Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field.
2For example, see Francis A. Longstaff, Sanjay Mithal, and Eric Neis, “Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market,” Journal of Finance, vol. 60, no. 5, October 2005:2213–2253.
Although the Lehman Brothers US Corporate Bond Index is the benchmark for the Coughlin funds, Warren is not certain that the index is appropriate for Hanover-Green. He compiled the data given in Exhibit 1 as a step toward deciding what ...
This vital guide contains a wealth of example- driven presentations of all the essential topics, making it useful for self-study, general reference, and classroom use.
Fixed Income Analysis
... Derivatives, Risk Management, and Financial Analysis Under SFAS 133. His book Bond Math: The Theory behind the Formulas was published by Wiley Finance in July 2011; the second edition is due to be published in November 2014. Donald R ...
This book, valuable for self-study as well as for general reference, provides complete coverage of the most important issues in fixed income analysis.
This book, valuable for self-study as well as for general reference, provides complete coverage of the most important issues in fixed income analysis.