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Author : United States. Federal Housing Administration
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (3 download)
Download or read book Insured Mortgage Yield Tables written by United States. Federal Housing Administration and published by . This book was released on 1940 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Shenkman
Publisher : McGraw Hill Professional
ISBN 13 : 9780071376969
Total Pages : 614 pages
Book Rating : 4.3/5 (769 download)
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.
Author : Riccardo Rebonato
Publisher :
ISBN 13 : 1107165857
Total Pages : 781 pages
Book Rating : 4.1/5 (71 download)
Download or read book Bond Pricing and Yield Curve Modeling written by Riccardo Rebonato and published by . This book was released on 2018-06-07 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author : Patrick J. Brown
Publisher : Global Professional Publishi
ISBN 13 : 9781888998559
Total Pages : 112 pages
Book Rating : 4.9/5 (985 download)
Download or read book Bond Markets written by Patrick J. Brown and published by Global Professional Publishi. This book was released on 1998 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: As cross-market bond trading has increased, it has becomevital for international participants to understand themany different features that characterize the variousinternational bond markets. Of particular interest tobond traders and investors are such factors ascalculation of prices, accrued interest, yields, anddurations. Bond ......
Author : R. Stafford Johnson
Publisher : Oxford University Press, USA
ISBN 13 : 9780195301656
Total Pages : 776 pages
Book Rating : 4.3/5 (16 download)
Download or read book Introduction to Derivatives written by R. Stafford Johnson and published by Oxford University Press, USA. This book was released on 2009-01-01 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Derivatives: Options, Futures, and Swaps offers a comprehensive coverage of derivatives. The text covers a broad range of topics, including basic and advanced option and futures strategies, the binomial option pricing model, the Black-Scholes-Merton model, exotic options, binomial interest rate trees, dynamic portfolio insurance, the management of equity, currency, and fixed-income positions with derivatives, interest rate, currency, and credit default swaps, embedded options, and asset-backed securities and their derivatives. With over 300 end-of-chapter problems and web exercises, an appendix explaining Bloomberg derivative information and functions, and an accompanying software derivatives program, this book has a strong pedagogical content that will take students from a fundamental to an advanced understanding of derivatives.
Author : Katrina Avila Munichiello
Publisher : Tuttle Publishing
ISBN 13 : 9780804848992
Total Pages : 256 pages
Book Rating : 4.8/5 (489 download)
Download or read book A Tea Reader written by Katrina Avila Munichiello and published by Tuttle Publishing. This book was released on 2017-03-21 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.
Author : Montgomery Rollins
Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.F/5 ( download)
Download or read book Odd Rate Tables of Bond Values for Computing the Prices of Bonds and Other Redeemable Securities Paying Interest Semi-annually at Any Rate, for Yields from 2.90 to 6%, and Maturing in Periods from 6 Months to 50 Years written by Montgomery Rollins and published by . This book was released on 1912 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Elroy Dimson
Publisher : Princeton University Press
ISBN 13 : 140082947X
Total Pages : 352 pages
Book Rating : 4.4/5 (8 download)
Download or read book Triumph of the Optimists written by Elroy Dimson and published by Princeton University Press. This book was released on 2009-04-11 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Brilliant."—Time "By far the most important investment book in years."—Bloomberg Money "A book that belongs on every investor's bookshelf."—MSN.com An essential and authoritative account of a century of investment returns in sixteen countries—the U.S., the U.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark, and South Africa Investors have too often extrapolated from recent experience. In the 1950s, who but the most rampant optimist would have dreamt that over the next fifty years the real return on equities would be 9% per year? Yet this is what happened in the U.S. stock market. The optimists triumphed. However, as Don Marquis observed, an optimist is someone who never had much experience. In Triumph of the Optimists, renowned investment authorities Elroy Dimson, Paul Marsh, and Mike Staunton extend our experience across regions and across time. They present a comprehensive and consistent analysis of investment returns for equities, bonds, bills, currencies, and inflation, spanning sixteen countries, from the end of the nineteenth century to the beginning of the twenty-first. This is achieved in a clear and simple way, with over 130 color diagrams that make comparison easy. Crucially, the authors analyze total returns, including reinvested income. They show that some historical indexes overstate long-term performance because they are contaminated by survivorship bias and that long-term stock returns are in most countries seriously overestimated, due to a focus on periods that with hindsight are known to have been successful. The book also provides the first comprehensive evidence on the long-term equity risk premium—the reward for bearing the risk of common stocks. The authors reveal whether the United States and United Kingdom have had unusually high stock market returns compared to other countries. The book covers the U.S., the U.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark, and South Africa. Triumph of the Optimists is required reading for investment professionals, financial economists, and investors. It will be the definitive reference in the field and consulted for years to come.
Author : Francis X. Diebold
Publisher : Princeton University Press
ISBN 13 : 0691146802
Total Pages : 223 pages
Book Rating : 4.6/5 (911 download)
Download or read book Yield Curve Modeling and Forecasting written by Francis X. Diebold and published by Princeton University Press. This book was released on 2013-01-15 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1119141052
Total Pages : 407 pages
Book Rating : 4.1/5 (191 download)
Download or read book Analysing and Interpreting the Yield Curve written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2019-04-15 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
ISBN 13 : 0080574939
Total Pages : 1152 pages
Book Rating : 4.0/5 (85 download)
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
Author :
Publisher :
ISBN 13 :
Total Pages : 568 pages
Book Rating : 4.3/5 (91 download)
Download or read book Treasury Bulletin written by and published by . This book was released on 2003 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald J. Smith
Publisher : John Wiley & Sons
ISBN 13 : 1118103165
Total Pages : 288 pages
Book Rating : 4.1/5 (181 download)
Download or read book Bond Math written by Donald J. Smith and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think about and use bond math. Author Donald J. Smith, a professor at Boston University and an experienced executive trainer, covers in detail money market rates, periodicity conversions, bond yields to maturity and horizon yields, the implied probability of default, after-tax rates of return, implied forward and spot rates, and duration and convexity. These calculations are used on traditional fixed-rate and zero-coupon bonds, as well as floating-rate notes, inflation-indexed securities, and interest rate swaps. Puts bond math in perspective through discussions of bond portfolios and investment strategies. Critiques the Bloomberg Yield Analysis (YA) page, indicating which numbers provide reliable information for making decisions about bonds, which are meaningless data, and which can be very misleading to investors Filled with thought-provoking insights and practical advice, this book puts the intricacies of bond math into a clear and logical order.
Author : Moorad Choudhry
Publisher : Elsevier
ISBN 13 : 0080999417
Total Pages : 268 pages
Book Rating : 4.0/5 (89 download)
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
Author : Financial Publishing Company
Publisher :
ISBN 13 :
Total Pages : 472 pages
Book Rating : 4.F/5 ( download)
Download or read book Tables of Short Time Bond Values, Showing the Net Return from 2% to 10 % written by Financial Publishing Company and published by . This book was released on 1921 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.Christian Ebeke
Publisher : International Monetary Fund
ISBN 13 : 1513552759
Total Pages : 22 pages
Book Rating : 4.5/5 (135 download)
Download or read book Global Financial Spillovers to Emerging Market Sovereign Bond Markets written by Mr.Christian Ebeke and published by International Monetary Fund. This book was released on 2015-06-26 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of financing and reduces sovereign yields, it raises concerns about increased sensitivity of yields to shifts in market sentiment. The analysis in this paper suggests that foreign participation and an undiversified investor base transmit global financial shocks to local-currency sovereign bond markets by increasing yield volatility and, beyond a certain threshold, amplify these spillovers. These estimates are robust to a range of econometric techniques including panel smooth threshold regression.
Author : Library of Congress. Copyright Office
Publisher : Copyright Office, Library of Congress
ISBN 13 :
Total Pages : 1786 pages
Book Rating : 4.F/5 ( download)
Download or read book Catalog of Copyright Entries. Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1974 with total page 1786 pages. Available in PDF, EPUB and Kindle. Book excerpt:
