Introduction to Fixed Income Analytics

by Steven V. Mann

A comprehensive introduction to the key concepts of fixed income analyticsThe "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 moreIncludes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managersUnderstanding 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.

479 pages, ebook

First published September 14, 2010

About the author

Steven V. Mann, PhD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has published over seventy articles in finance journals and many books on fixed income and derivatives topics, including The Global Money Markets, Measuring and Controlling Interest Rate and Credit Risk, Securities Finance (as a coeditor), and The Handbook of Fixed Income Securities (as an assistant editor). Mann is an active consultant to clients that include some of the largest investment/commercial banks in the world as well as a number of Fortune 500 companies.