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The definitive guide to fixed income securities-updated and revised
with everything you need to succeed in today's market For nearly 40
years, The Handbook of Fixed Income Securities has been providing
comprehensive, current, reliable information on everything
investors like you need to stay on top of the market and ahead of
the curve. The fixed income market has changed dramatically in the
past decade. This updated classic brings you fully up to date for a
much-changed world of finance, where central banks play a bigger
role, interest is low (and sometimes even in negative territory),
regulations are more complex, and new types of securities have been
created. Brand-new chapters cover: Relative value trades Muni
analytics Financial data science Building and maintaining a bond
portfolio Factor investing Relative value trades Smart beta fixed
income Infrastructure and green bonds Sovereign bond markets One of
the world's leading experts on fixed income securities, Frank
Fabozzi has gathered a peerless team of global experts who provide
the newest and best techniques for winning in today's markets.
Fixed Income Securities, Ninth Edition is a matchless, one-stop
resource for all your professional needs.
The brand-new edition of this classic guide for high-level
investors covers the latest tools and techniques for dealing with
all aspects of fixed-income portfolio management Fixed Income
Mathematics is known around the world as the leading guide to
understanding the concepts and evaluative methodologies for bonds,
mortgage-backed securities, asset-backed securities, and other
fixed income instruments-and the fifth edition gets you up to date
on the newest analytical frameworks. Fixed Income Mathematics
begins with basic concepts of the mathematics of finance, then
systematically builds on them to reveal state-of-the-art
methodologies for evaluating them and managing fixed-income
portfolios. Concepts are illustrated with numerical examples and
graphs, and you need only a basic knowledge of elementary algebra
to understand them. This new edition includes numerous entirely new
chapters-Risk-Adjusted Returns, Empirical Duration, Analysis of
Floating-Rate Securities, Holdings-Based Return Attribution
Analysis, Returns-Based Style Attribution Analysis, Measuring Bond
Liquidity, Descriptive Measures, and Machine Learning-and provides
substantially revised chapters on: Interest rate modeling
Probability theory Optimization models and applications to bond
portfolio management Historical return measures Measuring
historical return volatility The concepts and methodologies for
evaluating fixed income securities have changed dramatically over
the past 15 years. This edition explains the numbers behind these
changes and provides the knowledge you need to consistently control
both the cost and risk of investing in debt.
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