Introduction to Fixed Income Analytics

Book Description

The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.

Customer Reviews:

great - unlike cryptic fabozzi books.......2007-06-11

a well put together book a great introduction that becomes more and more complex as you read it.

Advanced Fixed Income Analytics (Frank J. Fabozzi Series)

Average customer rating:

Advanced enough to be controversial.

Advanced Fixed Income Analytics (Frank J. Fabozzi Series)
Wesley Phoa
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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Floating-Rate Securities
The Handbook of Fixed Income Securities
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ASIN: 1883249341

Book Description

Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developments in the field by providing a practical account of quantitative methods in the fixed income market. Wesley Phoa covers a variety of important topics within the bond markets, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and return attribution. The information and guidance of Advanced Fixed Income Analytics has a strong emphasis on empirical analysis and practical applications that will prepare you for anything within the fixed income market.

Customer Reviews:

Advanced enough to be controversial........1998-10-24

Dr. Phoa tackles a variety of advanced (occasionally esoteric) topics in Fixed Income. The author manages to describe some fairly complicated math in an intuitive and understandable way, while maintaining some degree of rigor. The field is huge, and in order to cover so much in so few pages, a background in the bond markets is assumed. Excellent discussions on empirical analysis of yield curve movements, valuation of bond options using one- and two-factor interest rate models, and mortgage prepayment modeling are highlights.

As opposed to nearly all other books on Fixed Income Analytics, Phoa presents interpretations of the analysis. The result is much less textbook-like, and much more intellectually engaging. While I do not agree with all of his conclusions, his arguments are well crafted and substantiated.

A Wall Street Internship: Introduction to Fixed-Income Analytics, Volume 1
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A Wall Street Internship: Introduction to Fixed-Income Analytics, Volume 1
Robin Grieves , and Mark D. Griffiths
Manufacturer: South-Western College Pub
ProductGroup: Book
Binding: Paperback

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Introduction to Fixed Income Analytics

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Principles of Risk Management and Insurance (10th Edition) (Principles of Risk Management and Insurance)

ASIN: 0324319924

Book Description

A WALL STREET INTERNSHIP: AN INTRODUCTION TO FIXED-INCOME ANALYTICS provides the perfect guide to success in the securities market. This innovative text includes case studies and allows you to experience what it's like to be an intern for a large firm. Participating in this simulated work environment will give you the tools you need to understand fixed income securities.

Average customer rating:

Wonderful but outdated
A classic, despite being somewhat dated
Excellent for both academic and practitioners
It was stellar

Fixed Income Analytics
Kenneth D. Garbade
Manufacturer: The MIT Press
ProductGroup: Book
Binding: Hardcover

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Similar Items:

Fixed Income Securities: Tools for Today's Markets, Second Edition
The Handbook of Fixed Income Securities
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)

ASIN: 0262071762

Book Description

Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the few, if not only, books on fixed income analysis that focuses on applicable techniques while remaining analytically rigorous.

Divided into four parts, Fixed Income Analytics presents quantitative methodologies for the analysis of fixed income securities, such as U.S. Treasury bills, notes, bonds, and STRIPS that have no credit risk. Examined in part I are basic concepts of bond yield and bond duration; in part II, yield curves and the problem of assessing relative value; in part III, topics in fixed income portfolio management associated with change in the shape of the yield curve -- yield curve trades, butterfly trades, and hedging -- and in part IV, the characteristics and consequences of fluctuations in the shape of the yield curve.

Customer Reviews:

Wonderful but outdated.......2002-12-31

I'll be joining a fixed income trading desk in a few months and picked up this book to gain some additional insights. If you have some exposure to the fixed income markets, this book will do a wonderful job of supplementing that knowledge. The chapters on pricing the roll, determining richness/cheapness to the curve, and financing (i.e., repo) are invaluable. As another reader mentioned, the writing is a bit outdated, but it still provides a lot of good information. I think it also focuses too much on Macaulay duration at the outset, leaving aside the more often-used DV01 (Garbade refers to it as "value of a basis point") until much later. Still, there are few good books on the subject of fixed income markets, and this is definitely one of them.

A classic, despite being somewhat dated.......2000-11-18

This is a superb collection of papers which were years ahead of their time in the 1980s and are still highly relevant. The discussion of yield curve dynamics is very insightful and based on firm theoretical and empirical foundations - more than can be said for nearly every fixed income text out there. In fact, I would recommend that anyone who wants to understand the yield curve should read this book and go through the exercise of updating its findings using 1990s data. Note that this book is not for beginners, and readers should be warned that some of the terminology has changed since the papers were written.

Excellent for both academic and practitioners.......2000-11-18

Garbade's book is an excellent reference for those who need insight in the measurement and management of interest rate risk. The author's description of duration moments and its use in portfolio immunization are superb. Garbade is, together with S. Nawalkha, Donald Chambers and Robert Reitano, one of my favourite author's in the fixed income area.

It was stellar.......1999-02-12

Superb

Average customer rating:

Fixed Income Analytics
Ravi E. Dattatreya
Manufacturer: McGraw-Hill Publishing Co.
ProductGroup: Book
Binding: Hardcover

General | Popular Economics | Business & Investing | Subjects | Books

Fixed Income Analytics: State-Of-The-Art Debt Analysis and Valuation Modeling

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Fixed Income Analytics: State-Of-The-Art Debt Analysis and Valuation Modeling

Manufacturer: Probus Professional Pub
ProductGroup: Book
Binding: Hardcover

General | Business & Investing | Subjects | Books
ASIN: 1557381631

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FIXED INCOME ANALYTICS
Kenneth D. Garbade
Manufacturer: The MIT Press
ProductGroup: Book
Binding: Paperback
ASIN: B000OR3URY

Standard Securities Calculation Methods Vol. 1 : Fixed Income Securities Formulas for Analytic Measures (Standard Securities Calculation Methods)

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Standard Securities Calculation Methods Vol. 1 : Fixed Income Securities Formulas for Analytic Measures (Standard Securities Calculation Methods)
Jan Mayle
Manufacturer: Securities Industry Assn
ProductGroup: Book
Binding: Hardcover
ASIN: 1882936027

A Wall Street Internship : Introduction to Fixed-Income Analytics, Volume 1

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A Wall Street Internship : Introduction to Fixed-Income Analytics, Volume 1
Mark D. Griffiths Robin Grieves
Manufacturer: South-Western College Pub
ProductGroup: Book
Binding: Paperback
ASIN: B000OUCQWQ

Book Description

This book helps managers move beyond the idea that the future of business will resemble the past and allows them to use scenarios to imagine multiple perspectives. The concepts of organizational realities, experience, and beliefs are explored to encourage and embrace change in business organizations for a successful future.

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"This book is about organizational survival: the reasons why organizations do not always survive, and what can be done about it. Survival means creating value for stakeholders, and the survival problem starts with uncertainty, change and the need for organizations to adapt to shifting needs and market conditions. The key question is 'Why are organizations slow to change and adapt?' Unsuccessful organizations are distinguished by their failure to overcome thinking and behavioural flaws at personal, organizational and community levels. In this book, we explain what these flaws are and how the scenario approach helps senior managers and organizations to overcome them. Our approach is based on reasoning, research, real world observations - and a long track record developing scenario-based thinking, combining the most effective elements of the many scenario approaches that have been tried over time.

Customer Reviews:

Insightful!.......2004-03-02

This book disserves itself by purporting to be merely about scenario planning, although it covers that subject thoroughly. In fact, it's one of the most lucid, interesting examinations of fortune and folly you will ever read. The recapitulation of disastrous episodes at a handful of once-great companies shows just how little inclined the gods are to spare the proud. Closed minds and entrenched habits of thought managed to afflict even such a venturesome New Economy firm as Yahoo! Originality and experimentation bless even companies in humdrum industries, such as packaging. Captivating anecdotes and illustrations are, in fact, the meat of the book. The scenario planning analysis, while solid, is less convincing than the cases themselves. At times, the book shows the weaknesses that are probably inevitable when so many authors share creation. It tends to meander and, now and then, loses its way in jargon-choked thickets. But, we assure you, the clarity of the cases redeems it and makes it valuable.

Scenario conversations as agents of change.......2003-08-06

The key theme of this book is that the appropriate use of scenario thinking is a highly effective way of catalyzing organizational change and, in particular, minimizing the risk that the organization will suffer due to learning disabilities such as 'group think' or a variety of other flaws in organizational thinking.
The focus is therefore on the process by which the management group can improve their ability to shape their future, through the way in which they engage with the creation of scenarios, and in strategic conversations about their implications in the context of the 'business idea' (competitive stance and advantages) of the organization.
This book represents a consolidation and further exploration of ideas first put forward in van der Heijden's Scenarios: The Art of Strategic Conversation. As a successor, it does not have the impact of the first book, and it goes into issues of learning disabilities to a level of detail that can be tedious to those who are familiar with these issues. None the less, it is very useful in reinforcing a sound appreciation of the value of scenarios and the importance of the process by which they are generated and used.
There are very useful summaries at the end of each chapter and at the end of the book. My main criticism is that the authors do not seem to have quite worked out whether they were writing a practical guide for business people or a text for students.

Organisational Learning and Effectiveness

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Organisational Learning and Effectiveness
John Denton
Manufacturer: Routledge
ProductGroup: Book
Binding: Library Binding

General | Organizational Behavior | Business & Investing | Subjects | Books

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ASIN: 0415192145

Book Description

Based upon in-depth research, including over seventy interviews with managers and employees, this is an original and comprehensive analysis of learning organizations. It uses detailed case studies of Coca-Cola and Schweppes Beverages, 3M, Siebe, Mayflower and Morgan Crucible to reveal the most effective practices in organizational learning.

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Based upon indepth case studies of companies such as Coca-Cola and 3M this book is an original and comprehensive analysis of learning organisations. Includes interviews with over seventy managers and employees.

Assessing the effectiveness of intergovernmental organisations in international environmental politics [An article from: Global Environmental Change]

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Assessing the effectiveness of intergovernmental organisations in international environmental politics [An article from: Global Environmental Change]
F. Biermann , and S. Bauer
Manufacturer: Elsevier
ProductGroup: Book
Binding: Digital

Elsevier | By Publisher | e-Docs | Formats | Books
ASIN: B000RQZVD8

Book Description

This digital document is a journal article from Global Environmental Change, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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Organisational Learning and Effectiveness
John Denton
Manufacturer: Taylor & Francis, Inc.
ProductGroup: Book
Binding: Hardcover
ASIN: B000MUWNA8

Book Description

The marine zooplankton is one of the most fascinating and diverse assemblages of animals known to biologists. This student manual provides a photographic guide to representative forms of the major groups from medusae and comb jellies to larval fish and squid. In it, only photographs of live and active organisms appear, giving a unique visual perspective. In this new edition, the authors have revised and updated the taxonomy and morphology so that combined with information on behavior and development, this book creates a vivid and essential reference.

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Customer Reviews:

Best Zooplankton and Larvae Photo Album Around.......2000-12-10

You cannot live without this photo album if you observe inshore zooplankton. The black and white photographs are stunning, especially the Crustacea. It is a steal for the price. Every plankton lab. should have a copy. I particularly liked the ovigerous Evadne.

An good book for an overview.......2000-03-11

I've always wanted to know what I was seeing when I went to the beach - especially when I began to bring a microscope with me. This book is a good start for people who are curious about the environment around them and want to put names to what they see.

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