Buch, Englisch, 192 Seiten, Format (B × H): 254 mm x 180 mm, Gewicht: 350 g
Reihe: The CFA Institute Series
Buch, Englisch, 192 Seiten, Format (B × H): 254 mm x 180 mm, Gewicht: 350 g
Reihe: The CFA Institute Series
ISBN: 978-1-118-99950-9
Verlag: John Wiley & Sons Inc
Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text.
* Work topic-specific practice problems to facilitate intuitive understanding
* Review each topic quickly using clear chapter summaries
* Understand each chapter's objective to avoid missing key information
* Practice important methods and techniques before applying them in the real world
For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.
Autoren/Hrsg.
Weitere Infos & Material
PART I Learning Objectives, Summary Overview, and Problems
CHAPTER 1 Fixed-Income Securities: Defining Elements 3
Learning Outcomes 3
Summary Overview 3
Problems 5
CHAPTER 2 Fixed-Income Markets: Issuance, Trading, and Funding 9
Learning Outcomes 9
Summary Overview 9
Problems 11
CHAPTER 3 Introduction to Fixed-Income Valuation 15
Learning Outcomes 15
Summary Overview 15
Problems 18
CHAPTER 4 Understanding Fixed-Income Risk and Return 27
Learning Outcomes 27
Summary Overview 28
Problems 30
CHAPTER 5 Fundamentals of Credit Analysis 35
Learning Outcomes 35
Summary Overview 35
Problems 39
CHAPTER 6 Credit Analysis Models 43
Learning Outcomes 43
Summary Overview 43
Problems 44
CHAPTER 7 Introduction to Asset-Backed Securities 47
Learning Outcomes 47
Summary Overview 47
Problems 50
CHAPTER 8 The Arbitrage-Free Valuation Framework 53
Learning Outcomes 53
Summary Overview 53
Problems 54
CHAPTER 9 Valuation and Analysis: Bonds with Embedded Options 59
Learning Outcomes 59
Summary Overview 60
Problems 62
CHAPTER 10 The Term Structure and Interest Rate Dynamics 67
Learning Outcomes 67
Summary Overview 67
Problems 68
CHAPTER 11 Fixed-Income Portfolio Management--Part I 73
Learning Outcomes 73
Summary Overview 74
Problems 75
CHAPTER 12 Fixed-Income Portfolio Management--Part II 81
Learning Outcomes 81
Summary Overview 82
Problems 83
CHAPTER 13 Relative-Value Methodologies for Global Credit Bond Portfolio Management 91
Learning Outcomes 91
Summary Overview 91
Problems 93
PART II Solutions
CHAPTER 1 Fixed-Income Securities: Defining Elements 103
Solutions 103
CHAPTER 2 Fixed-Income Markets: Issuance, Trading, and Funding 107
Solutions 107
CHAPTER 3 Introduction to Fixed-Income Valuation 111
Solutions 111
CHAPTER 4 Understanding Fixed-Income Risk and Return 125
Solutions 125
CHAPTER 5 Fundamentals of Credit Analysis 131
Solutions 131
CHAPTER 6 Credit Analysis Models 133
Solutions 133
CHAPTER 7 Introduction to Asset-Backed Securities 135
Solutions 135
CHAPTER 8 The Arbitrage-Free Valuation Framework 141
Solutions 141
CHAPTER 9 Valuation and Analysis: Bonds with Embedded Options 145
Solutions 145
CHAPTER 10 The Term Structure and Interest Rate Dynamics 151
Solutions 151
CHAPTER 11 Fixed-Income Portfolio Management--Part I 155
Solutions 155
CHAPTER 12 Fixed-Income Portfolio Management--Part II 159
Solutions 159
CHAPTER 13 Relative-Value Methodologies for Global Credit Bond Portfolio Management 165
Solutions 165
About the CFA Program 171
