October 2010
Beginner
496 pages
12h 25m
English
book
Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition
by Frank J. Fabozzi, Steven V. Man
Overview
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
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