Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation

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 tie Bloomberg screens into its analysis. Since it′s publication over eight years ago, major changes have taken place in the markets.
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 risk value analysis and risk measures and valuation, as well as information on instruments like TIPS (treasury inflation protected securities).Offers insights into value–at–risk, relative value measures, convertible bond analysis, and much moreIncludes updated charts and descriptions of Bloomberg screen presentationsCovers 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.