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Bond Risk Analysis

Bond Risk Analysis PDF Author: Livingston G. Douglas
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 360

Book Description

Bond Risk Analysis

Bond Risk Analysis PDF Author: Livingston G. Douglas
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 360

Book Description

Bond Portfolio Investing and Risk Management

Bond Portfolio Investing and Risk Management PDF 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.

Portfolio Risk Analysis

Portfolio Risk Analysis PDF Author: Gregory Connor
Publisher: Princeton University Press
ISBN: 1400835291
Category : Business & Economics
Languages : en
Pages : 400

Book Description
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.

Interest Rate Risk Modeling

Interest Rate Risk Modeling PDF Author: Sanjay K. Nawalkha
Publisher: John Wiley & Sons
ISBN: 0471737445
Category : Business & Economics
Languages : en
Pages : 429

Book Description
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.

Yield Curve Analysis

Yield Curve Analysis PDF Author: Livingston G. Douglas
Publisher: Prentice Hall
ISBN:
Category : Bonds
Languages : en
Pages : 664

Book Description
With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened volatility, especially -- requires a firm foundation in the precepts underlying the behavior of fixed-income investments. This book answers that need by presenting a comprehensive analysis of the two primary concepts: risk and return. Its four major sections develop and apply these concepts clearly and progressively, with outline and summary aids to enhance understanding and ample illustrations to reinforce the explanations.

Managing Credit Risk in Corporate Bond Portfolios

Managing Credit Risk in Corporate Bond Portfolios PDF Author: Srichander Ramaswamy
Publisher: John Wiley & Sons
ISBN: 0471488321
Category : Business & Economics
Languages : en
Pages : 256

Book Description
Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.

Modern Financial Markets

Modern Financial Markets PDF Author: David W. Blackwell
Publisher: John Wiley & Sons
ISBN: 0470000104
Category : Business & Economics
Languages : en
Pages : 516

Book Description
Throughout this concise, accessible book, readers will quickly learn the fundamental concepts of managerial finance while discovering how things really work. The material is explained using an intuitive theoretical context, providing them with a richer understanding of the material and better insights into solving problems. Finance concepts are covered in a common sense manner and the use of mathematical jargon is minimized. The unifying theme for the book is the concept of valuation since it is the most fundamental concept in finance. The authors define and discuss value in terms of net present value (NPV).

Handbook of Investable World Bond Markets

Handbook of Investable World Bond Markets PDF Author: Mohamed Ariff
Publisher:
ISBN: 9789673445011
Category :
Languages : en
Pages : 256

Book Description

International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards PDF Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

Book Description

An Alternative Analysis of Bond Risk

An Alternative Analysis of Bond Risk PDF Author: John Byron Silvers
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 342

Book Description

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