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Option Embedded Bonds
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Book Synopsis Option-embedded Bonds by : Israel Nelken
Download or read book Option-embedded Bonds written by Israel Nelken and published by Irwin Professional Publishing. This book was released on 1997 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides up-to-date fixed income information, from a skillfully balanced mix of the best minds in both the financial services industry and academia.
Book Synopsis The Handbook of Fixed Income Securities, Chapter 37 - Valuation of Bonds with Embedded Options by : Frank Fabozzi
Download or read book The Handbook of Fixed Income Securities, Chapter 37 - Valuation of Bonds with Embedded Options written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Book Synopsis The Handbook of Fixed Income Securities, Chapter 39 - OAS and Effective Duration by : Frank Fabozzi
Download or read book The Handbook of Fixed Income Securities, Chapter 39 - OAS and Effective Duration written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Book Synopsis Introduction to Option-Adjusted Spread Analysis by :
Download or read book Introduction to Option-Adjusted Spread Analysis written by and published by John Wiley & Sons. This book was released on 2007-05-01 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds How to model put and call provisions as embedded options How to distinguish the intrinsic and time components of option value How to model interest-rate volatility, future interest rates, and future bond prices How to calculate option-free price and yield How to estimate the "fair value" of a bond How to calculate implied spot and forward rates Salespeople, traders, and investors will want to read this book and keep it on their desks.
Book Synopsis Advanced Fixed Income Analysis by : Moorad Choudhry
Download or read book Advanced Fixed Income Analysis written by Moorad Choudhry and published by Elsevier. This book was released on 2015-08-28 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis Asset-Liability and Liquidity Management by : Pooya Farahvash
Download or read book Asset-Liability and Liquidity Management written by Pooya Farahvash and published by John Wiley & Sons. This book was released on 2020-06-16 with total page 1056 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asset-Liability and Liquidity Management distils the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author’s own experience in the industry. The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses. Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including: The fundamentals of analytical finance Detailed explanations of financial valuation models for a variety of products The principle of economic value of equity and value-at-risk The principle of net interest income and earnings-at-risk Liquidity risk Funds transfer pricing A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.
Book Synopsis Strategic Fixed-income Investment by : Thomas S. Y. Ho
Download or read book Strategic Fixed-income Investment written by Thomas S. Y. Ho and published by Irwin Professional Publishing. This book was released on 1990 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Fixed Income Analysis Workbook by : Jerald E. Pinto
Download or read book Fixed Income Analysis Workbook written by Jerald E. Pinto and published by John Wiley & Sons. This book was released on 2015-01-30 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text. Work topic-specific practice problems to facilitate intuitive understanding Review each topic quickly using clear chapter summaries Understand each chapter's objective to avoid missing key information Practice important methods and techniques before applying them in the real world For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.
Book Synopsis Fixed Income Analysis by : Barbara S. Petitt
Download or read book Fixed Income Analysis written by Barbara S. Petitt and published by John Wiley & Sons. This book was released on 2019-10-17 with total page 1122 pages. Available in PDF, EPUB and Kindle. Book excerpt: CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.
Book Synopsis Fixed Income Analysis by : Barbara S. Petitt
Download or read book Fixed Income Analysis written by Barbara S. Petitt and published by John Wiley & Sons. This book was released on 2015-02-06 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis is a new edition of Frank Fabozzi's Fixed Income Analysis, Second Edition that provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed income portfolios. With detailed information from CFA Institute, this guide contains comprehensive, example-driven presentations of all essential topics in the field to provide value for self-study, general reference, and classroom use. Readers are first introduced to the fundamental concepts of fixed income before continuing on to analysis of risk, asset-backed securities, term structure analysis, and a general framework for valuation that assumes no prior relevant background. The final section of the book consists of three readings that build the knowledge and skills needed to effectively manage fixed income portfolios, giving readers a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field. Readers gain critical knowledge of underlying concepts, and gain the skills they need to translate theory into practice. Understand fixed income securities, markets, and valuation Master risk analysis and general valuation of fixed income securities Learn how fixed income securities are backed by pools of assets Explore the relationships between bond yields of different maturities Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate this access to the best in professional quality information. For a deeper understanding of fixed income portfolio management practices, Fixed Income Analysis is a complete, essential resource.
Book Synopsis Duration, Convexity, and Other Bond Risk Measures by : Frank J. Fabozzi
Download or read book Duration, Convexity, and Other Bond Risk Measures written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1999-05-15 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and convexity. Whether you're a novice trader or experienced money manager, if you need to understand the interest rate risk of a portfolio Duration, Convexity and other Bond Risk Measures is the only book you'll need.
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 2010-09-23 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fully revised guide to fixed income securities that reflects current market conditions The Second Edition of Bond Evaluation, Selection, and Management combines fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This fully updated and revised edition provides you with the basics needed to understand various strategies, and explanations of cutting edge advanced topics. Focusing on essential concepts, models, and numerical examples, this book will help you quickly become familiar with the tools needed to effectively select, evaluate, and manage bonds. Covers both the fundamental and advanced topics in the field, including debt securities, bonds with embedded options, asset-backed securities, and bond derivatives Reinforces important concepts through review questions, web exercises, and practice problems in each chapter Reviews the history of the credit markets from the 1980s to the present with a retrospective look at the 2008 financial crisis Contains "Interview Boxes" consisting of questions and answers with distinguished fixed-income portfolio managers, traders, analysts, and academicians Filled with in-depth insights and practical advice, this reliable resource offers a solid foundation in understanding the complexities of evaluating and selecting bonds and other fixed income securities.
Book Synopsis Callable U.S. Treasury Bonds by : Robert R. Bliss
Download or read book Callable U.S. Treasury Bonds written by Robert R. Bliss and published by . This book was released on 1997 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Managing Credit Risk in Corporate Bond Portfolios by : Srichander Ramaswamy
Download or read book Managing Credit Risk in Corporate Bond Portfolios written by Srichander Ramaswamy and published by John Wiley & Sons. This book was released on 2003-12-01 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne.
Book Synopsis Floating-Rate Securities by : Frank J. Fabozzi
Download or read book Floating-Rate Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.
Book Synopsis Puttable and Extendible Bonds by : Salih N. Neftci
Download or read book Puttable and Extendible Bonds written by Salih N. Neftci and published by International Monetary Fund. This book was released on 2003-10-01 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by less. Their embedded options work as a cushion and replicate the trading gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative markets in developing countries and eventually increase demand for long-term government bonds. Informal evidence from OECD countries suggests that these bonds were useful in the 1980s, when interest rates were volatile.
Book Synopsis The Handbook of Fixed Income Securities, Chapter 2 - Risks Associated with Investing in Fixed Income Securities by : Frank Fabozzi
Download or read book The Handbook of Fixed Income Securities, Chapter 2 - Risks Associated with Investing in Fixed Income Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
