Demystifying Fixed Income Analytics: A Practical Guide

Demystifying Fixed Income Analytics: A Practical Guide
PDF
  • eBook:
    Demystifying Fixed Income Analytics: A Practical Guide
  • Author:
    Kedar Nath Mukherjee
  • Edition:
    1 edition
  • Categories:
  • Data:
    July 30, 2020
  • ISBN:
    0367514796
  • ISBN-13:
    9780367514792
  • Language:
    English
  • Pages:
    490 pages
  • Format:
    PDF

Book Description
This book discusses important aspects of fixed income securities in emerging economies.
Key features
• Clarifies all conceptual and analytical aspects of fixed income securities and bonds, and covers important interest rate and credit derivative instruments in a simple and practical way.
• Examines topics such as classifications of fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk management.
• Provides step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets.
• Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes.
• Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding.
The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.

Content

1. Fixed income securities market: an overview
2. Fixed income instruments: various classifcations
3. Basic statistics
4. Risk and return measures
5. Term structures of interest rates
6. Pricing and valuation techniques
7. Interest rate sensitivity measures
8. Financial derivative contracts
9. Interest rate futures
10. Forward rate agreement and interest rate swaps
11. Interest rate options and structured products
12. Credit default swaps
13. Trading and management strategies
14. Risk management (focus: market risk)

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