Introduction to Fixed Income Analytics : Relative Value Analysis, Risk Measures and Valuation

  • ISBN 13:


  • ISBN 10:


  • Edition: 2nd
  • Format: Hardcover
  • Copyright: 10/12/2010
  • Publisher: Wiley

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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A comprehensive introduction to the key concepts of fixed income analyticsThe First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to tie Bloomberg screens into its analysis. Since it's publication over eight years ago, major changes have taken place in the markets.That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on risk value analysis and risk measures and valuation, as well as information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions of Bloomberg screen presentations Covers important analytical concepts used by portfolio managersUnderstanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.

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