Relative Value Analysis, Risk Measures and Valuation  Fabozzi, Frank J. Primary Author Mann, Steven V. Primary Author mixed material bibliography New Jersey Wiley 2010 monographic 2nd en English

Text

478p A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. 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 relative value analysis, value-at-risk measures and 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 using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding 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. rate of return fixed income securities-mathematics Fixed-income securities Risk Management 332.69780470572139 Podomoro University Digital Library 332.6 Fab i 2017.06.2272 My Library 332.6 Fab i 2017.06.2273 My Library 332.6 Fab i 2017.06.2272.jpg.jpg 1946 2017-06-05 16:09:17 2017-06-05 16:09:42 machine generated