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.
Warren is investigating several relative value methodologies. Two approaches are of particular interest— primary market analysis and spread analysis. Warren is worried that the primary market is about to enter a period where the supply ...
... edited by Frank J. Fabozzi Investing in Emerging Fixed Income Markets edited by Frank J. Fabozzi and Efstathia Pilarinu Handbook of Alternative Assets by Mark J. P. Anson The Global Money Markets by Frank J. Fabozzi, Steven V. Mann, ...
If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how.
This is material that is pertinent to the investment decisions but is not freely available to those not originating the products.
The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice.
This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder.
Thoroughly updated and revised, this Second Edition includes new material on important topics such as: A practical demonstration of cubic spline methodology, useful in constructing yield curves The latest developments in the credit ...
Fixed Income Analysis for the Chartered Financial Analyst Program
Get hands-on practice and exposure to critical concepts in fixed income analysis In the fifth edition of the Fixed Income Analysis Workbook, readers will find an accessible guide to understanding the methods, metrics, and mechanics of fixed ...
Kehinde is a Nigerian woman, unsure of herself, not quite certain she has the right to be happy. With her husband, Albert, she has made a home in London, and...