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TitleFixed income analysis
Author Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie ; with Robin Grieves, Gregory M. Noronha
ImprintHoboken, New Jersey : John Wiley & Sons, [2015]
Edition Third edition
Descript xxii, 714 pages : illustrations ; 26 cm


The essential guide to fixed income portfolio management, fromthe experts at CFA Fixed Income Analysis provides authoritative andup-to-date coverage of how investment professionals analyze andmanage fixed income portfolios. With detailed information from CFAInstitute, this guide contains comprehensive, example-drivenpresentations of all essential topics in the field to provide valuefor self-study, general reference, and classroom use. Readers arefirst introduced to the fundamental concepts of fixed income beforecontinuing on to analysis of risk, asset-backed securities, termstructure analysis, and a general framework for valuation thatassumes no prior relevant background. The final section of the bookconsists of three readings that build the knowledge and skillsneeded to effectively manage fixed income portfolios, givingreaders a real-world understanding of how the concepts discussedare practically applied in client-based scenarios.-- Provided by publisher


pt. I. Fixed-income essentials. Fixed-income securities: defining elements -- Fixed-income markets: issuance, trading, and funding -- Introduction to fixed-income valuation -- pt. II. Analysis of risk. Understanding fixed-income risk and return -- Fundamentals of credit analysis -- Credit analysis models -- pt. III. Asset-backed securities. Introduction to asset-backed securities -- pt. IV. Valuation. The arbitrage-free valuation framework -- Valuation and analysis: bonds with embedded options -- pt. V. Term structure analysis. The term structure and interest rate dynamics -- pt. VI. Fixed-income portfolio management. Fixed-income portfolio management - part I -- Fixed-income portfolio management - part II -- Relative-value methodologies for global credit bond portfolio management

Fixed-income securities

Chula Business School Library332.632044 P489F 2015CHECK SHELVES

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