Fixed Income Analysis
Home > Business and Economics > Finance and accounting > Finance and the finance industry > Investment and securities > Fixed Income Analysis: Workbook(Wiley Desktop Editions)
Fixed Income Analysis: Workbook(Wiley Desktop Editions)

Fixed Income Analysis: Workbook(Wiley Desktop Editions)


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.

Table of Contents:
PART I Learning Outcomes, Summary Overview, and Problems CHAPTER 1 Features of Debt Securities 3 Learning Outcomes 3 Summary Overview 3 Problems 5 CHAPTER 2 Risks Associated with Investing in Bonds 8 Learning Outcomes 8 Summary Overview 9 Problems 11 CHAPTER 3 Overview of Bond Sectors and Instruments 15 Learning Outcomes 15 Summary Overview 16 Problems 19 CHAPTER 4 Understanding Yield Spreads 22 Learning Outcomes 22 Summary Overview 23 Problems 25 CHAPTER 5 Introduction to the Valuation of Debt Securities 29 Learning Outcomes 29 Summary Overview 29 Problems 31 CHAPTER 6 Yield Measures, Spot Rates, and Forward Rates 33 Learning Outcomes 33 Summary Overview 34 Problems 35 CHAPTER 7 Introduction to the Measurement of Interest Rate Risk 41 Learning Outcomes 41 Summary Overview 42 Problems 44 CHAPTER 8 Term Structure and Volatility of Interest Rates 49 Learning Outcomes 49 Summary Overview 49 Problems 52 CHAPTER 9 Valuing Bonds with Embedded Options 55 Learning Outcomes 55 Summary Overview 55 Problems 58 CHAPTER 10 Mortgage-Backed Sector of the BondMarket 63 Learning Outcomes 63 Summary Overview 63 Problems 65 CHAPTER 11 Asset-Backed Sector of the BondMarket 73 Learning Outcomes 73 Summary Overview 73 Problems 78 CHAPTER 12 ValuingMortgage-Backed and Asset-Backed Securities 83 Learning Outcomes 83 Summary Overview 83 Problems 86 CHAPTER 13 Interest Rate Derivative Instruments 92 Learning Outcomes 92 Summary Overview 92 Problems 94 CHAPTER 14 Valuation of Interest Rate Derivative Instruments 98 Learning Outcomes 98 Summary Overview 99 Problems 100 CHAPTER 15 General Principles of Credit Analysis 106 Learning Outcomes 106 Summary Overview 107 Problems 109 CHAPTER 16 Introduction to Bond Portfolio Management 114 Learning Outcomes 114 Summary Overview 114 Problems 116 CHAPTER 17 Measuring a Portfolio's Risk Profile 119 Learning Outcomes 119 Summary Overview 120 Problems 122 CHAPTER 18 Managing Funds Against a Bond Market Index 129 Learning Outcomes 129 Summary Overview 130 Problems 132 CHAPTER 19 Portfolio Immunization and Cash Flow Matching 140 Learning Outcomes 140 Summary Overview 140 Problems 142 CHAPTER 20 Relative-ValueMethodologies for Global Credit Bond Portfolio Management 144 Learning Outcomes 144 Summary Overview 144 Problems 146 CHAPTER 21 International Bond Portfolio Management 151 Learning Outcomes 151 Summary Overview 152 Problems 155 CHAPTER 22 Controlling Interest Rate Risk with Derivatives 159 Learning Outcomes 159 Summary Overview 160 Problems 162 CHAPTER 23 HedgingMortgage Securities to Capture Relative Value 167 Learning Outcomes 167 Summary Overview 167 Problems 169 CHAPTER 24 Credit Derivatives in Bond Portfolio Management 172 Learning Outcomes 172 Summary Overview 172 Problems 174 PART II Solutions CHAPTER 1 Features of Debt Securities 183 Solutions 183 CHAPTER 2 Risks Associated with Investing in Bonds 186 Solutions 186 CHAPTER 3 Overview of Bond Sectors and Instruments 191 Solutions 191 CHAPTER 4 Understanding Yield Spreads 197 Solutions 197 CHAPTER 5 Introduction to the Valuation of Debt Securities 201 Solutions 201 CHAPTER 6 Yield Measures, Spot Rates, and Forward Rates 207 Solutions 207 CHAPTER 7 Introduction to the Measurement of Interest Rate Risk 219 Solutions 219 CHAPTER 8 Term Structure and Volatility of Interest Rates 225 Solutions 225 CHAPTER 9 Valuing Bonds with Embedded Options 231 Solutions 231 CHAPTER 10 Mortgage-Backed Sector of the Bond Market 238 Solutions 238 CHAPTER 11 Asset-Backed Sector of the BondMarket 251 Solutions 251 CHAPTER 12 ValuingMortgage-Backed and Asset-Backed Securities 258 Solutions 258 CHAPTER 13 Interest Rate Derivative Instruments 264 Solutions 264 CHAPTER 14 Valuation of Interest Rate Derivative Instruments 270 Solutions 270 CHAPTER 15 General Principles of Credit Analysis 281 Solutions 281 CHAPTER 16 Introduction to Bond Portfolio Management 287 Solutions 287 CHAPTER 17 Measuring a Portfolio's Risk Profile 290 Solutions 290 CHAPTER 18 Managing Funds Against a Bond Market Index 298 Solutions 298 CHAPTER 19 Portfolio Immunization and Cash Flow Matching 307 Solutions 307 CHAPTER 20 Relative-ValueMethodologies for Global Credit Bond Portfolio Management 311 Solutions 311 CHAPTER 21 International Bond Portfolio Management 316 Solutions 316 CHAPTER 22 Controlling Interest Rate Risk with Derivatives 324 Solutions 324 CHAPTER 23 HedgingMortgage Securities to Capture Relative Value 331 Solutions 331 CHAPTER 24 Credit Derivatives in Bond Portfolio Management 335 Solutions 335 About the CFA Program 343

About the Author :
FRANK J. FABOZZI, PHD, CFA, CFP, is an Adjunct Professor of Finance and Becton Fellow at Yale University's School of Management. He is also Editor of the Journal of Portfolio Management and a consultant.


Best Sellers


Product Details
  • ISBN-13: 9780470069196
  • Publisher: John Wiley and Sons Ltd
  • Publisher Imprint: John Wiley & Sons Ltd
  • Edition: Revised edition
  • Language: English
  • Series Title: Wiley Desktop Editions
  • Sub Title: Workbook
  • Width: 177 mm
  • ISBN-10: 0470069198
  • Publisher Date: 16 Feb 2007
  • Binding: Paperback
  • Height: 250 mm
  • Returnable: N
  • Spine Width: 24 mm
  • Weight: 560 gr


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Fixed Income Analysis: Workbook(Wiley Desktop Editions)
John Wiley and Sons Ltd -
Fixed Income Analysis: Workbook(Wiley Desktop Editions)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Fixed Income Analysis: Workbook(Wiley Desktop Editions)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!