Summary |
This book is the investing industry’s most authoritative, widely followed fixed income reference. Institutional and individual investors reply on the handbook for its scope and detail, along with the unquestioned global authority and expertise of its contributors.
This thoroughly revised 7th edition features updated facts and formulas for analyzing, valuing and managing fixed income instruments and their derivatives in today’s evolving marketplace including-
1. Types, features, and uses of fixed income securities
2. Active and structured portfolio management strategies
3. Basics of fixed income analytics, from bond pricing to price volatility measures
4. Lattice and Monte carlo valuation methodologies
5. Risks and risk control strategies
6. Interest rate and credit derivatives and their portfolio management applications
7. Increased converges of electronic trading, international portfolio management, mortgage-backed and asset-backed securities, collateralized debt obligations, end innovative fixed income applications
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