Link to the ebook : https://univ-catholille.biblioondemand.com/consult-brownsboo...

eISBN : 9781260473902

Contents :
PART 1.Introduction
1. Overview of the types and features of fixed income securities
2. Risks associated with investing in fixed income securities
3. The sturcutre of interest rates

Part 2. Basic of fixed income analytics
4. Bond pricing, yield measures and total return
5. Measuring of interest rates
6. Data science and the corporate credit markets

Part 3. Treasury, agency, municipal and corporate bonds
7. US treasury securities
8. Agency debt securities
9. Municipal bonds
10. Corporate bonds
11. Leveraged loans
12 Structured notes and credit linked notes
13. Commercial paper
14. Floating rate securities
15. Inflation linked bonds
16. Non US sovereign bonds
17. The Emerging markets debt
18. Fixed income exchange traded funds
19. Nonconvertible preferred stock
20. Private infrastrucutre debt

Part 4. Mortgage backed and asset backed securities
21. An overview of mortgage and the mortgage market
22. Agency mortgage passthrough securities
23. Agency collateralized mortgage obligations
24. Stripped mortgage backet securities
25. Nonagency residential mortgage backed securities
26. Covered bonds
27. Commercial mortgage backed securities
28. Credit card asset backed securities
29. Securities backed by auto loans and leases, equipment loans and leases and student loans
30. Collateralized loan obligations

Part 5. The yield curve and the term structure
31. Overview of forward rate analysis
32. A framework for analyzing yield-curve trades
33. Empirical yield curve dynamics and yield curve exposure
34. Term structured modeling with no arbitrage interest rate models

Part 6. Valuation and relative value
35. Relative value trading
36. Valuation of bonds with embedded options
37. Valuation of mortgage backed securities
38. Convertible securities
39. Risk neutral procing of convertible bonds

PART 7. Credit analysis
40. Credit analysis for corporate bonds
41. The credit analysis of municipal general obligation and revenue bonds
42. Credit risk modeling

Part 8. Portfolio management and strategies
43. International to bond portfolio management
44. Training in the bond market
45. Bond indexes and bond portfolio management
46. Quantitative management of benchmarked portfolios
47. Factor investing in fixed income securities
48. Active factor fixed income investing
49. Introduction to multifactor risk moels in fixed income and their applications
50. Analyzing risk from multifactor fixed incoe models
51. Cash-flow matching
52. Building corporae bond portfolios
53. Managing the spread risk of credit portfolios…
54. Constructing and managing high yield bond portfolios
55. Corporate bonds and ESG
56. Global credit bond portfolio management
57. International bond portfolio management
58. Factor t in sovereign bonds markets
59. Hedge fund fixed income strategies
60. Financing positions in the bond market

Part 9. Derivative instruments and their applications
61. Introduction to interest rate futures and options contracts
62. Pricing futures and portfolio applications
63. Controlling interest-ate risk with futures and options
64. Interest rate swaps
65. The valuation of interest rate swaps and swaptions
66. The basics of interest rate options
67. Interest rate and floors
68. Credit derivatives
69. Credit derivatives valuation and risk

Part 10. Performance attribution analysis
70. Principles of performance attribution
71. Performance attribution for portfolios of fixed income securities
71. Advanced topics in performance attribution

Index

Language : English

Print : 9ème

Place of publishing : NEW YORK

Figure(s) : Graphique(s) ; Tableau(x)

Location : Nice Library

Material : Electronic

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque