Book Description
The world’s #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 today’s 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 more
Customer Reviews:
Very useful reference.......2007-08-31
Good reference for bond math and a great thing to have on any debt capital markets desk.. I use it very frequently.. its a classic ..
So far so good.......2007-08-03
Great purchase. The authors do a superb job of describing topics in basic terms then escalate to the nitty gritty number crunching behind the concepts. I recommend for anyone needing a complete guide to FI securities.
good overall reference.......2007-04-19
very good as a reference and general overview; if you want more detail and in-depth analysis you should look for something else but there's lots of specific lieterature out there so this still makes a good starting point
the default reference.......2007-01-06
this is the de facto desk reference for fi securities. it is thorough and well presented. if you are working with fi, you probably have it, if not, you should. also highly recommend the fixed income mathematics text as well.
nice overview of a wide range of topics.......2006-04-16
i give 4.5 stars.
many reviewers comment that this book lacks depth, but hey, it just tries to give a general overview on a variety of fixed income securities, that's what it is, and this book does reasonably well on this purpose. it never means to contain everything on every fixed income securities.
the only thing i am concerned is that the page numbers listed on the index sometimes do not match.
Book Description
Today's financial practitioners need to be fully conversant with the differences in the way that bonds are structured, valued, and traded. "Fixed Income Securities and Derivatives Handbook is a comprehensive guide to the array of techniques and applications used in analysis and valuation of principal debt market instruments. With a wide range of methodologies covered, the reader will gain a solid understanding of fixed-income securities and their associated derivatives. The book investigates the fundamentals of fixed-income analysis by reviewing its underpinnings alongside the latest research and presenting it in an accessible way, whether the practitioner is new to the field or seasoned and needing a refresher on new developments. The research is summarized in a way that enables readers to apply results to their individual requirements. A mix of academic theory and market practice, "Fixed Income Securities and Derivatives Handbook presents an enlightening framework so readers can obtain a firm grounding in fixed-income analytics.
Customer Reviews:
introduces the key ideas like Black-Sholes option modelling.......2006-06-06
Starting from scratch, assuming just a basic knowledge of calculus and the summation of series, Choudhry explains important ideas about how securities and derivatives are priced. Crucial concepts like how to model interest rates, and the various models that do exist for this purpose, are also gone into. This is built upon with the use of interest rate swaps, of varying complexity.
For options, there is the seminal Black-Scholes model. It is shown to be easy to understand, resting on the assumption of a Weiner process for the asset pricing. More elaborate option modelling is possible, and several of these are discussed.
Really good for newbie.......2005-12-31
By saying newbie, I mean at least you should know some basic terminology like duration, convexity, interest rake risk, etc. It's really for those who have some basic knowledge on fixed income securiteis and want to explore more in depth. I personally read some chapters from Fabozzi's handbook, and feel like it's not very technical oriented and I prefer this one.
Haven't finished reading yet, but so far, very comprehensive, concise and lucid.
Average customer rating:
- Good review of old instruments, such as brady bonds
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Handbook of Emerging Fixed Income and Currency Markets (Frank J. Fabozzi Series)
Manufacturer: Wiley
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Investing in Emerging Fixed Income Markets
ASIN: 1883249333 |
Book Description
The fixed income markets in emerging countries represent a new and potentially lucrative area of investment for investors. But along with the possibility of big returns, there is a much greater risk. The Handbook of Emerging Fixed Income and Currency Markets shows investors how to identify solid investment opportunities in these markets, assess the risk potential, and develop an investment approach to ensure long-range profits. Featuring contributions from leading experts around the world, this book provides a comprehensive and authoritative guide to these exciting new markets.
Customer Reviews:
Good review of old instruments, such as brady bonds.......2003-03-09
This book is a good history of what has happened in emerging markets financing until 1995. It deals in depth with the Brady bonds and their origins and valuation. It also gives an introduction to the methodology that was subsequently used in the Brady bond retirements. From this perspective, it is very useful.
However, there is very little in the sense of a concrete future of the financial environment around the world. It precedes the 1997 and 1998 crises, which makes the warnings in the book interesting if not useful. I wish the authors would update it to include more recent developments, which would make it much more readable and interesting. As it is, it is more history than finance.
Book Description
The most valuable guide to operating within the global fixed income securities arena
This book provides comprehensive coverage of the calculations of price, accrued interest, yield measures, sensitivity measures, forward price, futures analytics, and more. The techniques described are relevant to any developed country in the world and the details provided will help financial professionals sort out and utilize the many tools available within this area.
Dragomir Krgin (Jersey City, NJ) developed fixed income analytics for Merrill Lynch, which are now used by the company's trading, sales, and research people throughout the world.
John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles--which include numerous bestsellers--The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series.
Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.
Customer Reviews:
Concise Coverrage of Bond Valuation.......2005-11-09
The author does a great job of covering the basics and bond trading and valuation in a concise and very readable format. There are many long winded books on fixed income that cover these topics exhaustively, but this is the book I find myself returning to when I need an accurate answer quickly.
Thanks Dragomir.......2004-02-05
Finding a single source which contains a clear explanation of all the bond conventions is very difficult. When you need this
book, you really need this book. Thanks Dragomir.
Book Description
Never HIGHLIGHT a Book Again! Virtually all testable terms, concepts, persons, places, and events are included.look no further for study resources or reference material. Cram101 Textbook Outlines gives all of the outlines, highlights, notes, and practice-tests for your textbook. Only Cram101 is Textbook Specific. Cram101 is NOT the Textbook.
Customer Reviews:
This book has no information whatsoever.......2007-01-18
This should get a zero rating. Every other page is blank. There is no information anywhere. There are some vague definitions of things like "mortgage." Don't waste your money.
Book Description
A well-rounded guide for those interested in European financial markets
With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets.
Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
Download Description
A well-rounded guide for those interested in European financial markets
With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets.
Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
Average customer rating:
- Dust off your Ph.d and Try to Decipher the Options Market
|
The Handbook of Fixed Income Options: Strategies, Pricing and Applications
Manufacturer: Probus Pub Co
ProductGroup: Book
Binding: Hardcover
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Futures
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Options
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ASIN: 0786310235 |
Book Description
With contributions from over 20 top options expert, editor Frank Fabozzi has produced the most comprehensive and authoritative book ever on the subject. Specific topics include: Option valuation models; Option-adjusted spread analysis; Option charateristics, contracts, and pricing. Trading, hedging and arbitrage with options; Caps, floors, portable swaps and compound options.
Customer Reviews:
Dust off your Ph.d and Try to Decipher the Options Market.......2001-05-21
An executive I respect felt that this book by one of his old professors would give great insight to Foreign Currency Option Stategies. As more of a fundamental analyst than a technician I was mostly lost. I struggled through a master's and most of a doctorate, but statistics was always a pain. Beware that advanced mathematical underpinnings are crucial to the enjoyment of the book. For the amateur who wants to understand why rocket scientists (for real) are hired from Cal Poly and MIT to run Wall Street trading programs, we;;, just keep this book near your computer when you think your day trading will beat the pros.
Average customer rating:
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The Handbook of fixed-income options: Pricing, strategies & applications
Manufacturer: Probus Pub
ProductGroup: Book
Binding: Hardcover
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Options
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ASIN: 1557380260 |
Average customer rating:
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BondDiscovery
David A. Ventura
Manufacturer: Investors Training Corporation
ProductGroup: Book
Binding: Paperback
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ASIN: 097005100X |
Book Description
ATTENTION!!!
I WANT ANSWERS TOO. I DON'T NEED SMOKE BLOWN IN MY FACE!!
Hello! I am the author of BondDiscovery and the Investors Protection Manual. I am, essentially, you. Just an ordinary John Dough looking for answers within a disheveled investment market. Frankly, the current business environment makes me sick, on top of the other circus acts being uncovered in our society. Ohhh, I'd love to chime in about other national events which seem to be snowballing monthly...political blunders, religious hypocrisies and the disgust of kidnapped children by deluded humans. Not to forget, the freaking fanatics here and abroad under the tutelage of the laden one. However, this stage is set for our investments and my bells are dinging and donging. My reading friends, I have walked away from life for two years to write these teaching manuals for both you and I. I will not blow smoke in your face. I look to gain income. You reap the benefit of my 18 years+ experience in the brokerage industry. My purpose in writing these manuals is to help you find your way in the bond market and reap its underestimated benefits, without being cheated. I give you my word, there are scores of obstacles, omissions and deceitful practices that will remain unknown to you without a personal investigation into the core of the fixed-income industry, its relationships and its product. BondDiscovery breaks through Wall Street's personal agenda and puts you in control of your hard earned dollars. Written for both the seasoned and novice investor, BondDiscovery extensively examines industry products, broker abuses, investor rights, investor resources and most importantly how to strategically purchase and benefit from bond investments in both the short and long term portfolio. The result: secure and self-tailored portfolios, confident choices, lower commissions and higher yields. Don't be sold an investment. Buy one knowledgeably.
Allow me to give you one tid-bit of information. Hear it! Investment literature provided by a brokerage firm is nothing more than a sales tool. Negative characteristics of investments are neatly downplayed, tucked away or presented in short form. At the same time, positive characteristics are outlined in an exuberant and extensive manner. This practice does not stop and the common brochure. The new investment literature, commonly known as the "analyst's report" is NOTHING BUT A SALES TOOL. Investment literature should be obtained from outside sources. Sources with no biased opinions. Sources without hidden agendas. Sources that will not follow up with a "Specialists" or "Advisors" phone call. Choose your educational literature wisely. Buy BondDiscovery now and receive the Investor's Protection Manual for free ($12.00 value).
Book Description
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Book Description
Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Miller, Jr., enables students to acquire a strong working knowledge and thorough understanding of the rapidly growing field of financial derivatives. Students will learn essential risk management skills, such as how markets in these securities can be used to shift risk away from or toward the user. With the purchase of this book, students will also have the unique opportunity to utilize Fincad XL-Dubofsky/Miller Edition, a limited version of FinancialCAD's comprehensive derivatives valuation toolkit, Fincad XL. The book features many examples using FinancialCAD's industry-leading package, affording students the chance to develop "real life" skills and helping business school students gain a competitive edge in the job market. Derivatives: Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management, futures, or options. Fincad XL is a software product currently used by thousands of financial practitioners and companies worldwide. Functions available in Fincad XL-Dubofsky/Miller Edition include: DT Swaps DT Forward Rates DT Vanilla Options DT Exotic Options DT Fixed Income DT Interest Rate Derivatives To download your copy of Fincad XL-Dubofsky/Miller Edition, go to www.fincad.com/oxford. For more information on the complete version of Fincad XL, visit www.fincad.com.
Customer Reviews:
E-Solutions.......2004-07-18
I always wanted to get the solutions for the chapter excercises. It does really help to understand the material .
Anyone interested in that can contact at : ankdadoo06@yahoo.com
Book Description
This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multi-variate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.
Customer Reviews:
A revised version is needed.......2005-07-21
The book looks neat at first sight and I like its style and organization, suitable for an elementary course in credit risk. But there are so many mistakes in the book, say, pages 28, 49, etc... Those mistakes can be easily avoided by a more careful reading through. In addition, there are few real life examples in the book.
A 3rd edition is definitely needed.
Best book on credit risk valuation.......2002-04-25
This is probably still the best book on the valuation of credit risk. It is concise, rigorous, yet with many examples and a good treatment of implementation issues.
Very valuable resource.......2001-11-03
This book discusses credit risk valuation in detail and quantitatively. The book is very strong on counterparty credit risk of derivatives. That is really the focus, though it also has stuff on general credit risk and credit derivatives (I wish it had more on credit derivatives). It also offers a chapter on general option pricing and risk-neutral valuation principles (brief but very good). What I also liked was the appendix with a short description of the more important and more advanced mathematical concepts used in the book. Although (or perhaps because) not an easy read but rather terse and demanding, I found it to be an extremely valuable resource. It really helped me understand the subject matter and gave me a good idea of how to model such risks.
Extremely innovative book.......2001-08-26
This is an extremely innovative book on counterparty risk, not your standard lame textbook full of old stuff that everybody knows already. Focus is counterparty risk of derivatives but it also has some stuff on credit derivatives. The best part are clearly the chapters on counterparty risk. Now, this book is written for people with a strong math background; it is not an easy read. But for the few out there interested in counterparty risk and quantitative modeling techniques like me, this is a gem.
Ahead of the state of the art in counterparty risk valuation.......1999-08-26
This books presents the latest research in counterparty risk pricing. As my company (one of the major securities firms here in New York) is currently looking to implement counterparty risk pricing models, this book was just what I was look-ing for. It consists of one chapter on derivatives pricing (Black/Scholes, Heath/Jarrow/Morton, etc etc, all in there), one chapter on general credit risk pricing, two chapters on the valuation of counterparty credit risk (the real core of the book), one chapter on credit derivatives (somewhat short). If you are interested in counterparty risk pricing or need to implement such models, look no further than chapter 4 and 5 of this book. A word of caution, though: while this book is no doubt a wonderful find for the mathematically gifted, it is definitely not for the faint of heart. It is clearly targeted towards researchers and practitioners with advanced mathematical and modeling skills. If your mathematical background topped out with an MBA statistics course, you will choke on this book. Otherwise, and if you are interested in counterparty risk pricing of derivatives, you'll find this book to be a highly valuable resource.
Product Description
Title: Derivatives: Valuation and Risk Management
David Dubofsky, Thomas Miller
ISBN 0195114701
Binding: Paperback
Publication date: 2003
Average customer rating:
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Frontiers in Derivatives: State-of-the-Art Models, Valuation, Strategies, & Products
Manufacturer: Irwin Professional Publishing
ProductGroup: Book
Binding: Hardcover
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ASIN: 0786310081 |
Book Description
Derivatives are revolutionizing the financial world. However, it's difficult for most financial professionals to stay abreast of this fast-changing and complex area--until now. Covering pricing models, valuation methods, and new instruments, Frontiers in Derivatives provides a complete and unbiased view of the latest developments in the derivatives field. The book breaks new ground in a number of topical areas, including valuation of complex options and insurance derivatives. Authoritative and comprehensive, the book features contributions from several leading experts, including Fischer Black, Emanuel Derman, and Philip Wilmott. For financial professionals who use derivatives daily, Frontiers in Derivaties is a must-read volume. Specific topics include: Mathematical models for exotic options; Valuing derivatives linked to foreign assets; Static options replication; Understanding the option component in variable annuities.
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Fixed Income Mathematics, 4E
Fixed Income Securities: Tools for Today's Markets, Second Edition
The Handbook of Mortgage-Backed Securities
Bond Markets, Analysis and Strategies (6th Edition)
Options, Futures and Other Derivatives (6th Edition)
