Introduction to fixed income analytics: relative value analysis, risk measures, and valuation
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2010
|
| Ausgabe: | Second edition |
| Schriftenreihe: | Frank J. Fabozzi series
Frank J. Fabozzi series 191 |
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Beschreibung: | Includes index Includes bibliographical references and index "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."-- |
| Beschreibung: | 1 Online-Ressource (xv, 478 pages) |
| ISBN: | 9780470922071 0470922079 9781118266649 1118266641 0470572132 9780470922095 0470922095 9780470922101 0470922109 |
Internformat
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| 245 | 1 | 0 | |a Introduction to fixed income analytics |b relative value analysis, risk measures, and valuation |c Frank J. Fabozzi, Steven V. Mann |
| 250 | |a Second edition | ||
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2010 | |
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| 500 | |a Includes index | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a "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."-- | ||
| 505 | 0 | |a Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities | |
| 650 | 4 | |a Fixed income securities | |
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Business | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Fixed-income securities / Mathematics | |
| 650 | 4 | |a Rate of return | |
| 650 | 4 | |a Risk management | |
| 653 | |a Electronic books | ||
| 700 | 1 | |a Mann, Steven V. |e Verfasser |0 (DE-588)170861872 |4 aut | |
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Fabozzi, Frank J. 1948- Mann, Steven V. |
| author_GND | (DE-588)129772054 (DE-588)170861872 |
| author_facet | Fabozzi, Frank J. 1948- Mann, Steven V. |
| author_role | aut aut |
| author_sort | Fabozzi, Frank J. 1948- |
| author_variant | f j f fj fjf s v m sv svm |
| building | Verbundindex |
| bvnumber | BV041167569 |
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| contents | Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities |
| ctrlnum | (OCoLC)680628123 (DE-599)BVBBV041167569 |
| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2 |
| dewey-search | 332.63/2 |
| dewey-sort | 3332.63 12 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | Second edition |
| format | Electronic eBook |
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| id | DE-604.BV041167569 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:41:11Z |
| institution | BVB |
| isbn | 9780470922071 0470922079 9781118266649 1118266641 0470572132 9780470922095 0470922095 9780470922101 0470922109 |
| language | English |
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| spelling | Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut Introduction to fixed income analytics relative value analysis, risk measures, and valuation Frank J. Fabozzi, Steven V. Mann Second edition Hoboken, N.J. Wiley 2010 1 Online-Ressource (xv, 478 pages) txt rdacontent c rdamedia cr rdacarrier Frank J. Fabozzi series Frank J. Fabozzi series 191 Includes index Includes bibliographical references and index "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."-- Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities Fixed income securities Mathematics Business Mathematik Wirtschaft Fixed-income securities Fixed-income securities / Mathematics Rate of return Risk management Electronic books Mann, Steven V. Verfasser (DE-588)170861872 aut Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-57213-9 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118266649 Verlag Volltext |
| spellingShingle | Fabozzi, Frank J. 1948- Mann, Steven V. Introduction to fixed income analytics relative value analysis, risk measures, and valuation Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities Fixed income securities Mathematics Business Mathematik Wirtschaft Fixed-income securities Fixed-income securities / Mathematics Rate of return Risk management |
| title | Introduction to fixed income analytics relative value analysis, risk measures, and valuation |
| title_auth | Introduction to fixed income analytics relative value analysis, risk measures, and valuation |
| title_exact_search | Introduction to fixed income analytics relative value analysis, risk measures, and valuation |
| title_full | Introduction to fixed income analytics relative value analysis, risk measures, and valuation Frank J. Fabozzi, Steven V. Mann |
| title_fullStr | Introduction to fixed income analytics relative value analysis, risk measures, and valuation Frank J. Fabozzi, Steven V. Mann |
| title_full_unstemmed | Introduction to fixed income analytics relative value analysis, risk measures, and valuation Frank J. Fabozzi, Steven V. Mann |
| title_short | Introduction to fixed income analytics |
| title_sort | introduction to fixed income analytics relative value analysis risk measures and valuation |
| title_sub | relative value analysis, risk measures, and valuation |
| topic | Fixed income securities Mathematics Business Mathematik Wirtschaft Fixed-income securities Fixed-income securities / Mathematics Rate of return Risk management |
| topic_facet | Fixed income securities Mathematics Business Mathematik Wirtschaft Fixed-income securities Fixed-income securities / Mathematics Rate of return Risk management |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118266649 |
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