Debt Markets and Investments
Herausgeber: Baker, H Kent; Spieler, Andrew C; Filbeck, Greg
Debt Markets and Investments
Herausgeber: Baker, H Kent; Spieler, Andrew C; Filbeck, Greg
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This book examines the dynamic world of debt markets, products, valuation, and analysis. It also provides an in-depth understanding about this subject from experts in the field, both practitioners and academics. This volume spans the gamut from theoretical to practical and offers a useful balance of detailed and user-friendly coverage.
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This book examines the dynamic world of debt markets, products, valuation, and analysis. It also provides an in-depth understanding about this subject from experts in the field, both practitioners and academics. This volume spans the gamut from theoretical to practical and offers a useful balance of detailed and user-friendly coverage.
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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Hurst & Co.
- Seitenzahl: 832
- Erscheinungstermin: 5. September 2019
- Englisch
- Abmessung: 239mm x 165mm x 56mm
- Gewicht: 1315g
- ISBN-13: 9780190877439
- ISBN-10: 019087743X
- Artikelnr.: 55460146
- Verlag: Hurst & Co.
- Seitenzahl: 832
- Erscheinungstermin: 5. September 2019
- Englisch
- Abmessung: 239mm x 165mm x 56mm
- Gewicht: 1315g
- ISBN-13: 9780190877439
- ISBN-10: 019087743X
- Artikelnr.: 55460146
H. Kent Baker, CFA, CMA, is a University Professor of Finance in the Kogod School of Business at American University. He is an award-winning author/editor of 31 books and more than 180 refereed articles. Professor Baker holds a BSBA from Georgetown University; M.Ed., MBA, and DBA degrees from the University of Maryland; and an MA, MS, and two PhDs from American University. Greg Filbeck, CFA, FRM, CAIA, CIPM, and PRM, is a Samuel P. Black III Professor of Finance and Risk Management at Penn State Behrend and serves as the Director for the Black School of Business. Professor Filbeck has authored or edited 10 books and published more than 95 refereed academic journal articles. He received a BS from Murray State University; an MS from Penn State University, and a DBA (finance) from the University of Kentucky. Andrew C. Spieler, CFA, FRM and CAIA, is a Professor of Finance in the Frank G. Zarb School of Business at Hofstra University. Professor Spieler has authored over 40 scholarly articles and book chapters. In addition, he has received two "Researcher of the Year" and two "Teacher of the Year" awards. He received a BS from Binghamton University, MBA from Binghamton University, MS from Indiana University and PhD from Binghamton University.
* Table of Contents
* Chapter 1: Debt Markets and Investments: An Overview
* H. Kent Baker, Greg Filbeck, Andrew C. Spieler
* Chapter 2: Debt Fundamentals and Indices
* Ryan J. Dodge, Steven T. Petra, Andrew C. Spieler
* Chapter 3: Interest Rate Risk, Measurement, and Management
* Tom Barkley
* Chapter 4: Other Risks Associated with Debt Securities
* Randolph D. Nordby
* Chapter 5: Government Debt
* Keith Pareti, Rob Kennedy
* Chapter 6: Municipal Bonds
* Xiaohu Deng, Christopher Goebert, Gershon Morgulis, Isaac Yates
* Chapter 7: Corporate Bond Markets
* Kelly E. Carter
* Chapter 8: Securitized Debt Markets
* Senay Agca, Saiyid S. Islam
* Chapter 9: Derivatives Markets
* Halil Kiymaz, Koray D. Simsek
* Chapter 10: Short-Term Funding and Financing Alternatives
* Benjamin Aguilar, Alit Jain, Kevin Neaves
* Chapter 11: Private Debt Markets
* Douglas Cumming, Grant Fleming, Zhangxin (Frank) Liu
* Chapter 12: Yield Curves, Swap Curves, and Term Structure of Interest
Rates
* Tom P. Davis, Dmitri Mossessian
* Chapter 13: Models of the Yield Curve and Term Structure
* Tom P. Davis, Dmitri Mossessian
* Chapter 14: International Bonds
* Soutonnoma Ouedraogo, David Scofield, Garrett C. Smith
* Chapter 15: Floating Rate Notes
* Aby Abraham, John Casares, Jibran Ali Shah
* Chapter 16: Bonds with Embedded Options
* Christopher J. Barnes, Gaurav Gupta, Joseph F. Abinanti
* Chapter 17: Bond Mutual Funds, Closed-end Bond Funds, and
Exchange-Traded Funds
* Halil Kiymaz, Koray D. Simsek
* Chapter 18: Other Bond Products: Social Impact Bonds, Death Bonds,
Catastrophe Bonds, Green Bonds, and Covered Bonds
* Erik Devos, Robert Karpowicz, Andrew C. Spieler
* Chapter 19: Inflation-Linked Bonds
* John Lettieri, Gerald O'Donnell, Seow-eng Ong, Desmond Tsang
* Chapter 20: Securitization Process
* Mark Ferguson, Joseph McBride, Kevin Tripp
* Chapter 21: Mortgage-Backed Securities
* Mingwei Liang, Milena Petrova
* Chapter 22: Asset-Backed Securities
* Massimo Guidolin, Manuela Pedio
* Chapter 23: Collateralized Debt Obligations, Collateralized Bond
Obligations, and Collateralized Loan Obligations
* Robert Eckrote, Christopher Milliken, Eshan Nikbakht, Andrew C.
Spieler
* Chapter 24: Factors Affecting Bond Pricing and Valuation
* Mark Wu, Xiang Gao, Bob Wieczorek
* Chapter 25: Valuing and Analyzing Bond with Embedded Options
* Yiying Cheng
* Chapter 26: Valuing and Analyzing Mortgage-Backed and Asset-Backed
Securities
* Matthew Dyer
* Chapter 27: Valuing and Analyzing Fixed Income Derivatives
* Koray D. Simsek, Halil Kiymaz
* Chapter 28: Credit Analysis and Ratings
* Peter Dadalt, Michael Gueli, Rafay Khalid, Ling Zhang
* Chapter 29: Bond Auctions
* Mark Wu, Patrick Herb, Shishir Paudel
* Chapter 30: Bond Accounting
* Oluwa Seyi Adebayo Awoga
* Chapter 31: High Yield Bonds:
* Byron C. Barnes, Tony Calenda, Elvis Rodriguez
* Chapter 32: Distressed Debt
* Seoyoung Kim
* Chapter 33: Microstructure of Fixed Income Trading
* Matthew John Jerabeck, Marc Perkins, David Petruzzellis
* Chapter 34: Debt Investment Strategies
* Steven Cosares, Taylor Riggs, Andrew C. Spieler
* Chapter 35: Debt Portfolio Management
* Zachary Jersky, He Li
* Chapter 36: Debt Trends and Future Outlook
* Dianna Preece
* Chapter 1: Debt Markets and Investments: An Overview
* H. Kent Baker, Greg Filbeck, Andrew C. Spieler
* Chapter 2: Debt Fundamentals and Indices
* Ryan J. Dodge, Steven T. Petra, Andrew C. Spieler
* Chapter 3: Interest Rate Risk, Measurement, and Management
* Tom Barkley
* Chapter 4: Other Risks Associated with Debt Securities
* Randolph D. Nordby
* Chapter 5: Government Debt
* Keith Pareti, Rob Kennedy
* Chapter 6: Municipal Bonds
* Xiaohu Deng, Christopher Goebert, Gershon Morgulis, Isaac Yates
* Chapter 7: Corporate Bond Markets
* Kelly E. Carter
* Chapter 8: Securitized Debt Markets
* Senay Agca, Saiyid S. Islam
* Chapter 9: Derivatives Markets
* Halil Kiymaz, Koray D. Simsek
* Chapter 10: Short-Term Funding and Financing Alternatives
* Benjamin Aguilar, Alit Jain, Kevin Neaves
* Chapter 11: Private Debt Markets
* Douglas Cumming, Grant Fleming, Zhangxin (Frank) Liu
* Chapter 12: Yield Curves, Swap Curves, and Term Structure of Interest
Rates
* Tom P. Davis, Dmitri Mossessian
* Chapter 13: Models of the Yield Curve and Term Structure
* Tom P. Davis, Dmitri Mossessian
* Chapter 14: International Bonds
* Soutonnoma Ouedraogo, David Scofield, Garrett C. Smith
* Chapter 15: Floating Rate Notes
* Aby Abraham, John Casares, Jibran Ali Shah
* Chapter 16: Bonds with Embedded Options
* Christopher J. Barnes, Gaurav Gupta, Joseph F. Abinanti
* Chapter 17: Bond Mutual Funds, Closed-end Bond Funds, and
Exchange-Traded Funds
* Halil Kiymaz, Koray D. Simsek
* Chapter 18: Other Bond Products: Social Impact Bonds, Death Bonds,
Catastrophe Bonds, Green Bonds, and Covered Bonds
* Erik Devos, Robert Karpowicz, Andrew C. Spieler
* Chapter 19: Inflation-Linked Bonds
* John Lettieri, Gerald O'Donnell, Seow-eng Ong, Desmond Tsang
* Chapter 20: Securitization Process
* Mark Ferguson, Joseph McBride, Kevin Tripp
* Chapter 21: Mortgage-Backed Securities
* Mingwei Liang, Milena Petrova
* Chapter 22: Asset-Backed Securities
* Massimo Guidolin, Manuela Pedio
* Chapter 23: Collateralized Debt Obligations, Collateralized Bond
Obligations, and Collateralized Loan Obligations
* Robert Eckrote, Christopher Milliken, Eshan Nikbakht, Andrew C.
Spieler
* Chapter 24: Factors Affecting Bond Pricing and Valuation
* Mark Wu, Xiang Gao, Bob Wieczorek
* Chapter 25: Valuing and Analyzing Bond with Embedded Options
* Yiying Cheng
* Chapter 26: Valuing and Analyzing Mortgage-Backed and Asset-Backed
Securities
* Matthew Dyer
* Chapter 27: Valuing and Analyzing Fixed Income Derivatives
* Koray D. Simsek, Halil Kiymaz
* Chapter 28: Credit Analysis and Ratings
* Peter Dadalt, Michael Gueli, Rafay Khalid, Ling Zhang
* Chapter 29: Bond Auctions
* Mark Wu, Patrick Herb, Shishir Paudel
* Chapter 30: Bond Accounting
* Oluwa Seyi Adebayo Awoga
* Chapter 31: High Yield Bonds:
* Byron C. Barnes, Tony Calenda, Elvis Rodriguez
* Chapter 32: Distressed Debt
* Seoyoung Kim
* Chapter 33: Microstructure of Fixed Income Trading
* Matthew John Jerabeck, Marc Perkins, David Petruzzellis
* Chapter 34: Debt Investment Strategies
* Steven Cosares, Taylor Riggs, Andrew C. Spieler
* Chapter 35: Debt Portfolio Management
* Zachary Jersky, He Li
* Chapter 36: Debt Trends and Future Outlook
* Dianna Preece
* Table of Contents
* Chapter 1: Debt Markets and Investments: An Overview
* H. Kent Baker, Greg Filbeck, Andrew C. Spieler
* Chapter 2: Debt Fundamentals and Indices
* Ryan J. Dodge, Steven T. Petra, Andrew C. Spieler
* Chapter 3: Interest Rate Risk, Measurement, and Management
* Tom Barkley
* Chapter 4: Other Risks Associated with Debt Securities
* Randolph D. Nordby
* Chapter 5: Government Debt
* Keith Pareti, Rob Kennedy
* Chapter 6: Municipal Bonds
* Xiaohu Deng, Christopher Goebert, Gershon Morgulis, Isaac Yates
* Chapter 7: Corporate Bond Markets
* Kelly E. Carter
* Chapter 8: Securitized Debt Markets
* Senay Agca, Saiyid S. Islam
* Chapter 9: Derivatives Markets
* Halil Kiymaz, Koray D. Simsek
* Chapter 10: Short-Term Funding and Financing Alternatives
* Benjamin Aguilar, Alit Jain, Kevin Neaves
* Chapter 11: Private Debt Markets
* Douglas Cumming, Grant Fleming, Zhangxin (Frank) Liu
* Chapter 12: Yield Curves, Swap Curves, and Term Structure of Interest
Rates
* Tom P. Davis, Dmitri Mossessian
* Chapter 13: Models of the Yield Curve and Term Structure
* Tom P. Davis, Dmitri Mossessian
* Chapter 14: International Bonds
* Soutonnoma Ouedraogo, David Scofield, Garrett C. Smith
* Chapter 15: Floating Rate Notes
* Aby Abraham, John Casares, Jibran Ali Shah
* Chapter 16: Bonds with Embedded Options
* Christopher J. Barnes, Gaurav Gupta, Joseph F. Abinanti
* Chapter 17: Bond Mutual Funds, Closed-end Bond Funds, and
Exchange-Traded Funds
* Halil Kiymaz, Koray D. Simsek
* Chapter 18: Other Bond Products: Social Impact Bonds, Death Bonds,
Catastrophe Bonds, Green Bonds, and Covered Bonds
* Erik Devos, Robert Karpowicz, Andrew C. Spieler
* Chapter 19: Inflation-Linked Bonds
* John Lettieri, Gerald O'Donnell, Seow-eng Ong, Desmond Tsang
* Chapter 20: Securitization Process
* Mark Ferguson, Joseph McBride, Kevin Tripp
* Chapter 21: Mortgage-Backed Securities
* Mingwei Liang, Milena Petrova
* Chapter 22: Asset-Backed Securities
* Massimo Guidolin, Manuela Pedio
* Chapter 23: Collateralized Debt Obligations, Collateralized Bond
Obligations, and Collateralized Loan Obligations
* Robert Eckrote, Christopher Milliken, Eshan Nikbakht, Andrew C.
Spieler
* Chapter 24: Factors Affecting Bond Pricing and Valuation
* Mark Wu, Xiang Gao, Bob Wieczorek
* Chapter 25: Valuing and Analyzing Bond with Embedded Options
* Yiying Cheng
* Chapter 26: Valuing and Analyzing Mortgage-Backed and Asset-Backed
Securities
* Matthew Dyer
* Chapter 27: Valuing and Analyzing Fixed Income Derivatives
* Koray D. Simsek, Halil Kiymaz
* Chapter 28: Credit Analysis and Ratings
* Peter Dadalt, Michael Gueli, Rafay Khalid, Ling Zhang
* Chapter 29: Bond Auctions
* Mark Wu, Patrick Herb, Shishir Paudel
* Chapter 30: Bond Accounting
* Oluwa Seyi Adebayo Awoga
* Chapter 31: High Yield Bonds:
* Byron C. Barnes, Tony Calenda, Elvis Rodriguez
* Chapter 32: Distressed Debt
* Seoyoung Kim
* Chapter 33: Microstructure of Fixed Income Trading
* Matthew John Jerabeck, Marc Perkins, David Petruzzellis
* Chapter 34: Debt Investment Strategies
* Steven Cosares, Taylor Riggs, Andrew C. Spieler
* Chapter 35: Debt Portfolio Management
* Zachary Jersky, He Li
* Chapter 36: Debt Trends and Future Outlook
* Dianna Preece
* Chapter 1: Debt Markets and Investments: An Overview
* H. Kent Baker, Greg Filbeck, Andrew C. Spieler
* Chapter 2: Debt Fundamentals and Indices
* Ryan J. Dodge, Steven T. Petra, Andrew C. Spieler
* Chapter 3: Interest Rate Risk, Measurement, and Management
* Tom Barkley
* Chapter 4: Other Risks Associated with Debt Securities
* Randolph D. Nordby
* Chapter 5: Government Debt
* Keith Pareti, Rob Kennedy
* Chapter 6: Municipal Bonds
* Xiaohu Deng, Christopher Goebert, Gershon Morgulis, Isaac Yates
* Chapter 7: Corporate Bond Markets
* Kelly E. Carter
* Chapter 8: Securitized Debt Markets
* Senay Agca, Saiyid S. Islam
* Chapter 9: Derivatives Markets
* Halil Kiymaz, Koray D. Simsek
* Chapter 10: Short-Term Funding and Financing Alternatives
* Benjamin Aguilar, Alit Jain, Kevin Neaves
* Chapter 11: Private Debt Markets
* Douglas Cumming, Grant Fleming, Zhangxin (Frank) Liu
* Chapter 12: Yield Curves, Swap Curves, and Term Structure of Interest
Rates
* Tom P. Davis, Dmitri Mossessian
* Chapter 13: Models of the Yield Curve and Term Structure
* Tom P. Davis, Dmitri Mossessian
* Chapter 14: International Bonds
* Soutonnoma Ouedraogo, David Scofield, Garrett C. Smith
* Chapter 15: Floating Rate Notes
* Aby Abraham, John Casares, Jibran Ali Shah
* Chapter 16: Bonds with Embedded Options
* Christopher J. Barnes, Gaurav Gupta, Joseph F. Abinanti
* Chapter 17: Bond Mutual Funds, Closed-end Bond Funds, and
Exchange-Traded Funds
* Halil Kiymaz, Koray D. Simsek
* Chapter 18: Other Bond Products: Social Impact Bonds, Death Bonds,
Catastrophe Bonds, Green Bonds, and Covered Bonds
* Erik Devos, Robert Karpowicz, Andrew C. Spieler
* Chapter 19: Inflation-Linked Bonds
* John Lettieri, Gerald O'Donnell, Seow-eng Ong, Desmond Tsang
* Chapter 20: Securitization Process
* Mark Ferguson, Joseph McBride, Kevin Tripp
* Chapter 21: Mortgage-Backed Securities
* Mingwei Liang, Milena Petrova
* Chapter 22: Asset-Backed Securities
* Massimo Guidolin, Manuela Pedio
* Chapter 23: Collateralized Debt Obligations, Collateralized Bond
Obligations, and Collateralized Loan Obligations
* Robert Eckrote, Christopher Milliken, Eshan Nikbakht, Andrew C.
Spieler
* Chapter 24: Factors Affecting Bond Pricing and Valuation
* Mark Wu, Xiang Gao, Bob Wieczorek
* Chapter 25: Valuing and Analyzing Bond with Embedded Options
* Yiying Cheng
* Chapter 26: Valuing and Analyzing Mortgage-Backed and Asset-Backed
Securities
* Matthew Dyer
* Chapter 27: Valuing and Analyzing Fixed Income Derivatives
* Koray D. Simsek, Halil Kiymaz
* Chapter 28: Credit Analysis and Ratings
* Peter Dadalt, Michael Gueli, Rafay Khalid, Ling Zhang
* Chapter 29: Bond Auctions
* Mark Wu, Patrick Herb, Shishir Paudel
* Chapter 30: Bond Accounting
* Oluwa Seyi Adebayo Awoga
* Chapter 31: High Yield Bonds:
* Byron C. Barnes, Tony Calenda, Elvis Rodriguez
* Chapter 32: Distressed Debt
* Seoyoung Kim
* Chapter 33: Microstructure of Fixed Income Trading
* Matthew John Jerabeck, Marc Perkins, David Petruzzellis
* Chapter 34: Debt Investment Strategies
* Steven Cosares, Taylor Riggs, Andrew C. Spieler
* Chapter 35: Debt Portfolio Management
* Zachary Jersky, He Li
* Chapter 36: Debt Trends and Future Outlook
* Dianna Preece