Interest Rate Term Structure and Valuation Modeling

Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 047144698X
Format: PDF, Docs
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This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Valuation of Fixed Income Securities and Derivatives

Author: Frank J. Fabozzi, CFA
Publisher: John Wiley & Sons
ISBN: 9781883249250
Format: PDF
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The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

Advances in Fixed Income Valuation Modeling and Risk Management

Author: Frank J. Fabozzi, CFA
Publisher: John Wiley & Sons
ISBN: 9781883249175
Format: PDF, Docs
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Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.

Valuation of Interest Rate Swaps and Swaptions

Author: Gerald W. Buetow
Publisher: John Wiley & Sons
ISBN: 9781883249892
Format: PDF, ePub, Mobi
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Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

Interest Rate Risk Modeling

Author: Sanjay K. Nawalkha
Publisher: John Wiley & Sons
ISBN: 0471737445
Format: PDF, Mobi
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The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.

The Handbook of Fixed Income Securities Chapter 41 The Market Yield Curve and Fitting the Term Structure of Interest Rates

Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 007171538X
Format: PDF, ePub
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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Advanced Bond Portfolio Management

Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 0471785768
Format: PDF, ePub, Mobi
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In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

The Handbook of Fixed Income Securities Chapter 42 Hedging Interest Rate Risk with Term Structure Factor Models

Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715398
Format: PDF, ePub, Docs
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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Basics of Finance

Author: Pamela Peterson Drake
Publisher: John Wiley & Sons
ISBN: 9780470877722
Format: PDF
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An introductory guide to the world of finance The Basics of Finance is an accessible book for those who want to gain a better understanding of this field, but lack a strong business background. It covers essential concepts, tools, methods, and strategies in finance without delving too far into theory. Written by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, this reliable resource discusses everything from financial instruments and markets to portfolio management techniques, understanding and analyzing financial statements, and different types of corporate financial strategy, planning, and policy. Explores, in a basic way, topics such as cash flow analysis, asset valuation, capital budgeting, and derivatives Provides a solid foundation in the field of finance, which you can quickly build upon Explains concepts in various areas of finance without getting too complicated The Basics of Finance offers essential guidance on financial markets and institutions, corporate finance, portfolio management, risk management, and much more. If you're looking to learn more about finance, this is the best place to start.

Probability and Statistics for Finance

Author: Svetlozar T. Rachev
Publisher: John Wiley & Sons
ISBN: 9780470906323
Format: PDF, ePub
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A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery. • Outlines an array of topics in probability and statistics and how to apply them in the world of finance • Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis • Offers real-world illustrations of the issues addressed throughout the text The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance.