A breakthrough methodology for profiting in the high-yield and
distressed debt market
Global advances in technology give investors and asset managers
more information at their fingertips than ever before. With
"Quantitative Analytics in Debt Valuation and Management," you can
join the elite club of quantitative investors who know how to use
that information to beat the market and their competitors.
This powerful guide shows you how to sharpen your analytical
process by considering valuable information hidden in the prices of
related assets. "Quantitative Analytics in Debt Valuation and
Management" reveals a progressive framework incorporating debt
valuation based on the interrelationships among the equity, bond,
and options markets. Using this cutting-edge method in conjunction
with traditional debt and equity analysis, you will reduce
portfolio risk, find assets with the highest returns, and generate
dramatically greater profits from your transactions.
This book's "fat-free" presentation and easy-to-navigate format
jump-starts busy professionals on their way to mastering proven
techniques to: Determine the "equity risk" inherent in corporate
debt to establish the causal relationship between a company's debt,
equity, and asset values Price and analyze corporate debt in real
time by going beyond traditional methods for computing capital
requirements and anticipated losses Look with an insider's eye at
risk management challenges facing banks, hedge funds, and other
institutions operating with financial leverage Avoid the mistakes
of other investors who contribute to the systemic risk in the
financial system
Additionally, you will be well prepared for the real world with
the book's focus on practical application and clear case studies.
Step-by-step, you will see how to improve bond pricing and hedge
debt with equity, and how selected investment management strategies
perform when the model is used to drive decision making.
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