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Fixed Income Analysis 4th edition by Barbara Petitt 9781119627289 1119627281

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Fixed Income Analysis 4th edition Edition Barbara S Petitt Digital Instant Download

Author(s): Barbara S Petitt
ISBN(s): 9781119627289, 1119627281
Edition: 4th edition
File Details: PDF, 13.85 MB
Year: 2019
Language: english
SKU: EB-10564172 Category: Tag:

Fixed Income Analysis 4th edition by Barbara Petitt  – Ebook PDF Instant Download/Delivery:9781119627289, 1119627281
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ISBN 10: 1119627281
ISBN 13: 9781119627289 
Author: Barbara S Petitt

THE THOROUGHLY REVISED AND UPDATED FOURTH EDITION OF THE COMPANION WORKBOOK TO FIXED INCOME ANALYSIS

Now in its fourth edition, the Fixed Income Analysis Workbook offers a range of practical information and exercises that will enhance your understanding of the tools, strategies, and techniques associated with fixed-income portfolio management. Written by a team of knowledgeable contributors, this hands-on resource helps busy professionals and those new to the discipline apply the concepts and methodologies that are essential for mastery.

The Workbook is an accessible guide for understanding the metrics, methods, and mechanics as applied in the competitive world of fixed-income analysis. It also provides a stress-free way to practice the tools and techniques described in the companion text. The Fixed Income Analysis Workbook includes information and exercises to help you:

  • Work real-world problems associated with fixed-income risk and return
  • Review the fundamentals of asset-backed securities
  • Comprehend the principles of credit analysis
  • Understand the arbitrage-free valuation framework
  • Practice important methods and techniques before applying them in actual situations

The fourth edition provides updated coverage of fixed income portfolio management including detailed applications of liability-driven and index-based strategies, exposure to the major types of yield curve strategies, and practical approaches to implementing active credit strategies.

For anyone who wants a more solid understanding of fixed-income portfolio management, the Fixed Income Analysis Workbook is a comprehensive and practical resource.

Fixed Income Analysis 4th Table of contents:

CHAPTER 2

  • Primary and Secondary Bond Markets

  • Sovereign Bonds

  • Structured Financial Instruments

  • Summary

CHAPTER 3

  • Practice Problems

CHAPTER 4

  • Residential Mortgage Loans

  • Non-Mortgage Asset-Backed Securities

  • Summary

CHAPTER 5

  • Understanding Fixed Income Risk and Return

  • Interest Rate Risk on Fixed-Rate Bonds

  • Interest Rate Risk and the Investment Horizon

  • Credit and Liquidity Risk

CHAPTER 6

  • Rating Agencies, Credit Ratings, and Their Role in the Debt Markets

  • Corporate Debt Securities

  • Yields and Spreads

  • Special Considerations of High-Yield Sovereign and Non-Sovereign Bonds

  • Summary

CHAPTER 7

  • Traditional Theories of the Term Structure of Interest Rates

  • Yield Curve Factor Models

  • Summary

CHAPTER 8

  • Monte Carlo Method

  • Valuation and Analysis of Bonds with Embedded Options

  • Valuation and Analysis of Callable and Putable Bond

CHAPTER 9

  • Interest Rate Risk of Bonds with Embedded Options

  • Valuation and Analysis of Capped and Floored Floating Rate Bonds

  • Bond Analytics

CHAPTER 10

  • Credit Scores and Credit Ratings

  • Valuing Risky Bonds in an Arbitrage-Free Framework

  • Interpreting Changes in Credit Spreads

  • The Term Structure of Credit Spreads

  • Credit Analysis for Securitized Debt

CHAPTER 11

  • Basics of Valuation and Pricing

  • Applications of CDS

  • Summary

PART III

  • Overview of Fixed-Income Portfolio Management

  • Fixed-Income Mandates

  • Bond Market Liquidity

  • Leverage

  • Summary

CHAPTER 13

  • Interest Rate Immunization: Managing the Interest Rate Risk

  • Liability-Driven Investing: An Example of a Defined Benefit Pension Plan

  • Risks in Liability-Driven Investing

  • Formulating a Portfolio Positioning Strategy Given a Market View

  • Inter-Market Curve Strategies

  • Comparing the Performance of Various Duration-Neutral Portfolios

  • A Framework for Evaluating Yield Curve Trades

CHAPTER 15

  • Glossary

  • About the Editors

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