The worldas #1 fixed income book, now with 21 all-new chapters The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in todayas transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including: Eurobonds Emerging market debt Credit risk modeling Synthetics CDOs Transition management And many moreMacroeconomic forces include such things as the level and slope of the Treasury yield curve, the business cycle, and ... Rating at Start Rating at End of Year of Year AAA AA A BBB BB B CCC D Total AAA 93.20 6.00 0.60 0.12 0.08 0.00 0.00 ... are published periodically by the three rating agencies and can be used to access changes in credit default risk. ... Most of the bonds have a coupon reset formula.
Title | : | The Handbook of Fixed Income Securities |
Author | : | Frank Fabozzi, Frank J. Fabozzi |
Publisher | : | McGraw Hill Professional - 2005-05-06 |
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