Fixed income analysis

by Petitt, Barbara S. Pécherot

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

Full title :Fixed income analysis / Barbara S. Petitt (CFA), Jerald E. Pinto (CFA), Wendy L. Pirie (CFA) ; with Robin Grieves (CFA), Gregory M. Noronha (CFA).

Summary

"The essential guide to fixed income portfolio management, fromthe experts at CFA Fixed Income Analysis provides authoritative andup-to-date coverage of how investment professionals analyze andmanage fixed income portfolios. With detailed information from CFAInstitute, this guide contains comprehensive, example-drivenpresentations of all essential topics in the field to provide valuefor self-study, general reference, and classroom use. Readers arefirst introduced to the fundamental concepts of fixed income beforecontinuing on to analysis of risk, asset-backed securities, termstructure analysis, and a general framework for valuation thatassumes no prior relevant background. The final section of the bookconsists of three readings that build the knowledge and skillsneeded to effectively manage fixed income portfolios, givingreaders a real-world understanding of how the concepts discussedare practically applied in client-based scenarios."--Résumé de l'éditeur.

Edition Statements

Publication Date:2015
Edition:Third edition

Publication Statements

Publisher(s):Wiley
Place of Publication:Hoboken, New Jersey
Language:eng
Publication Date:2015

Notes

L'édition précédente est entrée à: Fabozzi, Frank J.

The Physical Object

Description:xxii, 714 pages : : illustrations ; : 26 cm.

Edition Identifiers

ISBN:1118999495, 9781118999493
oclc:on1019997740
LC Classification:HG4650F322015
Dewey Decimal:332.6/32/044

Pt. I. Fixed-income essentials. Fixed-income securities: defining elements -- Fixed-income markets: issuance, trading, and funding -- Introduction to fixed-income valuation -- pt. II. Analysis of risk. Understanding fixed-income risk and return -- Fundamentals of credit analysis -- Credit analysis models -- pt. III. Asset-backed securities. Introduction to asset-backed securities -- pt. IV. Valuation. The arbitrage-free valuation framework -- Valuation and analysis: bonds with embedded options -- pt. V. Term structure analysis. The term structure and interest rate dynamics -- pt. VI. Fixed-income portfolio management. Fixed-income portfolio management -- part I -- Fixed-income portfolio management -- part II -- Relative-value methodologies for global credit bond portfolio management.

Subjects

Analyse financière Fixed-income securities Gestion de portefeuille Guides et manuels Handbook handbooks Handbooks and manuals manuals (instructional materials) Valeurs mobilières à revenus fixes