | 2nd ed |
| Series: | The Frank J. Fabozzi series
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "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."-- |
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| Physical Description: | xv, 478 pages illustrations |
| ISBN: | 9780470922071 9780470922101 6612817119 9781282817111 9780470922095 1282817116 9781118266649 1118266641 9786612817113 0470922079 0470922095 0470922109 |