The definitive guide to fixed income securities¿updated and revised with everything you need to succeed in today's market The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The…mehr
The definitive guide to fixed income securities¿updated and revised with everything you need to succeed in today's market The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about: * Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds * Mortgage-Backed and Asset-Backed Securities * The Yield Curve and the Term Structure * Valuation and Relative Value * Credit Analysis * Portfolio Management and Strategies * Derivative Instruments and their Applications * Performance Attribution Analysis The Handbook of Fixed Income Securities is the most inclusive, up-to-date source available for fixed income facts and analyses. Its invaluable perspective and insights will help you enhance investment returns and avoid poor performance in the fixed income market.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
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Inhaltsangabe
Preface Acknowledgments Contributors PART ONE: INTRODUCTION 1. Overview of the Types and Features of Fixed Income Securities 2. Risks Associated with Investing in Fixed Income Securities 3. The Structure of Interest Rates PART TWO: BASICS OF FIXED INCOME ANALYTICS 4. Bond Pricing, Yield Measures, and Total Return 5. Measuring Interest-Rate Risk 6. Data Science and the Corporate Credit Markets PART THREE: TREASURY, AGENCY, MUNICIPAL, AND CORPORATE BONDS 7. U.S. Treasury Securities 8. Agency Debt Securities 9. Municipal Bonds 10. Corporate Bonds 11. Leveraged Loans 12. Structured Notes and Credit-Linked Notes 13. Commercial Paper 14. Floating-Rate Securities 15. Inflation-Linked Bonds 16. Non-U.S. Sovereign Bonds 17. The Emerging Markets Debt 18. Fixed Income Exchange Traded Funds 19. Nonconvertible Preferred Stock 20. Private Infrastructure Debt PART FOUR: MORTGAGE-BACKED AND ASSET-BACKED SECURITIES 21. An Overview of Mortgages and the Mortgage Market 22. Agency Mortgage Passthrough Securities 23. Agency Collateralized Mortgage Obligations 24. Stripped Mortgage-Backed Securities 25. Nonagency Residential Mortgage-Backed Securities: Legacy, RMBS 2.0, and Non-QM 26. Covered Bonds 27. Commercial Mortgage-Backed Securities 28. Credit Card Asset-Backed Securities 29. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans 30. Collateralized Loan Obligations PART FIVE: THE YIELD CURVE AND THE TERM STRUCTURE 31. Overview of Forward Rate Analysis 32. A Framework for Analyzing Yield-Curve Trades 33. Empirical Yield-Curve Dynamics and Yield-Curve Exposure 34. Term Structure Modeling with No-Arbitrage Interest Rate Models PART SIX: VALUATION AND RELATIVE VALUE 35. Relative Value Trading 36. Valuation of Bonds with Embedded Options 37. Valuation of Mortgage-Backed Securities 38. Convertible Securities 39. Risk Neutral Pricing of Convertible Bonds PART SEVEN: CREDIT ANALYSIS 40. Credit Analysis for Corporate Bonds 41. The Credit Analysis of Municipal General Obligation and Revenue Bonds 42. Credit-Risk Modeling PART EIGHT: PORTFOLIO MANAGEMENT AND STRATEGIES 43. Introduction to Bond Portfolio Management 44. Trading in the Bond Market 45. Bond Indexes and Bond Portfolio Management 46. Quantitative Management of Benchmarked Portfolios 47. Factor Investing in Fixed Income Securities 48. Active Factor Fixed Income Investing 49. Introduction to Multifactor Risk Models in Fixed Income and Their Applications 50. Analyzing Risk from Multifactor Fixed Income Models 51. Cash-Flow Matching 52. Building Corporate Bond Portfolios 53. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure 54. Constructing and Managing High-Yield Bond Portfolios 55. Corporate Bonds and ESG 56. Global Credit Bond Portfolio Management 57. International Bond Portfolio Management 58. Factor Investing in Sovereign Bond Markets 59. Hedge Fund Fixed Income Strategies 60. Financing Positions in the Bond Market PART NINE: DERIVATIVE INSTRUMENTS AND THEIR APPLICATIONS 61. Introduction to Interest-Rate Futures and Options Contracts 62. Pricing Futures and Portfolio Applications 63. Controlling Interest-Rate Risk with Futures and Options 64. Interest-Rate Swaps 65. The Valuation of Interest-Rate Swaps and Swaptions 66. The Basics of Interest-Rate Options 67. Interest-Rate Caps and Floors 68. Credit Derivatives 69. Credit Derivative Valuation and Risk PART TEN: PERFORMANCE ATTRIBUTION ANALYSIS 70. Principles of Performance Attribution 71. Performance Attribution for Portfolios of Fixed Income Securities 72. Advanced Topics in Performance Attribution Index
Preface Acknowledgments Contributors PART ONE: INTRODUCTION 1. Overview of the Types and Features of Fixed Income Securities 2. Risks Associated with Investing in Fixed Income Securities 3. The Structure of Interest Rates PART TWO: BASICS OF FIXED INCOME ANALYTICS 4. Bond Pricing, Yield Measures, and Total Return 5. Measuring Interest-Rate Risk 6. Data Science and the Corporate Credit Markets PART THREE: TREASURY, AGENCY, MUNICIPAL, AND CORPORATE BONDS 7. U.S. Treasury Securities 8. Agency Debt Securities 9. Municipal Bonds 10. Corporate Bonds 11. Leveraged Loans 12. Structured Notes and Credit-Linked Notes 13. Commercial Paper 14. Floating-Rate Securities 15. Inflation-Linked Bonds 16. Non-U.S. Sovereign Bonds 17. The Emerging Markets Debt 18. Fixed Income Exchange Traded Funds 19. Nonconvertible Preferred Stock 20. Private Infrastructure Debt PART FOUR: MORTGAGE-BACKED AND ASSET-BACKED SECURITIES 21. An Overview of Mortgages and the Mortgage Market 22. Agency Mortgage Passthrough Securities 23. Agency Collateralized Mortgage Obligations 24. Stripped Mortgage-Backed Securities 25. Nonagency Residential Mortgage-Backed Securities: Legacy, RMBS 2.0, and Non-QM 26. Covered Bonds 27. Commercial Mortgage-Backed Securities 28. Credit Card Asset-Backed Securities 29. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans 30. Collateralized Loan Obligations PART FIVE: THE YIELD CURVE AND THE TERM STRUCTURE 31. Overview of Forward Rate Analysis 32. A Framework for Analyzing Yield-Curve Trades 33. Empirical Yield-Curve Dynamics and Yield-Curve Exposure 34. Term Structure Modeling with No-Arbitrage Interest Rate Models PART SIX: VALUATION AND RELATIVE VALUE 35. Relative Value Trading 36. Valuation of Bonds with Embedded Options 37. Valuation of Mortgage-Backed Securities 38. Convertible Securities 39. Risk Neutral Pricing of Convertible Bonds PART SEVEN: CREDIT ANALYSIS 40. Credit Analysis for Corporate Bonds 41. The Credit Analysis of Municipal General Obligation and Revenue Bonds 42. Credit-Risk Modeling PART EIGHT: PORTFOLIO MANAGEMENT AND STRATEGIES 43. Introduction to Bond Portfolio Management 44. Trading in the Bond Market 45. Bond Indexes and Bond Portfolio Management 46. Quantitative Management of Benchmarked Portfolios 47. Factor Investing in Fixed Income Securities 48. Active Factor Fixed Income Investing 49. Introduction to Multifactor Risk Models in Fixed Income and Their Applications 50. Analyzing Risk from Multifactor Fixed Income Models 51. Cash-Flow Matching 52. Building Corporate Bond Portfolios 53. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure 54. Constructing and Managing High-Yield Bond Portfolios 55. Corporate Bonds and ESG 56. Global Credit Bond Portfolio Management 57. International Bond Portfolio Management 58. Factor Investing in Sovereign Bond Markets 59. Hedge Fund Fixed Income Strategies 60. Financing Positions in the Bond Market PART NINE: DERIVATIVE INSTRUMENTS AND THEIR APPLICATIONS 61. Introduction to Interest-Rate Futures and Options Contracts 62. Pricing Futures and Portfolio Applications 63. Controlling Interest-Rate Risk with Futures and Options 64. Interest-Rate Swaps 65. The Valuation of Interest-Rate Swaps and Swaptions 66. The Basics of Interest-Rate Options 67. Interest-Rate Caps and Floors 68. Credit Derivatives 69. Credit Derivative Valuation and Risk PART TEN: PERFORMANCE ATTRIBUTION ANALYSIS 70. Principles of Performance Attribution 71. Performance Attribution for Portfolios of Fixed Income Securities 72. Advanced Topics in Performance Attribution Index
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