Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (Frank J. Fabozzi)


Product Description
A comprehensive introduction to the key concepts of fixed income analytics
The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change.
That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities).
- Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more
- Includes updated charts and descriptions using Bloomberg screens
- Covers important analytical concepts used by portfolio managers
Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.
Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (Frank J. Fabozzi) Review
I just started reading this book as a review of some things and so far I just want to emphasize that I am very happy with the purchase. The use of actual Bloomberg screens has reminded of screens that I don't use too often anymore. While I have found the book, so far, to be very good, there are some issues with some examples given in the book. E.g., in Chapter 5, the author references Exhibit 5.11 to help explain some basic spread measures (nominal and Z-spread); only problem is that the security used in the exhibit differs from what the author references in the text. The information in the text is still helpful but referncing the reader to an incorrect exhibit is somewhat confusing.Most of the consumer Reviews tell that the "Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (Frank J. Fabozzi)" are high quality item. You can read each testimony from consumers to find out cons and pros from Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (Frank J. Fabozzi) ...

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