Inversiones

instrumentos de renta fija, valoración de bonos y análisis de cartera

Este libro es una introducción práctica a los instrumentos de renta fija, en la que los activos de inversión son analizados en profundidad desde una óptica descriptiva y técnica.

Interest rate models

an infinite dimensional stochastic analysis perspective

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three ...

The futures bond basis

Table of Contents: 1 Bond futures contracts 2 The government bond basis 3 Basis trading and the implied repo rate 4 The fundamentals of basis trading App. A Repo financing and the concept of the 'special' App. B Relative value analysis : bond spreads App. C ...

Covered bonds beyond Pfandbriefe

innovations, investment and structured alternatives

The covered bonds markets are rapidly expanding in terms of issuance, geographic reach and the launch of new structured alternatives. New issue volumes exceeded #130bn by mid-October 2005 alone.Covered bonds are now being issued in new juisdictions across emerging Europe. The UK and the ...

Confessions of a municipal bond salesman

Lebenthal, a true Wall Street icon, traces his life journey from Hollywood reporter to renowned bond salesman. Throughout the book, Lebenthal distills his experiences to help readers apply what he's learned to their own professional careers and life. Table of Contents: 1 This is ...

Collateralized debt obligations

structures and analysis

Table of Contents: Ch. 1 Cash CDO basics Ch. 2 Cash flow CDOs Ch. 3 High-yield loans : structure and performance Ch. 4 European bank loans and middle markets loans Ch. 5 Review of structured finance collateral : mortgage-related products Ch. 6 Review of structured finance collateral ...

Fixed income mathematics

analytical and statistical techniques

Frank J. Fabozzi is the world's most well-known and influential author and editor of books on fixed income securities and investments. This work is the investment industry's most comprehensive, easy-to-understand reference on the mathematics of fixed income securities. It is newly revised and ...

Bond markets, analysis and strategies

Target Market: Fixed Income Securities Courses or Bond Markets Courses Fabozzi's, Bond Markets, prepares students to analyze the the bond market and use the tools for managing bond portfolios. Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This ...

Bonds

a concise guide for investors

Bonds are a vital part of the global capital markets and are essential for any investor's portfolio. In this book, experts from the premier fixed income website and e-journal, YieldCurve.com, demystify bonds once and for all. This book explains, in a simple, clear ...

Quantitative management of bond portfolios

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall ...

Japanese fixed income markets

money, bond and interest rate derivatives

The Japanese capital markets were liberalized, decontrolled and increasingly opened to foreign participation in the 1970s. The fixed income market particularly expanded to finance the government fiscal deficits commencing in 1975. However, growth in the non-Government side of the market for Japan has been a ...

The new masters of capital

american bond rating agencies and the politics of creditworthiness

Fixed-income securities and derivatives handbook

analysis and valuation

Bonds and bond derivatives

This book provides an introduction to bond markets and bond derivatives for students as well as for executives in commercial businesses and financial institutions. It also: *Presents the essential elements of debt instruments in an intuitive manner; *Covers updated institutional material, new sections on callable ...

Firex income attribution

Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. Fixed Income Attribution has been written to fill this tremendous void. This comprehensive resource contains both theoretical and practical information about running ...

Investing in fixed income securities

understanding the bond market

Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities ...

Interest risk modeling

the fixed income valuation course

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 ...

The securitization markets handbook

structures and dynamics of mortgage- and asset-backed securities

Securitization is a corporate funding technique that is widely adopted by financial and industrial companies throughout the world, used to finance both working capital and capital budgets. It is also used as a risk management tool and a source of liquidity. Securitization has been adapted ...

The management of bond investments and trading of debt

Written for managers and professionals in business and industry, and using a minimum of mathematical language, The Management of Bond Investments and the Trading of Debt addresses three key issues: Bondholder's options, risks and rewards in making investments in debt instruments; The dynamics of ...

Default risk in bond and credit derivatives markets