Bond Evaluation, Selection, and Management (eBook)

R. Stafford Johnson (Autor)

eBook Download: EPUB | PDF

2010 | 2. Auflage
John Wiley & Sons (Verlag)
978-0-470-64462-1 (ISBN)

Infos

A fully revised guide to fixed income securities that reflects current market conditions

The Second Edition of Bond Evaluation, Selection, and Management combines fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management.

This fully updated and revised edition provides you with the basics needed to understand various strategies, and explanations of cutting edge advanced topics. Focusing on essential concepts, models, and numerical examples, this book will help you quickly become familiar with the tools needed to effectively select, evaluate, and manage bonds.

• Covers both the fundamental and advanced topics in the field, including debt securities, bonds with embedded options, asset-backed securities, and bond derivatives
• Reinforces important concepts through review questions, web exercises, and practice problems in each chapter
• Reviews the history of the credit markets from the 1980s to the present with a retrospective look at the 2008 financial crisis
• Contains 'Interview Boxes' consisting of questions and answers with distinguished fixed-income portfolio managers, traders, analysts, and academicians

Filled with in-depth insights and practical advice, this reliable resource offers a solid foundation in understanding the complexities of evaluating and selecting bonds and other fixed income securities.

R. STAFFORD JOHNSON is Professor of Finance at the Williams College of Business, Xavier University. He is the author of Options and Futures and has written many articles for journals such as Applied Economics, Journal of Financial Education, International Review of Economics & Business, Journal of Economics, the Financial Review, and the Review of Quantitative Finance and Accounting.

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A fully revised guide to fixed income securities that reflects current market conditions The Second Edition of Bond Evaluation, Selection, and Management combines fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This fully updated and revised edition provides you with the basics needed to understand various strategies, and explanations of cutting edge advanced topics. Focusing on essential concepts, models, and numerical examples, this book will help you quickly become familiar with the tools needed to effectively select, evaluate, and manage bonds. Covers both the fundamental and advanced topics in the field, including debt securities, bonds with embedded options, asset-backed securities, and bond derivatives Reinforces important concepts through review questions, web exercises, and practice problems in each chapter Reviews the history of the credit markets from the 1980s to the present with a retrospective look at the 2008 financial crisis Contains "e;Interview Boxes"e; consisting of questions and answers with distinguished fixed-income portfolio managers, traders, analysts, and academicians Filled with in-depth insights and practical advice, this reliable resource offers a solid foundation in understanding the complexities of evaluating and selecting bonds and other fixed income securities.

Produkt-Details

• Erscheint lt. Verlag: 23.9.2010
• Reihe/Serie: Wiley Finance
• Reihe/Serie: Wiley Finance Editions
• Reihe/Serie: Wiley Finance Editions
• Sprache: englisch
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Schlagworte: Finance & Investments • Finanz- u. Anlagewesen • Institutional & Corporate Finance • Institutionelle Finanzplanung • R. Stafford Johnson, Stafford Johnson, bond evaluation, bond selection, bond management, possible spot rates, par value swaps, binomial interest rate tree, fixed paver, calibrated binomial tree, rate reduction gain, fixed payer, hedged rate, margin account worth, loan reset dates, callable bond values, futures option model, current spot yield curve, forward swap position, naked call write, weighted average coupon rate, implied futures rate, existing corporate bonds, cancelable swap, put swaption, call swapt
• ISBN-10: 0-470-64462-1 / 0470644621
• ISBN-13: 978-0-470-64462-1 / 9780470644621