Introduction to Fixed Income Analytics

by Frank J. Fabozzi, Steven V. Mann

The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today’s most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more
Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than 60 training programs for financial institutions throughout the United States.

346 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.