Handbook Of Finance Valuation Financial Modeling And Quantitative Tools

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Handbook of Finance, Valuation, Financial Modeling, and Quantitative Tools

Author : Frank J. Fabozzi
Publisher : Wiley
ISBN 13 : 9780470078167
Total Pages : 896 pages
Book Rating : 4.0/5 (781 download)

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Book Synopsis Handbook of Finance, Valuation, Financial Modeling, and Quantitative Tools by : Frank J. Fabozzi

Download or read book Handbook of Finance, Valuation, Financial Modeling, and Quantitative Tools written by Frank J. Fabozzi and published by Wiley. This book was released on 2008-08-04 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume III Valuation, Financial Modeling, and Quantitative Tools contains the most comprehensive coverage of the analytical tools, risk measurement methods, and valuation techniques currently used in the field of finance. It details a variety of concepts, such as credit risk modeling, Black-Scholes option pricing, and Monte Carlo simulation, and offers practical insights on effectively applying them to real-world situations. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume I: Financial Markets and Instruments and Handbook of Finance Volume II: Investment Management and Financial Management."

Handbook of Recent Advances in Commodity and Financial Modeling

Author : Giorgio Consigli
Publisher : Springer
ISBN 13 : 3319613200
Total Pages : 323 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Handbook of Recent Advances in Commodity and Financial Modeling by : Giorgio Consigli

Download or read book Handbook of Recent Advances in Commodity and Financial Modeling written by Giorgio Consigli and published by Springer. This book was released on 2017-09-30 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis.

Handbook of Finance

Author : Frank J. Fabozzi
Publisher :
ISBN 13 : 9780470404324
Total Pages : pages
Book Rating : 4.4/5 (43 download)

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Book Synopsis Handbook of Finance by : Frank J. Fabozzi

Download or read book Handbook of Finance written by Frank J. Fabozzi and published by . This book was released on 2008-10-06 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "The Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Edited by Frank Fabozzi, this set includes valuable insights from global financial experts as well as academics with extensive experience in this field. Organized by topic, this comprehensive resource contains complete coverage of essential issues—from portfolio construction and risk management to fixed income securities and foreign exchange—and provides readers with a balanced understanding of today’s dynamic world of finance. A brief look at each volume: Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. Volume II: Investment Management and Financial Management focuses on the theories, decisions, and implementations aspects associated with both financial management and investment management. Volume III Valuation, Financial Modeling, and Quantitative Tools contains the most comprehensive coverage of the analytical tools, risk measurement methods, and valuation techniques currently used in the field of finance."

The Mathematics of Financial Models

Author : Kannoo Ravindran
Publisher : John Wiley & Sons
ISBN 13 : 1118235525
Total Pages : 344 pages
Book Rating : 4.1/5 (182 download)

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Book Synopsis The Mathematics of Financial Models by : Kannoo Ravindran

Download or read book The Mathematics of Financial Models written by Kannoo Ravindran and published by John Wiley & Sons. This book was released on 2014-08-18 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since in-depth quantitative modeling techniques are a powerful tool to understanding the drivers associated with financial problems, one would need a solid grasp of these techniques before being able to unlock their full potential of the methods used. In The Mathematics of Financial Models, the author presents real world solutions to the everyday problems facing financial professionals. With interactive tools such as spreadsheets for valuation, pricing, and modeling, this resource combines highly mathematical quantitative analysis with useful, practical methodologies to create an essential guide for investment and risk-management professionals facing modeling issues in insurance, derivatives valuation, and pension benefits, among others. In addition to this, this resource also provides the relevant tools like matrices, calculus, statistics and numerical analysis that are used to build the quantitative methods used. Financial analysts, investment professionals, risk-management professionals, and graduate students will find applicable information throughout the book, and gain from the self-study exercises and the refresher course on key mathematical topics. Equipped with tips and information, The Mathematics of Financial Models Provides practical methodologies based on mathematical quantitative analysis to help analysts, investment and risk-management professionals better navigate client issues Contains interactive tools that demonstrate the power of analysis and modeling Helps financial professionals become more familiar with the challenges across a range of industries Includes a mathematics refresher course and plenty of exercises to get readers up to speed The Mathematics of Financial Models is an in-depth guide that helps readers break through common client financial problems and emerge with clearer strategies for solving issues in the future.

The Handbook of Financial Instruments

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0471445606
Total Pages : 863 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis The Handbook of Financial Instruments by : Frank J. Fabozzi

Download or read book The Handbook of Financial Instruments written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2003-02-03 with total page 863 pages. Available in PDF, EPUB and Kindle. Book excerpt: An investor's guide to understanding and using financial instruments The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds. The Handbook of Financial Instruments explores the basic features of each instrument introduced, explains their risk characteristics, and examines the markets in which they trade. Written by experts in their respective fields, this book arms individual investors and institutional investors alike with the knowledge to choose and effectively use any financial instrument available in the market today. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Mathematical Methods for Finance

Author : Sergio M. Focardi
Publisher : John Wiley & Sons
ISBN 13 : 1118421493
Total Pages : 325 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Mathematical Methods for Finance by : Sergio M. Focardi

Download or read book Mathematical Methods for Finance written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 2013-09-04 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more Written by Sergio Focardi, one of the world's leading authors in high-level finance Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.

Financial Models with Levy Processes and Volatility Clustering

Author : Svetlozar T. Rachev
Publisher : John Wiley & Sons
ISBN 13 : 0470937262
Total Pages : 316 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis Financial Models with Levy Processes and Volatility Clustering by : Svetlozar T. Rachev

Download or read book Financial Models with Levy Processes and Volatility Clustering written by Svetlozar T. Rachev and published by John Wiley & Sons. This book was released on 2011-02-08 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails. Reviews the basics of probability distributions Analyzes a continuous time option pricing model (the so-called exponential Lévy model) Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods Studies two multivariate settings that are suitable to explain joint extreme events Financial Models with Lévy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.

Quantitative Financial Risk Management

Author : Constantin Zopounidis
Publisher : John Wiley & Sons
ISBN 13 : 1118738187
Total Pages : 455 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Quantitative Financial Risk Management by : Constantin Zopounidis

Download or read book Quantitative Financial Risk Management written by Constantin Zopounidis and published by John Wiley & Sons. This book was released on 2015-05-18 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.

Finance

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0470407352
Total Pages : 832 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Finance by : Frank J. Fabozzi

Download or read book Finance written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2009-06-09 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: FINANCE Financial managers and investment professionals need a solid foundation in finance principles and applications in order to make the best decisions in today's ever-changing financial world. Written by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Finance examines the essential elements of this discipline and makes them understandable to a wide array of individuals, from seasoned professionals looking to fine-tune their financial skills to newcomers seeking genuine guidance through the dynamic world of finance. Divided into four comprehensive parts, this reliable resource opens with an informative introduction to the basic tools of investing and financing decision-making financial mathematics and financial analysis (Part I). From here, you'll become familiar with the fundamentals of capital market theory, including financial markets, financial intermediaries, and regulators of financial activities (Part II). You'll also gain a better understanding of interest rates, bond and stock valuation, asset pricing theory, and derivative instruments in this section. Part III moves on to detail decision-making within a business enterprise. Topics touched upon here include capital budgeting that is, whether or not to invest in specific long-lived projects and capital structure. Management of current assets and risk management are also addressed. By covering the basics of investment decision-making, Part IV skillfully wraps up this accessible overview of finance. Beginning with the determination of an investment objective, this part proceeds to demonstrate portfolio theory and performance evaluation, and also takes the time to outline techniques for managing equity and bond portfolios as well as discuss the best ways to use derivatives in the portfolio management process. Filled with in-depth insights and practical advice, Finance puts this field in perspective. And while a lot of ground is covered in this book, this information will help you appreciate and understand the complex financial issues that today's companies and investors constantly face.

Handbook of Finance, Financial Markets and Instruments

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0470391073
Total Pages : 868 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Handbook of Finance, Financial Markets and Instruments by : Frank J. Fabozzi

Download or read book Handbook of Finance, Financial Markets and Instruments written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2008-11-03 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume II: Investment Management and Financial Management and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

The Basics of Finance

Author : Pamela Peterson Drake
Publisher : John Wiley & Sons
ISBN 13 : 0470877723
Total Pages : 669 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis The Basics of Finance by : Pamela Peterson Drake

Download or read book The Basics of Finance written by Pamela Peterson Drake and published by John Wiley & Sons. This book was released on 2010-07-30 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introductory guide to the world of finance The Basics of Finance is an accessible book for those who want to gain a better understanding of this field, but lack a strong business background. It covers essential concepts, tools, methods, and strategies in finance without delving too far into theory. Written by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, this reliable resource discusses everything from financial instruments and markets to portfolio management techniques, understanding and analyzing financial statements, and different types of corporate financial strategy, planning, and policy. Explores, in a basic way, topics such as cash flow analysis, asset valuation, capital budgeting, and derivatives Provides a solid foundation in the field of finance, which you can quickly build upon Explains concepts in various areas of finance without getting too complicated The Basics of Finance offers essential guidance on financial markets and institutions, corporate finance, portfolio management, risk management, and much more. If you're looking to learn more about finance, this is the best place to start.

Handbook of Financial Econometrics

Author : Yacine Ait-Sahalia
Publisher : Elsevier
ISBN 13 : 0080929842
Total Pages : 809 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Handbook of Financial Econometrics by : Yacine Ait-Sahalia

Download or read book Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 2009-10-19 with total page 809 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. - Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity - Contributors include Nobel Laureate Robert Engle and leading econometricians - Offers a clarity of method and explanation unavailable in other financial econometrics collections

Leveraged Finance

Author : Stephen J. Antczak
Publisher : John Wiley & Sons
ISBN 13 : 0470528826
Total Pages : 371 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Leveraged Finance by : Stephen J. Antczak

Download or read book Leveraged Finance written by Stephen J. Antczak and published by John Wiley & Sons. This book was released on 2009-06-10 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely guide to today’s high-yield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ranging from the basics of bonds and loans to more advanced topics such as valuing CDs, default correlations among CLOs, and hedging strategies across corporate capital structures. Additional topics covered include basic corporate credit, relative value analysis, and various trading strategies used by investors, such as hedging credit risk with the equity derivatives of a different company. Stephen Antczak, Douglas Lucas, and Frank Fabozzi present readers with real-market examples of how investors can identify investment opportunities and how to express their views on the market or specific companies through trading strategies, and examine various underlying assets including loans, corporate bonds, and much more. They also offer readers an overview of synthetic and structured products such as CDS, LCDS, CDX, LCDX, and CLOs. Leveraged Finance has the information you need to succeed in this evolving financial arena.

Financial Behavior

Author : Harold Kent Baker
Publisher : Oxford University Press
ISBN 13 : 0190269995
Total Pages : 681 pages
Book Rating : 4.1/5 (92 download)

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Book Synopsis Financial Behavior by : Harold Kent Baker

Download or read book Financial Behavior written by Harold Kent Baker and published by Oxford University Press. This book was released on 2017 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Behavior provides a synthesis of the theoretical and empirical literature on the financial behavior of major stakeholders, financial services, investment products, and financial markets. With diverse concepts and topics, the book brings together noted scholars and practitioners so readers can gain an in-depth understanding about cognitive and emotional biases that influence various financial decisions from experts from around the world.

Foundations and Applications of the Time Value of Money

Author : Pamela Peterson Drake
Publisher : John Wiley & Sons
ISBN 13 : 0470526025
Total Pages : 324 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Foundations and Applications of the Time Value of Money by : Pamela Peterson Drake

Download or read book Foundations and Applications of the Time Value of Money written by Pamela Peterson Drake and published by John Wiley & Sons. This book was released on 2009-07-30 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive coverage of the time value of money In this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usually presented as part of overviews given in other general finance books. Various TVM concepts and theories are discussed, with the authors offering many examples throughout each chapter that serve to reinforce the tools and techniques covered. Problems and detailed solutions-demonstrated using two different financial calculators, as well as Excel-are also provided at the end of each chapter, while glossary terms are provided in an appendix to familiarize you with basic terms. Provides the basic foundations of the time value of money Covers issues ranging from an introduction of financial mathematics to calculating present/future values and understanding loan amortization Contains problem/solution sets throughout, so you can test your knowledge of the topics discussed Understanding the time value of money is essential, and this reliable resource will help you gain a firm grasp of its many aspects and its real-world applications.

The Complete Guide to Capital Markets for Quantitative Professionals

Author : Alex Kuznetsov
Publisher : McGraw Hill Professional
ISBN 13 : 0071709525
Total Pages : 576 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis The Complete Guide to Capital Markets for Quantitative Professionals by : Alex Kuznetsov

Download or read book The Complete Guide to Capital Markets for Quantitative Professionals written by Alex Kuznetsov and published by McGraw Hill Professional. This book was released on 2006-11-22 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Complete Guide to Capital Markets for Quantitative Professionals is a comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry. It is written in a clear, conversational style and requires no prior knowledge of either finance or financial analytics. The book begins by discussing the operation of the financial industry and the business models of different types of Wall Street firms, as well as the job roles those with technical backgrounds can fill in those firms. Then it describes the mechanics of how these firms make money trading the main financial markets (focusing on fixed income, but also covering equity, options and derivatives markets), and highlights the ways in which quantitative professionals can participate in this money-making process. The second half focuses on the main areas of Wall Street technology and explains how financial models and systems are created, implemented, and used in real life. This is one of the few books that offers a review of relevant literature and Internet resources.

Fixed Income Relative Value Analysis

Author : Doug Huggins
Publisher : John Wiley & Sons
ISBN 13 : 1118477219
Total Pages : 389 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Fixed Income Relative Value Analysis by : Doug Huggins

Download or read book Fixed Income Relative Value Analysis written by Doug Huggins and published by John Wiley & Sons. This book was released on 2013-05-20 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Taking a practitioner’s point of view, the book presents the theory behind market analysis in connection with tools for finding and expressing trade ideas. The extensive use of actual market examples illustrates the ways these analytic tools can be applied in practice. The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades, with appropriate analysis tools for each category. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts. Fixed Income Relative Value Analysis provides an insightful presentation of the relevant statistical and financial theories, a detailed set of statistical and financial tools derived from these theories, and a multitude of actual trades resulting from the application of these tools to the fixed income markets. As such, it’s an indispensable guide for relative value analysts, relative value traders, and portfolio managers for whom security selection and hedging are part of the investment process.