Demystifying fixed income analytics : a practical guide /: a practical guide. (2020)

• Record Type: Book
• Further Information: Note: Kedar Nath Mukherjee.
• Authors: Mukherjee, Kedar Nath
• Contents: Lists of Figures, Tables, Case Studies Foreword by G. Mahalingam Preface Acknowledgements Abbreviations Chapter 1 : Fixed Income Securities Market: An Overview Fixed Income Securities Market – An Introduction Global Debt Markets - A Review Debt Markets in India Govt. Debt Market in India Non-Govt. Securities / Corporate Bond Market in India Primary Debt Market in India (Govt. vs. Non-Govt. Debts) Secondary Market Trading in Govt. Securities Secondary Market Trading in Non-Govt. Securities Issuance and Settlement of Debt Securities in India Primary Issuance and Settlement in Govt. Securities Issuance and Settlement in Non-Govt. Securities Issuance and Settlement of Debt Securities in India Primary Issuance and Settlement in Govt. Securities Issuance and Settlement in Non-Govt. Securities Settlement for Secondary Market Trading in Debt Securities in India Various Participants in the Debt Securities market Major Investors in Indian Debt Market Intermediaries in Indian Debt Market Self-Learning Exercise Bibliography Chapter 2 : Fixed Income Instruments: Various Classifications Basic Features of Fixed Income Security Debt Market Instruments: Classification Classification of Debt Instruments based on Markets Classification of Debt Instruments based on their Feature Fixed Rate Bond, Floating Rate Bond, Zero Coupon Bond, STRIPS, Bond with Call and Put Option, Step-up/Step-down Bond, ABS/MBS, Tax Saving Bond, Perpetual Bond, Junk Bond, Covered Bond, Secured/Unsecured Bond, Inflation Indexed Bond, Basel III Bond, Green Bond Issuing Sectors and Sub-Sectors Wise Classification of Debt Instruments Classification of Debt Instruments based on Currency of Debt Issue Regulatory Classification of Debt Instruments (in India) Self-Learning Exercise Bibliography Chapter 3 : Basic Statistics Measures of Central Tendency Arithmetic Mean/Average Moving Average Median Mode Measures of Dispersion Absolute Measures of Dispersion (Range, Mean Deviation, Standard Deviation, Joint Standard Deviation) Relative Measures of Dispersion (Coefficient of Variation, Coefficient of Mean Deviation) Skewness and Kurtosis Correlation and Regression Probability Distribution Test of Hypothesis Self-Learning Exercise Bibliography Chapter 4 : Risk and Return Measures Risk and Return in Bonds: Meaning and Linkages Risks Associated with Fixed Income Securities Interest Rate Risk Reinvestment Risk Yield Curve Risk Liquidity Risk Call Risk (Timing Risk) Credit Risk Legal Risk Foreign Exchange Risk Volatility Risk Sovereign Risk (Country Risk, Political Risk) Return Measures for Fixed Income Securities Nominal Return / Coupon Rate (CR) Current Yield (CY) Average Return or Yield to Maturity (YTM) Return till the Call (Put) Date (YTC / YTP) Yield to Worst (YTW) and Yield to Best (YTB) Total Return (TR) Limitations of Different Yield Measures Case Study: Analysis of Returns on a Debt Portfolio Self-Learning Exercise Bibliography Chapter 5 : Term Structures of Interest Rates Interest Rates: Meaning and Different Types Some Important Interest Rates in Indian Debt Market Benchmark Rate G-Sec. Yield T-Bill Rate Swap Rate Major Determinants of Bond Yields Term Structure of Interest Rates: Different Types Yield Curve Methods of Constructing Yield Curve Zero Coupon Yield / Spot Rate Curve Forward Rate Curve The Credit Spread and Non-GSec. ZCYC Theories of Interest Rate Term Structure Expectations Theory Liquidity Preference Theory Market Segmentation Theory Preferred Habitat Theory Case Study: Term Structure of Interest Rates in India Self-Learning Exercise Bibliography Chapter 6 : Pricing and Valuation Techniques Valuation of Bond: Meaning Valuation of a Bond: Broader Steps Valuation of Bond: Important Issues Bond Valuation in-between Two Coupon Payment Dates / with Accrued Interest Selection of Day Count Conventions Selection of Single or Multiple Discounting Rates Presence of Some Special Feature (s) Valuation of Floating Rate Bond Valuation of Bond with Embedded Options Valuation of FI Securities: RBI-FIMMDA Guidelines Case Study: Bond Valuation Self-Learning Exercise Bibliography Chapter 7 : Interest Rate Sensitivity Measures &l
• Edition: 1st
• Publisher Details: New Delhi : Routledge India
• Publication Date: 2020
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.632044; Fixed-income securities
• Languages: English
• ISBNs: 9781000088700; 9781000088687; 9781000088694; 9781003045168
• Related ISBNs: 9781138358812; 9780367514792
• Notes: Note: Description based on CIP data; resource not viewed.
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