Fixed-Income Securities and Derivatives Handbook
| Author | : | |
| Rating | : | 4.94 (993 Votes) |
| Asin | : | 1576603342 |
| Format Type | : | paperback |
| Number of Pages | : | 475 Pages |
| Publish Date | : | 2014-12-29 |
| Language | : | English |
DESCRIPTION:
In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligationsCovers bond mathematics, pricing and yield analytics, and term structure modelsIncludes a new chapter on credit analysis and the different metrics used to measure bond-relative valueContains illustrative case studies and real-world examples of the topics touched upon throughout the bookWritten in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.. The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today
An accessible and well-written book that will appeal to both practitioners and academics with an interest in this subject. -- Richard Pereira, Structurer, Asset Finance Group, Nomura International plcSkillfully combines intuitive rationale with mathematical thoroughness to provide a clear exposition of cutting edge techniques used in the marketplace. Haris Kessaris, Equity Derivatives, KBC Financial Products, London. -- Dr
"Really good for newbie" according to Yanpeng Guo. By saying newbie, I mean at least you should know some basic terminology like duration, convexity, interest rake risk, etc. It's really for those who have some basic knowledge on fixed income securiteis and want to explore more in depth. I personally read some chapters from Fabozzi's handbook, and feel like it's not very technical oriented and I prefer this one.Haven't finis. "Good introduction but not enough depth" according to Matt. Explanations are a bit rushed. I wish the author took more time to explain the logic behind some of the equations.. Marija Nikolikj said Horrible book-don't waste your money. Before purchasing this book, I read some positive reviews for it and I also needed it as a compulsory book for my master programme, so the choice was obvious. What a dissapointment. This is the last book you will ever get clear about or understand anything , absolutely anything about Fixed Income. There are just a few (at most 10 ) examples in a book of 500 pages, lots of de