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Author: Stefano Calicchio Publisher: Stefano Calicchio ISBN: 8835839467 Category : Business & Economics Languages : en Pages : 73
Book Description
Why invest in bonds? What are the main advantages and disadvantages? How do you generate income with bonds? This book contains the know-how and knowledge needed to answer the most important questions on the subject. For the first time, a comprehensive and accessible guide will help you do so, showing you the basics of how the subject works. Inside the practical manual you will discover all the information you need to really understand what bonds are, what their characteristics are and how they work. From different types of issuers to technical characteristics, from risk assessment to duration-related mechanisms. The reader will learn step by step how to deal with the global bond market without hesitation. Forget the ineffective theoretical manuals from thousands of pages sold at crazy prices on the web and finally enjoy a reading that will give you the know-how you are looking for at an unbeatable price.
Author: Stefano Calicchio Publisher: Stefano Calicchio ISBN: 8835839467 Category : Business & Economics Languages : en Pages : 73
Book Description
Why invest in bonds? What are the main advantages and disadvantages? How do you generate income with bonds? This book contains the know-how and knowledge needed to answer the most important questions on the subject. For the first time, a comprehensive and accessible guide will help you do so, showing you the basics of how the subject works. Inside the practical manual you will discover all the information you need to really understand what bonds are, what their characteristics are and how they work. From different types of issuers to technical characteristics, from risk assessment to duration-related mechanisms. The reader will learn step by step how to deal with the global bond market without hesitation. Forget the ineffective theoretical manuals from thousands of pages sold at crazy prices on the web and finally enjoy a reading that will give you the know-how you are looking for at an unbeatable price.
Author: Siddhartha Jha Publisher: John Wiley & Sons ISBN: 111801779X Category : Business & Economics Languages : en Pages : 373
Book Description
How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models
Author: Riccardo Rebonato Publisher: ISBN: 1107165857 Category : Business & Economics Languages : en Pages : 781
Book Description
Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author: Patrick J. Brown Publisher: Global Professional Publishi ISBN: 9781888998559 Category : Business & Economics Languages : en Pages : 112
Book Description
As cross-market bond trading has increased, it has becomevital for international participants to understand themany different features that characterize the variousinternational bond markets. Of particular interest tobond traders and investors are such factors ascalculation of prices, accrued interest, yields, anddurations. Bond ......
Author: Larry E. Swedroe Publisher: Truman Talley Books ISBN: 1429909390 Category : Education Languages : en Pages : 273
Book Description
Larry Swedroe, the author of The Only Guide to a Winning Investment Strategy You'll Ever Need, has collaborated with Joe H. Hempen to create an up-to-date book on how to invest in today's bond market that covers a range of issues pertinent to any bond investor today including: bond-speak, the risks of fixed income investing, mortgage-backed securities, and municipal bonds. The Only Guide to a Winning Bond Strategy You'll Ever Need is a no-nonsense handbook with all the information necessary to design and construct your fixed income portfolio. In this day and age of shaky stocks and economic unpredictability, The Only Guide to a Winning Bond Strategy You'll Ever Need is a crucial tool for any investor looking to safeguard their money.
Author: Vineer Bhansali Publisher: McGraw Hill Professional ISBN: 0071713255 Category : Business & Economics Languages : en Pages : 321
Book Description
Learn the fine art of risk measurement and control—from a senior member of PIMCO! Bond Portfolio Investing and Risk Management is designed for one purpose—to help you do the most important part of your job. A top player in the upper echelon of PIMCO, Vineer Bhansali understands the nuances and complexities of managing risk in fixed-income investing better than anyone. In this highly practical guide, he puts his years of experience and the latest research to work in order to help you contend with such issues as: Liquidity and stress risks Asset allocation Market anomalies Cross-market relationships Tail-risk measurement Cyclical returns Macroeconomic data Bond Portfolio Investing and Risk Management details the tools used to offset risk, including their advantages and drawbacks, and explains when to use each one. Bhansali provides practical investment techniques to give you a firm handle on the value and risk of a fixed-income instrument.
Author: Moorad Choudhry Publisher: Butterworth-Heinemann ISBN: 0080574939 Category : Business & Economics Languages : en Pages : 1152
Book Description
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
Author: Frank J. Fabozzi Publisher: MIT Press ISBN: 0262367424 Category : Business & Economics Languages : en Pages : 937
Book Description
The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.
Author: Moorad Choudhry Publisher: Elsevier ISBN: 0080999417 Category : Business & Economics Languages : en Pages : 268
Book Description
Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry's method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts. - Presents practitioner-level theories and applications, never available in textbooks - Focuses on financial markets, not mathematics - Covers relative value investing, returns analysis, and risk estimation
Author: Stefano Calicchio
Author: Stefano Calicchio
Author: Siddhartha Jha
Author: Riccardo Rebonato
Author: Patrick J. Brown
Author: Larry E. Swedroe
Author: Vineer Bhansali
Author: Moorad Choudhry
Author: 
Author: Frank J. Fabozzi
Author: Moorad Choudhry