債券分析の解明<br>Demystifying Fixed Income Analytics : A Practical Guide

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債券分析の解明
Demystifying Fixed Income Analytics : A Practical Guide

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  • 製本 Paperback:紙装版/ペーパーバック版/ページ数 460 p.
  • 言語 ENG
  • 商品コード 9780367514792
  • DDC分類 332.632044

Full Description

This book discusses important aspects of fixed income securities in emerging economies.

Key features

• Clarifies all conceptual and analytical aspects of fixed income securities and bonds, and covers important interest rate and credit derivative instruments in a simple and practical way.

• Examines topics such as classifications of fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk management.

• Provides step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets.

• Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes.

• Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding.

The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.

Contents

Lists of Figures, Tables, Case Studies. Foreword by G. Mahalingam. Preface. Acknowledgements. Abbreviations 1. Fixed Income Securities Market: An Overview 2. Fixed Income Instruments: Various Classifications 3. Basic Statistics 4. Risk and Return Measures 5. Term Structures of Interest Rates 6. Pricing and Valuation Techniques 7. Interest Rate Sensitivity Measures 8. Financial Derivatives Contract 9. Interest Rate Futures 10. Forward Rate Agreement and Interest Rate Swaps 11. Interest Rate Options and Structured Products 12. Credit Default Swaps 13. Trading and Management Strategies 14. Risk Management (Focus: Market Risk). Glossary. Index

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