Bond Markets, Analysis, and Strategies, tenth edition

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Author :
Publisher : MIT Press
ISBN 13 : 026204627X
Total Pages : 937 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Bond Markets, Analysis, and Strategies, tenth edition by : Frank J. Fabozzi

Download or read book Bond Markets, Analysis, and Strategies, tenth edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2021-12-07 with total page 937 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Bond Markets, Analysis, and Strategies, tenth edition

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Author :
Publisher : MIT Press
ISBN 13 : 0262367424
Total Pages : 937 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis Bond Markets, Analysis, and Strategies, tenth edition by : Frank J. Fabozzi

Download or read book Bond Markets, Analysis, and Strategies, tenth edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2021-12-07 with total page 937 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Interest Rate Modeling

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Author :
Publisher : CRC Press
ISBN 13 : 1351227408
Total Pages : 520 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Interest Rate Modeling by : Lixin Wu

Download or read book Interest Rate Modeling written by Lixin Wu and published by CRC Press. This book was released on 2019-03-04 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.

The Bond Markets Of Developing East Asia

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Author :
Publisher : Routledge
ISBN 13 : 0429965346
Total Pages : 384 pages
Book Rating : 4.4/5 (299 download)

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Book Synopsis The Bond Markets Of Developing East Asia by : Robert F Emery

Download or read book The Bond Markets Of Developing East Asia written by Robert F Emery and published by Routledge. This book was released on 2018-02-23 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive book provides detailed descriptions and analysis of the bond markets in eight East Asian developing economies: Hong Kong, Indonesia, South Korea, Malaysia, the Philippines, Singapore, Taiwan, and Thailand. Drawing on the most recent data available, Emery assesses the strengths and weaknesses of each countrys bond market, concluding with comparisons of the eight countries bond markets. The book will be an invaluable reference for economists, policymakers, and all those interested in emerging capital markets. }Drawing on the most recent data available, this comprehensive book provides detailed descriptions and analysis of the bond markets in eight East Asian developing economies: Hong Kong, Indonesia, South Korea, Malaysia, the Philippines, Singapore, Taiwan, and Thailand. Robert Emery devotes a full chapter to evaluating the strengths and weaknesses of each countrys bond market. For each country, Emery describes the history of the bond market and identifies its key participants, the different types of bonds, and the current terms for bond issues. He also discusses the size of the bond market, the bond issuing process, trading procedures and the structure of the market, the clearing and settlement system, and fees and taxes. Finally, he lists the regulators of the market, current regulations, and bond rating agencies; assesses the markets past performance; and offers suggestions for improvement.Each country chapter is organized into a standard format, making it easy for the reader to locate and compare specific information. Emery concludes the book with cross-country comparisons of the eight countries bond markets. It will be an invaluable reference for economists, policymakers, and all those interested in emerging capital markets. }

Guide to Finance Faculty 97-98

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Publisher : Prentice Hall
ISBN 13 : 9780136185628
Total Pages : 276 pages
Book Rating : 4.1/5 (856 download)

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Book Synopsis Guide to Finance Faculty 97-98 by : James R. Hasselback

Download or read book Guide to Finance Faculty 97-98 written by James R. Hasselback and published by Prentice Hall. This book was released on 1996-10 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fixed Income Strategy

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470869577
Total Pages : 222 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Fixed Income Strategy by : Tamara Mast Henderson

Download or read book Fixed Income Strategy written by Tamara Mast Henderson and published by John Wiley & Sons. This book was released on 2004-04-21 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market players put their jobs on the line with every position they take. Any fixed income investor in the circumstance of being granted one wish would probably want to know what interest rates are going to do in the future. Economists and others have constructed models of interest rate behaviour, but no model works in all circumstances. The main aim of this book is to straddle the different worlds of theoretical models and practical market experience, while offering an interdisciplinary framework for fixed income investing and trading. A focussed but very practical approach to fixed-income investment, aimed at practitioner market Contains investment checklists and interviews with market practitioners Offers an interdisciplinary framework for fixed-income investing and trading, and combines worlds of theoretical models and practical market experience

Multidisciplinary academic research 2012

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Author :
Publisher : MAC Prague consulting
ISBN 13 : 8026021843
Total Pages : 532 pages
Book Rating : 4.0/5 (26 download)

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Book Synopsis Multidisciplinary academic research 2012 by :

Download or read book Multidisciplinary academic research 2012 written by and published by MAC Prague consulting. This book was released on with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Fundamentals of Municipal Bonds

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471393658
Total Pages : 296 pages
Book Rating : 4.3/5 (936 download)

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Book Synopsis The Fundamentals of Municipal Bonds by : The Bond Market Association

Download or read book The Fundamentals of Municipal Bonds written by The Bond Market Association and published by John Wiley & Sons. This book was released on 2001-02-02 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Classic Guide to the Bond Market "This is simply the most comprehensive, useful look-it-up book onmunicipal bonds I've ever read (said with all due respect to TheABC of Municipal Bonds my dad wrote in 1937 when I was nine). ReadFundamentals cover to cover. I'm keeping mine in my briefcase,under my arm, at my fingertips. No accountant, financial advisor,attorney, new bond salesman, reporter, regulator, test-writer,cautious, suspicious first-time investor in municipal bonds, ordinner guest is ever going to catch me again with a question aboutmunicipal bonds I can't answer."-Jim Lebenthal, Chairman, Lebenthal& Co. "Judy Wesalo Temel gives us the Rosetta stone of the municipal bondmarket, the key to unraveling the many mysteries of 'muni's.' Herbook, a fresh take on the old standard Fundamentals of MunicipalBonds, updates chapter and verse on everything from investing tounderwriting, from over-the-counter to over-the-Internet. The styleis clean, crisp, and as simple as this complex subject can be. Areyou a novice who wonders how to invest in bonds? She lays out thebasics. Examples are easy to follow-even the mathematical ones thatare critical to explaining how municipal bonds work. At the sametime, there is plenty of meat for the pros. Whether you need tostart from square one and learn all about municipal bonds and howthey work, or need a ready reference for specific technicalquestions you run across as a market professional, this book is foryou."-Kathleen Hays, Economics Editor, Credit Markets Reporter, and"Bond Belle" CNBC "This is a must-read for every scholar, banker, and public officialconcerned with local government finance in the United States. JudyWesalo Temel has done the impossible: she has clearly andinsightfully explained how we finance the development of thenation's vital public infrastructure. This is an important book,one that will be required reading for professionals responsible forplanning, designing, and evaluating publicly financed projects-thehealth care, transportation, and educational facilities that allcitizens rely upon. The bond market is an essential element in thelife of local and state government, and this book makes itunderstandable to all Americans."-Mitchell Moss, Henry Hart RiceProfessor of Urban Planning and Director, Taub Urban ResearchCenter, Robert F. Wagner Graduate School of Public Service, NewYork University

Financial Markets and Corporate Strategy European Edition 2e

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Author :
Publisher : McGraw Hill
ISBN 13 : 0077141350
Total Pages : 881 pages
Book Rating : 4.0/5 (771 download)

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Book Synopsis Financial Markets and Corporate Strategy European Edition 2e by : David Hillier

Download or read book Financial Markets and Corporate Strategy European Edition 2e written by David Hillier and published by McGraw Hill. This book was released on 2011-01-16 with total page 881 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second European edition of Financial Markets and Corporate Strategy provides comprehensive coverage of financial markets and corporate finance, brought to life by real world examples, cases and insights. Placed in a truly international context, this new and updated edition takes an academic and practical view-point to guide students through the challenges of studying and practicing finance. Aimed specifically at an international audience, this edition boasts hundreds of references to new and relevant non-US research papers from top finance journals. Whilst retaining the well respected structure of the successful US text, Professor David Hillier has also made a number of additions which include: Fully updated research, data and examples in every chapter. Coverage of the global financial crisis, the impact it made on the financial markets and the lessons being learnt by the finance industry. A stronger emphasis on corporate governance and agency theory. Updates on accounting standards, bankruptcy laws, tax rules and tax systems.

International Bibliography of Economics

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Author :
Publisher : Psychology Press
ISBN 13 : 9780415262361
Total Pages : 720 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis International Bibliography of Economics by : Compiled by the British Library of Political and Economic Science

Download or read book International Bibliography of Economics written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2001-11-22 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Recent Research in Financial Modelling

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642469388
Total Pages : 181 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Recent Research in Financial Modelling by : Evert J. Stokking

Download or read book Recent Research in Financial Modelling written by Evert J. Stokking and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains a selection of recently revised papers that have initiallybeen presented at two different meetings of the EURO Working Group on Financial Modelling. The papers related to the microstructure of capital markets provide evidence that the price dynamics of financial assets can on- ly be explained - and modelled - on the basis of a careful examination of the decision process which leads traders to interact and fix the equilibrium prices. The papers by Pec- cati, Luciano, Ferrari and Cornaglia belong to this catego- ry, and help considerably unterstand the performance of mar- kets which are relatively far from perfection (owing to thinness, frictions, taxation and the like). This is indeed the case for some European Exchanges. The very foundations of quantitative financial analysis have been discussed in the contributions of Luciano, Canestrelli, Uberti and Van der Meulen. The classical - although recent - advances on the pricing of derivative securities have been analyzed and applied by Kremer, Hallerbach and Jensen/Niel- son, thus demonstrating that established theories still pro- vide space for a deeper investigation. Another major topic of interest relates to empirical studies about how markets behave with respect to theoretical models. In this respect, the contributions of Viren, Bradfield and Wilkie/Pollock are quite significant. They present evidence based on real data discussed in the light of advanced stati- stical techniques. It is apparent that Corporate Finance and Capital Markets are becoming more and more related and in- teractingwith each other.

Bond and Money Markets: Strategy, Trading, Analysis

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Author :
Publisher : Elsevier
ISBN 13 : 008047618X
Total Pages : 1152 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Bond and Money Markets: Strategy, Trading, Analysis by : Moorad Choudhry

Download or read book Bond and Money Markets: Strategy, Trading, Analysis written by Moorad Choudhry and published by Elsevier. This book was released on 2001-05-03 with total page 1152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work.The book features coverage of: - Government and Corporate bonds, Eurobonds, callable bonds, convertibles - Asset-backed bonds including mortgages and CDOs - Derivative instruments including bond futures, swaps, options, structured products, and option valuation models - 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, including total return framework, portfolio strategies, and constructing bond indices and valuable insight into: - Trading and hedging strategy - Charting and technical analysis - The latest market developments, such as value-at-risk, and credit derivatives - Emerging markets and the benefits of international investment The Bond and Money Markets: Strategy, Trading, Analysis is aimed at a wide readership including bond salespersons, traders, corporate financiers and graduate trainees, as well as risk managers, operations professionals and business analysts. Other market participants including fund managers, corporate treasurers, management consultants, regulators and financial journalists will also find the content useful. - This book is virtually a stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis - Includes some introductory coverage of very specialised topics (for which one requires specialised texts) such as VaR, Asset & liability management, credit derivatives - Combines accessible style with advanced level topics, plus review of latest research

Fixed Income Markets

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Publisher : John Wiley & Sons
ISBN 13 : 1118179587
Total Pages : 716 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Fixed Income Markets by : Moorad Choudhry

Download or read book Fixed Income Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-12-14 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive and in-depth account of the global debt capital markets. It covers a wide range of instruments and their applications, including derivative instruments. Highlights of the book include: Detailed description of the main products in use in the fixed income markets today, including analysis and valuation Summary of market conventions and trading practices Extensive coverage of associated derivatives including futures, swaps, options and credit derivatives Writing style aimed at a worldwide target audience An overview of trading and investment strategy. The contents will be invaluable reading for anyone with an interest in debt capital markets, especially investors, traders, bond salespersons, risk managers and banking consultants.

eBook: Corporate Finance 5e

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Author :
Publisher : McGraw Hill
ISBN 13 : 1526849925
Total Pages : 955 pages
Book Rating : 4.5/5 (268 download)

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Book Synopsis eBook: Corporate Finance 5e by : David Hillier

Download or read book eBook: Corporate Finance 5e written by David Hillier and published by McGraw Hill. This book was released on 2024-02-12 with total page 955 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fifth European edition of Corporate Finance takes an applied approach to cover all the latest research and topic areas important to students taking Finance courses. The new edition provides an international perspective on all areas of corporate finance and has been updated to include discussion on current trends such as the integrated nature of global supply chains, financial risk management, and key regulatory changes impacting the sector. It addresses the impact that FinTech, the climate and geopolitics are having on the development of corporate finance, considers the questions brought about by the global corona virus pandemic, and looks to the future of the industry. Understanding and Application •Clear, user-friendly style •Example boxes in every chapter provide hypothetical examples to illustrate theoretical concepts such as cash flow timing, dividend smoothing and differential growth. •Real World Insight boxes use companies like Apple, Volkswagen and Adidas to show how they have applied corporate finance theories and concepts to their business decisions. •Chapter links throughout provide quick cross-referencing to show the connections between topics. Practice and Proficiency •Mini and Practical cases present scenarios and questions to practice application and learning. •Questions and Problems in each chapter, categorised by topic and level of difficulty, allow for rigorous testing of the chapter content. •Numbered maths equations and key notation boxes listing the variables and acronyms that will be encountered in each chapter, designed to encourage mastery of Maths. •Exam Questions designed to take 45 minutes and test you on material learned in a more formal exam style. •Connect® resources include algorithmic questions designed to ensure equations and calculations are not learned by rote but by thorough understanding and practice. New to This Edition •Sustainability in Action boxes draw on issues relating to the environment, society, the economy and climate change to show how corporate finance is so important to the resolution of sustainability challenges. •Updated discussions and new sections on sustainable value added, green bonds, dividend policy and share repurchases, Islamic Financing, intangible valuation, and the differential value method. Available on McGraw Hill’s Connect®, the well-established online learning platform, which features our award-winning adaptive reading experience as well as resources to help faculty and institutions improve student outcomes and course delivery efficiency. To learn more, visit mheducation.co.uk/connect David Hillier is Associate Principal and Executive Dean of the University of Strathclyde Business School. A Professor of Finance, David was recognized as being in the top 3 per cent of the most prolific finance researchers in the world over the past 50 years (Heck and Cooley, 2009) and appears regularly in the media as a business commentator. His YouTube channel of finance lectures (professordavidhillier) has attracted nearly half a million views worldwide. This European edition is originally based on the Corporate Finance text by Stephen A. Ross, Randolph W. Westerfield, Jeffrey F. Jaffe, and Bradford D. Jordan.

Bond and Money Markets

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Author :
Publisher : Butterworth-Heinemann
ISBN 13 : 0080574939
Total Pages : 1152 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Bond and Money Markets by : Moorad Choudhry

Download or read book Bond and Money Markets written by Moorad Choudhry and published by Butterworth-Heinemann. This book was released on 2003-07-04 with total page 1152 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Bond Evaluation, Selection, and Management

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1405142359
Total Pages : 664 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis Bond Evaluation, Selection, and Management by : R. Stafford Johnson

Download or read book Bond Evaluation, Selection, and Management written by R. Stafford Johnson and published by John Wiley & Sons. This book was released on 2009-02-09 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bond Evaluation, Selection, and Management synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, and explanations of cutting edge advanced topics. Focusing on concepts, models, and numerical examples, readers are provided with the tools they need to select, evaluate, and manage bonds. Provides a comprehensive exposition of bond and debt management. Covers both the fundamental and advanced topics in the field, including bond derivatives. Focuses on concepts, models, and numerical examples. Reinforces important concepts through review questions, web exercises, and practice problems in each chapter.

Advances in Mathematical Finance

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0817645454
Total Pages : 345 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Advances in Mathematical Finance by : Michael C. Fu

Download or read book Advances in Mathematical Finance written by Michael C. Fu and published by Springer Science & Business Media. This book was released on 2007-06-22 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.