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

by Frank J. Fabozzi, Frank J. Fabozzi

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 feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change.

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 relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities).

Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers 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.

731 pages, Kindle Edition

First published May 1, 2001

About the author

Frank J. Fabozzi is a Professor in the Practice of Finance and Becton Fellow in the Yale School of Management. He is well known as the author of numerous books on finance, both practitioner-focused and academic. Professor Frank J. Fabozzi will be joining Edhec Risk Institute on August 1, 2011. EDHEC-Risk Institute is part of EDHEC Business School, one of Europe’s leading business schools.

Reviews

[Mike Harris · Rating 4 out of 5]

I am software developer who works for a financial services company in which I work with our fixed income asset management group. I may not be the attendant audience for this book but I found a lot of great insight into the meaning and use of the the different fixed income analytics. The examples were very useful. I feel like the coverage of swaps and options was rather lacking but I do not work with those really so I do not need to really understand them. I love how the actual Bloomberg and BondEdge screenshots were used throughout (since the team I work with uses both and there are some what familiar to me). If you are in the business or want to know more about it, this book is better than reading a lot of random Investopedia entries.