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Author : Livingston G. Douglas
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.47/5 ( download)
Download or read book Bond Risk Analysis written by Livingston G. Douglas and published by Prentice Hall. This book was released on 1990 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vineer Bhansali
Publisher : McGraw Hill Professional
ISBN 13 : 0071713255
Total Pages : 321 pages
Book Rating : 4.52/5 ( download)
Download or read book Bond Portfolio Investing and Risk Management written by Vineer Bhansali and published by McGraw Hill Professional. This book was released on 2010-09-17 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn the fine art of risk measurement and control—from a senior member of PIMCO! Bond Portfolio Investing and Risk Management is designed for one purpose—to help you do the most important part of your job. A top player in the upper echelon of PIMCO, Vineer Bhansali understands the nuances and complexities of managing risk in fixed-income investing better than anyone. In this highly practical guide, he puts his years of experience and the latest research to work in order to help you contend with such issues as: Liquidity and stress risks Asset allocation Market anomalies Cross-market relationships Tail-risk measurement Cyclical returns Macroeconomic data Bond Portfolio Investing and Risk Management details the tools used to offset risk, including their advantages and drawbacks, and explains when to use each one. Bhansali provides practical investment techniques to give you a firm handle on the value and risk of a fixed-income instrument.
Author : Sanjay K. Nawalkha
Publisher : John Wiley & Sons
ISBN 13 : 0471737445
Total Pages : 429 pages
Book Rating : 4.45/5 ( download)
Download or read book Interest Rate Risk Modeling written by Sanjay K. Nawalkha and published by John Wiley & Sons. This book was released on 2005-05-31 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Author : Livingston G. Douglas
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 664 pages
Book Rating : 4.05/5 ( download)
Download or read book Yield Curve Analysis written by Livingston G. Douglas and published by Prentice Hall. This book was released on 1988 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened volatility, especially -- requires a firm foundation in the precepts underlying the behavior of fixed-income investments. This book answers that need by presenting a comprehensive analysis of the two primary concepts: risk and return. Its four major sections develop and apply these concepts clearly and progressively, with outline and summary aids to enhance understanding and ample illustrations to reinforce the explanations.
Author : Gregory Connor
Publisher : Princeton University Press
ISBN 13 : 1400835291
Total Pages : 400 pages
Book Rating : 4.94/5 ( download)
Download or read book Portfolio Risk Analysis written by Gregory Connor and published by Princeton University Press. This book was released on 2010-03-15 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.
Author : David W. Blackwell
Publisher : John Wiley & Sons
ISBN 13 : 0470000104
Total Pages : 516 pages
Book Rating : 4.06/5 ( download)
Download or read book Modern Financial Markets written by David W. Blackwell and published by John Wiley & Sons. This book was released on 2006-12-18 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Throughout this concise, accessible book, readers will quickly learn the fundamental concepts of managerial finance while discovering how things really work. The material is explained using an intuitive theoretical context, providing them with a richer understanding of the material and better insights into solving problems. Finance concepts are covered in a common sense manner and the use of mathematical jargon is minimized. The unifying theme for the book is the concept of valuation since it is the most fundamental concept in finance. The authors define and discuss value in terms of net present value (NPV).
Author : Srichander Ramaswamy
Publisher : John Wiley & Sons
ISBN 13 : 0471488321
Total Pages : 256 pages
Book Rating : 4.23/5 ( download)
Download or read book Managing Credit Risk in Corporate Bond Portfolios written by Srichander Ramaswamy and published by John Wiley & Sons. This book was released on 2004-03-29 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.
Author : Mohamed Ariff
Publisher :
ISBN 13 : 9789673445011
Total Pages : 256 pages
Book Rating : 4.1X/5 ( download)
Download or read book Handbook of Investable World Bond Markets written by Mohamed Ariff and published by . This book was released on 2016 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Byron Silvers
Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.06/5 ( download)
Download or read book An Alternative Analysis of Bond Risk written by John Byron Silvers and published by . This book was released on 1971 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Barbara S. Petitt
Publisher : John Wiley & Sons
ISBN 13 : 1119029767
Total Pages : 752 pages
Book Rating : 4.62/5 ( download)
Download or read book Fixed Income Analysis written by Barbara S. Petitt and published by John Wiley & Sons. This book was released on 2015-02-06 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis is a new edition of Frank Fabozzi's Fixed Income Analysis, Second Edition that provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed income portfolios. With detailed information from CFA Institute, this guide contains comprehensive, example-driven presentations of all essential topics in the field to provide value for self-study, general reference, and classroom use. Readers are first introduced to the fundamental concepts of fixed income before continuing on to analysis of risk, asset-backed securities, term structure analysis, and a general framework for valuation that assumes no prior relevant background. The final section of the book consists of three readings that build the knowledge and skills needed to effectively manage fixed income portfolios, giving readers a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field. Readers gain critical knowledge of underlying concepts, and gain the skills they need to translate theory into practice. Understand fixed income securities, markets, and valuation Master risk analysis and general valuation of fixed income securities Learn how fixed income securities are backed by pools of assets Explore the relationships between bond yields of different maturities Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate this access to the best in professional quality information. For a deeper understanding of fixed income portfolio management practices, Fixed Income Analysis is a complete, essential resource.
