Bond Markets Analysis And Strategies

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Bond Markets, Analysis, and Strategies, tenth edition

Author : Frank J. Fabozzi
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.

Bond and Money Markets

Author : Moorad Choudhry
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 Markets, Analysis, and Strategies

Author : Frank J. Fabozzi
Publisher : Prentice Hall
ISBN 13 : 9780131986435
Total Pages : 0 pages
Book Rating : 4.9/5 (864 download)

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

Download or read book Bond Markets, Analysis, and Strategies written by Frank J. Fabozzi and published by Prentice Hall. This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Target Market: Fixed Income Securities Courses or Bond Markets Courses Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios. Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives.

Advanced Bond Portfolio Management

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0471785768
Total Pages : 578 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Advanced Bond Portfolio Management by : Frank J. Fabozzi

Download or read book Advanced Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2006-03-08 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Strategic Fixed Income Investing

Author : Sean P. Simko
Publisher : John Wiley & Sons
ISBN 13 : 1118479475
Total Pages : 200 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Strategic Fixed Income Investing by : Sean P. Simko

Download or read book Strategic Fixed Income Investing written by Sean P. Simko and published by John Wiley & Sons. This book was released on 2012-12-07 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build a fixed income portfolio that will weather volatility and instability Designing a fixed income portfolio is an essential skill of any investment manager or advisor. This book outlines the critical components to successfully navigate through stable and turbulent markets, using real-life lessons from a seasoned institutional asset manager. The first section includes commentary on the changing fixed income market and overall economy, while the second section outlines the processes to navigate these ever-evolving markets including portfolio construction, the Federal Reserve, credit analysis and trade execution. Ladder Methodology is highlighted and the book discusses its pros and cons, gives examples of both well-constructed and poorly executed laddered bond portfolios and offers alternatives to traditional asset classes. Benefit from lessons learned, providing real life examples of market scenarios and trades Prepare fixed income portfolios that can weather any storm Written by Sean P. Simko, an expert on fixed income investing, who shares his investing experiences from the past 16 years Outlines the key principles of the Ladder strategy From strategy to execution, Strategic Fixed Income Investing offers the road map to help investment managers prepare portfolios that will insulate investments against adverse market conditions.

The Handbook of Mortgage-backed Securities

Author : Frank J. Fabozzi
Publisher : Oxford University Press
ISBN 13 : 0198785771
Total Pages : 831 pages
Book Rating : 4.1/5 (987 download)

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Book Synopsis The Handbook of Mortgage-backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Mortgage-backed Securities written by Frank J. Fabozzi and published by Oxford University Press. This book was released on 2016 with total page 831 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edition, revised since the subprime mortgage crisis, is designed to provide not only the fundamentals of mortgage-backed securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage of state-of-the-art strategies for capitalizing on the opportunities in this market.

Mortgage-Backed Securities

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 1118149297
Total Pages : 358 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Mortgage-Backed Securities by : Frank J. Fabozzi

Download or read book Mortgage-Backed Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2011-08-31 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berliner all have many years of experience working in the fixed-income securitization markets, and have witnessed many cycles of change in the mortgage and MBS sectors. And now, with the Second Edition of Mortgage-Backed Securities, they share their knowledge on many of the products and structuring innovations that have taken place since the financial crisis and fiscal reform. Written in a straightforward and accessible style, and containing numerous illustrations, this timely guide skillfully addresses the investment characteristics, creation, and analysis of mortgage-backed securities. Each chapter contains cutting-edge concepts that you'll need to understand in order to thrive within this arena. Discusses the dynamic interaction between the mortgage industry, home prices, and credit performance Addresses revised valuation techniques in which all non-agency MBS must be treated as credit pieces Examines the shift in this marketplace since the crisis and the impact on industry and investors Filled with in-depth insights and expert advice, Mortgage-Backed Securities, Second Edition offers you a realistic assessment of this field and outlines the products, structures, and analytical techniques you need to know about in this evolving arena.

Intermarket Technical Analysis

Author : John J. Murphy
Publisher : John Wiley & Sons
ISBN 13 : 9780471524335
Total Pages : 296 pages
Book Rating : 4.5/5 (243 download)

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Book Synopsis Intermarket Technical Analysis by : John J. Murphy

Download or read book Intermarket Technical Analysis written by John J. Murphy and published by John Wiley & Sons. This book was released on 1991-09-03 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trying to trade stock, bond, commodity and currency markets without intermarket awareness is like trying to drive a car without looking out the side and rear windows--very dangerous. In this guide to intermarket analysis, the author uses years of experience in technical analysis plus extensive charts to clearly demonstrate the interrelationshps that exist among the various market sectors and their importance. You'll learn how to use activity in surrounding markets in the same way that most people employ traditional technical indicators for directional clues. Shows the analyst how to focus outward, rather than inward, to provide a more rational understanding of technical forces at work in the marketplace.

The Complete Practitioner's Guide to the Bond Market (PB)

Author : Steven Dym
Publisher : McGraw Hill Professional
ISBN 13 : 0071713727
Total Pages : 466 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis The Complete Practitioner's Guide to the Bond Market (PB) by : Steven Dym

Download or read book The Complete Practitioner's Guide to the Bond Market (PB) written by Steven Dym and published by McGraw Hill Professional. This book was released on 2010-01-08 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, practical guidebook to bonds and the bond market Speaking directly to the practitioner, this thorough guide covers everything there is to know about bonds—from basic concepts to more advanced bond topics. The Complete Practitioner’s Guide to the Bond Market addresses the principles of the bond market and offers the tools to apply them in the real world. By tying the concepts of fixed-income products to big-picture aspects of the economy, this book prepares readers to apply specific tools and methods that will help them glean profits from the bond market.

HIGH YIELD BONDS

Author : Mark Shenkman
Publisher : McGraw Hill Professional
ISBN 13 : 9780071376969
Total Pages : 614 pages
Book Rating : 4.3/5 (769 download)

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Book Synopsis HIGH YIELD BONDS by : Mark Shenkman

Download or read book HIGH YIELD BONDS written by Mark Shenkman and published by McGraw Hill Professional. This book was released on 1999 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: HIGH-YIELD BONDS provides state-of-the-art research, strategies, and toolsÑalongside the expert analysis of respected authorities including Edward Altman of New York UniversityÕs Salomon Center, Lea Carty of MoodyÕs Investor Service, Sam DeRosa-Farag of Donaldson, Lufkin & Jenrette, Martin Fridson of Merrill Lynch & Company, Stuart Gilson of Harvard University, Robert Kricheff of CS First Boston, and Frank Reilly of the University of Notre DameÑto help you truly understand todayÕs high-yield market. For added value and ease of reference, this high-level one-volume encyclopedia is divided into seven sections detailing virtually every aspect of high-yield bond investment. They include: Market structureÑThe role of investment banks in security innovation and market development, evolution of analytical methodologies, and recent leveraged loan market developments; Security risk analysisÑHistorical bond default rates, real interest rate and default rate relationships, and new simulation methodologies for modeling credit quality; Security valuationÑImpact of seniority and security on bond pricing and return, important trading factors, and a Monte Carlo simulation methodology for valuing bonds and options in the context of correlated interest rate and credit risk; Market valuation modelsÑEconometric studies which detail the importance of monetary influences, risk-free interest rates, default rates, mutual fund flows, and seasonal fluctuations; Portfolio managementÑHistorical perspective and comparison to alternative investments, analysis of indices available to investors, and specific portfolio selection and risk management strategies of professional fund managers; Distressed security investingÑHistorical risk and return information, plus an academic overview of the market and decision criteria for uncovering and investing in securities with higher-than-average risk-adjusted returns; Corporate finance considerationsÑEmerging firmsÕ strategic choice between external debt and equity financing, as well as the choice of issuing public versus private (Rule-144a) securities. HIGH-YIELD BONDS provides extensive coverage of bond valuation and the construction and management of high-yield portfolios. Advanced Monte Carlo simulation models for the valuation of bonds and options on bonds as well as risk assessments on portfolios of bonds under conditions of correlated interest rate and credit risk are demonstrated. In todayÕs explosive environment of multiple new issues and high risk versus return relationships, it is paramount that you get advice from analysts and experts who have been influential in shaping and defining the market. HIGH-YIELD BONDS will provide you with a valuable reference to this fascinating and constantly changing class of securities, helping you assemble a stable, diversified portfolio of fixed income investments that provides the greatest returns and the lowest risks.

Fixed Income Securities

Author : Frank J. Fabozzi
Publisher : John Wiley and Sons
ISBN 13 : 0470304022
Total Pages : 480 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Fixed Income Securities by : Frank J. Fabozzi

Download or read book Fixed Income Securities written by Frank J. Fabozzi and published by John Wiley and Sons. This book was released on 2008-04-21 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition. www.wileyfinance.com

Advanced Fixed Income Analysis

Author : Moorad Choudhry
Publisher : Elsevier
ISBN 13 : 0080999417
Total Pages : 268 pages
Book Rating : 4.0/5 (89 download)

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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 268 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

Fabozzi: Bond Markets, Analysis and Strategies eBook PDF GE_o8

Author : Frank J. Fabozzi
Publisher : Pearson Higher Ed
ISBN 13 : 0273766147
Total Pages : 744 pages
Book Rating : 4.2/5 (737 download)

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Book Synopsis Fabozzi: Bond Markets, Analysis and Strategies eBook PDF GE_o8 by : Frank J. Fabozzi

Download or read book Fabozzi: Bond Markets, Analysis and Strategies eBook PDF GE_o8 written by Frank J. Fabozzi and published by Pearson Higher Ed. This book was released on 2013-11-06 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: For students enrolled in Fixed Income Securities Courses or Bond Markets Courses. An applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions' reader and instructor feedback.

Capital Markets, Fifth Edition

Author : Frank J. Fabozzi
Publisher : MIT Press
ISBN 13 : 0262029480
Total Pages : 1087 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Capital Markets, Fifth Edition by : Frank J. Fabozzi

Download or read book Capital Markets, Fifth Edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2015-10-23 with total page 1087 pages. Available in PDF, EPUB and Kindle. Book excerpt: The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for these innovations driven by the needs of investors and borrowers. The recent financial crisis offered painful lessons on the consequences of ignoring the risks associated with new financial products and strategies. This substantially revised fifth edition of a widely used text covers financial product innovation with a new emphasis on risk management and regulatory reform. Chapters from the previous edition have been updated, and new chapters cover material that reflects recent developments in financial markets. The book begins with an introduction to financial markets, offering a new chapter that provides an overview of risk—including the key elements of financial risk management and the identification and quantification of risk. The book then covers market participants, including a new chapter on collective investment products managed by asset management firms; the basics of cash and derivatives markets, with new coverage of financial derivatives and securitization; theories of risk and return, with a new chapter on return distributions and risk measures; the structure of interest rates and the pricing of debt obligations; equity markets; debt markets, including chapters on money market instruments, municipal securities, and credit sensitive securitized products; and advanced coverage of derivative markets. Each chapter ends with a review of key points and questions based on the material covered.

Bond Portfolio Management

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249366
Total Pages : 738 pages
Book Rating : 4.2/5 (493 download)

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Book Synopsis Bond Portfolio Management by : Frank J. Fabozzi

Download or read book Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-11-09 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Investing in Fixed Income Securities

Author : Gary Strumeyer
Publisher : John Wiley & Sons
ISBN 13 : 0471719714
Total Pages : 386 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Investing in Fixed Income Securities by : Gary Strumeyer

Download or read book Investing in Fixed Income Securities written by Gary Strumeyer and published by John Wiley & Sons. This book was released on 2012-07-02 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities covers a wide range of topics, including the different types of fixed income securities, their characteristics, the strategies necessary to manage a diversified portfolio, bond pricing concepts, and more, so you can make the most informed investment decisions possible.

Fixed Income Analysis

Author : Barbara S. Petitt
Publisher : John Wiley & Sons
ISBN 13 : 1118999495
Total Pages : 752 pages
Book Rating : 4.1/5 (189 download)

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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 2015-02-02 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.