The Handbook of Fixed Income Securities - Rilegato

Fabozzi, Frank

Rilegato

ISBN 10: 0071440992 ISBN 13: 9780071440998

Casa editrice: McGraw-Hill Education, 2005

Riassunto

The world's #1 fixedincome book, now with21 all-new chapters

The Handbook of Fixed Income Securitiesoccupies the top spot as the most authoritative,widely read reference in the globalfixed income marketplace. First published in1983, this comprehensive survey of currentknowledge features contributions fromleading academics and practitioners and hascarved out a niche that cannot and will notbe equaled by any other single sourcebook.

Now, the thoroughly revised and updatedseventh edition gives finance professionalsthe facts and formulas they need to competein today's transformed marketplace. Itplaces increased emphasis on applications,electronic trading, and global portfoliomanagement, and features new chapters ontopics including:

• Eurobonds
• Emerging market debt
• Credit risk modeling
• Synthetics
• CDOs
• Transition management
• And many more

Su questo libro

Informazioni sull'autore

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Dalla quarta di copertina

The world's most trusted fixed income resource for more than two decades, now substantially revised and updated

The Handbook of Fixed Income Securities is the investing industry's most authoritative, widely followed fixed income reference. Institutional and individual investors have learned to rely on the handbook for its scope and detail, along with the unquestioned global authority and expertise of its contributors.

This thoroughly revised seventh edition features updated facts and formulas for analyzing, valuing, and managing fixed income instruments and their derivatives in today's evolving marketplace, including:

• Types, features, and uses of fixed income securities
• Risks and risk control strategies
• Basics of fixed income analytics, from bond pricing to price volatility measures
• Binomial and Monte Carlo valuation methodologies
• Active and structured portfolio management strategies
• Interest rate and credit derivatives and their portfolio management applications
• Increased coverage of electronic trading, international portfolio management, mortgage-backed and asset-backed securities, collateralized debt obligations, and innovative fixed income applications

The Handbook of Fixed Income Securities, Seventh Edition, is the most all-inclusive, up-to-date source available for fixed income facts and analyses. Its valuable perspective and insights will help you enhance investment returns and avoid poor performance in the fixed income market.

Since 1983, through six previous editions, The Handbook of Fixed Income Securities has been the essential reference for institutional investors, portfolio managers, financial analysts, and virtually anyone requiring access to the latest, most authoritative information on the global fixed income marketplace. But an unprecedented number of new products and approaches has brought dramatic new opportunities and risks to that marketplace.

In the substantially revised seventh edition of this investment classic, leading fixed income authority Frank Fabozzi with the assistance of Steven Mann once again teams with the world's top fixed income experts to provide you with insights and details on contemporary fixed income vehicles and strategies. New and updated topics include:

Bond primary and secondary markets

Calculating investment returns

Forward rates

Eurobonds

Emerging market debt

Stable value investments

Mortgages and mortgage-backed securities

Agency mortgage pass-through securities

Collateralized mortgage obligations

Residential asset-backed securities

Securities backed by credit card receivables

Cash-collateralized debt obligations

Synthetic CDOs

Credit risk modeling

Rating agency approach to structured finance

Yield-curve analysis

The market yield curve and fitting the term structure of interest rates

Hedging interest-rate risk with term-structure factor models

Quantitative management of benchmarked portfolios

Financing positions in the bond market

Transition management

Credit derivatives

The Handbook of Fixed Income Securities, Seventh Edition, equips you with a comprehensive overview of all fixed income securities and strategies and continues to be the investment industry's most accessible and all-inclusive resource. Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequalled in the expertise and authority of its contributors, this concise, complete explanation of fixed income securities and applications delivers the data and knowledge investment professionals need and remains the one fixed income answer book to have within reach at all times.

Dettagli dell'edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 0071440992
• ISBN 13: 9780071440998
• Rilegatura: Copertina rigida
• Numero di pagine: 1495
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; 0039 0245774342; ufficio.anagrafiche@meli.it; ; Via Verdi, 8.; Assago Milano; 20090; Italia