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Fixed income securities : valuation and risk management/ M. Kannadhasan

By: Kannadhasan, MMaterial type: TextTextLanguage: English Publisher: India: Cengage learning, 2023Description: 636 pages : ill ; 26 cmISBN: 9789390555536Subject(s): Investments and securitiesDDC classification: 332.632
Contents:
Preface Features of the Book List of abbreviations PART I BOND STRUCTURE, PRICING, AND INVESTING 1. Debt Securities Market —An Overview 2. Debt Market Instruments 3. How Are Bonds Issued? 4. How Are Bonds Traded? 5. Worth of a Bond! —Essentials of Bond Valuation 6. Worth of a Bond! —The classical Approach 7. Measuring Yield and Return PART II BOND MARKET ANALYTICS: ESSENTIALS 8. Tenets of Successful Interest Rate Forecasting 9. Yield Curve and Term Structure 10. Measuring and Managing Interest Rate Risk 11. Measuring and Managing Credit Risk PART III BOND MARKET ANALYTICS: ADVANCED 12. Arbitrage-free Valuation Framework 13. Valuation of Bonds with Embedded Options PART IV SOME DEBT SECURITIES SEGMENTS 14. Securitisation and Mortgage-backed Securities 15. Inflation-linked Bonds PART V INVESTMENT STRATEGIES 16. Overview of Fixed Income Portfolio Management 17. Liability-driven Strategies 18. Yield Curve Strategies 19. Bond Performance Measurement and Evaluation PART VI RISK MANAGEMENT USING DERIVATIVES 20. An Overview of Derivatives 21. Interest Rate Forwards 22. Interest Rate Futures 23. Interest Rate Options 24. Interest Rate Swaps
Summary: Fixed income securities markets are central to the modern economy. It is humongous and the most influential market in the entire financial system. In addition to that, the global fixed income securities market is becoming highly competitive and increasingly complex. This necessitates having a comprehensive, inclusive, well-structured, and up-to-date text available for fixed income analyses. This book is specially designed for students and professionals interested in understanding fixed income securities and fixed income markets. It provides a comprehensive blend of theoretical as well as practical aspects of fixed income investments.
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332.632 KAN (Browse shelf) Checked out 04/25/2024 47491

Preface

Features of the Book

List of abbreviations

PART I BOND STRUCTURE, PRICING, AND INVESTING

1. Debt Securities Market —An Overview

2. Debt Market Instruments

3. How Are Bonds Issued?

4. How Are Bonds Traded?

5. Worth of a Bond! —Essentials of Bond Valuation

6. Worth of a Bond! —The classical Approach

7. Measuring Yield and Return



PART II BOND MARKET ANALYTICS: ESSENTIALS

8. Tenets of Successful Interest Rate Forecasting

9. Yield Curve and Term Structure

10. Measuring and Managing Interest Rate Risk

11. Measuring and Managing Credit Risk



PART III BOND MARKET ANALYTICS: ADVANCED

12. Arbitrage-free Valuation Framework

13. Valuation of Bonds with Embedded Options



PART IV SOME DEBT SECURITIES SEGMENTS

14. Securitisation and Mortgage-backed Securities

15. Inflation-linked Bonds



PART V INVESTMENT STRATEGIES

16. Overview of Fixed Income Portfolio Management

17. Liability-driven Strategies

18. Yield Curve Strategies

19. Bond Performance Measurement and Evaluation



PART VI RISK MANAGEMENT USING DERIVATIVES

20. An Overview of Derivatives

21. Interest Rate Forwards

22. Interest Rate Futures

23. Interest Rate Options

24. Interest Rate Swaps

Fixed income securities markets are central to the modern economy. It is humongous and the most influential market in the entire financial system. In addition to that, the global fixed income securities market is becoming highly competitive and increasingly complex. This necessitates having a comprehensive, inclusive, well-structured, and up-to-date text available for fixed income analyses. This book is specially designed for students and professionals interested in understanding fixed income securities and fixed income markets. It provides a comprehensive blend of theoretical as well as practical aspects of fixed income investments.

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