Fixed Income Portfolio Analytics
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Fixed Income Portfolio Analytics
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Author : David Jamieson Bolder
language : en
Publisher: Springer
Release Date : 2015-02-02
Fixed Income Portfolio Analytics written by David Jamieson Bolder and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-02 with Business & Economics categories.
The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.
Fixed Income Analysis
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Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2015-01-30
Fixed Income Analysis written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-30 with Business & Economics categories.
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.
Fixed Income Analysis Workbook
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Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-17
Fixed Income Analysis Workbook written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Business & Economics categories.
THE THOROUGHLY REVISED AND UPDATED FOURTH EDITION OF THE COMPANION WORKBOOK TO FIXED INCOME ANALYSIS Now in its fourth edition, the Fixed Income Analysis Workbook offers a range of practical information and exercises that will enhance your understanding of the tools, strategies, and techniques associated with fixed-income portfolio management. Written by a team of knowledgeable contributors, this hands-on resource helps busy professionals and those new to the discipline apply the concepts and methodologies that are essential for mastery. The Workbook is an accessible guide for understanding the metrics, methods, and mechanics as applied in the competitive world of fixed-income analysis. It also provides a stress-free way to practice the tools and techniques described in the companion text. The Fixed Income Analysis Workbook includes information and exercises to help you: Work real-world problems associated with fixed-income risk and return Review the fundamentals of asset-backed securities Comprehend the principles of credit analysis Understand the arbitrage-free valuation framework Practice important methods and techniques before applying them in actual situations The fourth edition provides updated coverage of fixed income portfolio management including detailed applications of liability-driven and index-based strategies, exposure to the major types of yield curve strategies, and practical approaches to implementing active credit strategies. For anyone who wants a more solid understanding of fixed-income portfolio management, the Fixed Income Analysis Workbook is a comprehensive and practical resource.
Introduction To Fixed Income Analysis And Portfolio Management
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Author : Frank J. Fabozzi
language : en
Publisher: MIT Press
Release Date : 2025-01-21
Introduction To Fixed Income Analysis And Portfolio Management written by Frank J. Fabozzi and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-21 with Business & Economics categories.
A concise but comprehensive introduction to fixed income analysis for undergraduate and graduate students. Offering more concise and less technical coverage of the material featured in the classic text Bond Markets, Analysis, and Strategies, this streamlined book is rightsized for a one-semester fixed-income course. In accessible terms, Frank Fabozzi describes the sectors of the fixed-income market, details how to value fixed-income instruments, and shows how to measure interest rate risk and how to manage a fixed income portfolio. Key concepts are illustrated with extensive examples and exercises, and end-of-chapter questions invite further research. The result is an incisive but approachable introduction to fixed-income analysis for undergraduate finance and business students. Comprehensive coverage of fixed-income markets Easy-to-understand framing of mathematical concepts accommodates a wide readership with varying levels of mathematical expertise Extensive illustrations and examples animate analytical chapters Written by an expert with deep experience in the asset management industry and the classroom Pragmatic modular structuring of content enables adaptability to different curricula Instructor resources available
Portfolio Analytics
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Author : Wolfgang Marty
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-19
Portfolio Analytics written by Wolfgang Marty and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-19 with Business & Economics categories.
This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.
Fixed Income Analysis
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Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-22
Fixed Income Analysis written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-22 with Business & Economics categories.
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.
Professional Perspectives On Fixed Income Portfolio Management Volume 1
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Author : Frank J. Fabozzi
language : en
Publisher: Wiley
Release Date : 2000-06-15
Professional Perspectives On Fixed Income Portfolio Management Volume 1 written by Frank J. Fabozzi and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-06-15 with Business & Economics categories.
In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.
Portfolio Construction And Analytics
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2016-04-11
Portfolio Construction And Analytics written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-11 with Business & Economics categories.
A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity.
Professional Investor
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Author :
language : en
Publisher:
Release Date : 2008
Professional Investor written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Investment analysis categories.
The Handbook Of Fixed Income Securities Eighth Edition
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Author : Frank J. Fabozzi
language : en
Publisher: McGraw Hill Professional
Release Date : 2011-12-30
The Handbook Of Fixed Income Securities Eighth Edition written by Frank J. Fabozzi and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-30 with Business & Economics categories.
The Definitive Guide to Fixed Income Securities—Revised and Updated for the New Era of Investing For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks. This completely revised and expanded eighth edition contains 31 new chapters that bring you up to date on the latest products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. Among the world’s leading authorities on the subject, Frank J. Fabozzi, along with Steven V. Mann, has gathered a powerful global team of leading experts to provide you with the newest and best techniques for taking advantage of this market. New topics include: Electronic trading Macro-economic dynamics and the corporate bond market Leveraged loans Structured and credit-linked notes Exchange-traded funds Covered bonds Collateralized loan obligations Risk analysis from multifactor fixed income models High-yield bond portfolio management Distressed structured credit securities Hedge fund fixed income strategies Credit derivatives valuation and risk Tail risk hedging Principles of performance attribution Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequaled in the expertise and authority of its contributors, this all-new edition of The Handbook of Fixed Income Securities delivers the information and knowledge you need to stay on top of the market and ahead of the curve.