03485nam 2200661Ia 450 991014075380332120200520144314.01-282-81711-697866128171130-470-92209-51-118-26664-10-470-92207-9(CKB)2670000000048003(EBL)589134(OCoLC)680628123(MiAaPQ)EBC589134(CaSebORM)9780470922101(Au-PeEL)EBL589134(CaPaEBR)ebr10419133(CaONFJC)MIL281711(PPN)253664993(EXLCZ)99267000000004800320100625d2010 uy 0engur|n|---|||||txtrdacontentcrdamediacrrdacarrierIntroduction to fixed income analytics[electronic resource] relative value analysis, risk measures, and valuation /Frank J. Fabozzi, Steven V. Mann2nd ed.Hoboken, N.J. Wiley20101 online resource (499 p.)Frank J. Fabozzi series ;191Includes index.0-470-57213-2 Includes bibliographical references and index.Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed SecuritiesChapter 9: Valuation of Mortgage-Backed and Asset-Backed SecuritiesChapter 10: Analysis of Convertible Bonds; Chapter 11: Total Return; Chapter 12: Measuring Interest Rate Risk; Chapter 13: Value-at-Risk Measure and Extensions; Chapter 14: Analysis of Inflation-Protected Bonds; Chapter 15: The Tools of Relative Value Analysis; Chapter 16: Analysis of Interest Rate Swaps; Chapter 17: Estimating Yield Volatility; IndexA 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 valuFrank J. Fabozzi series ;191.Fixed-income securitiesFixed-income securitiesMathematicsRate of returnRisk managementFixed-income securities.Fixed-income securitiesMathematics.Rate of return.Risk management.332.63/2Fabozzi Frank J109596Mann Steven V980046MiAaPQMiAaPQMiAaPQBOOK9910140753803321Introduction to fixed income analytics2235260UNINA