Fixed income analysis. (2022)

• Record Type: Book
• Authors: CFA Institute,
• Contents: Preface xv Acknowledgements xvii About the CFA Institute Investment Series xix; ; PART I: Fixed Income Essentials CHAPTER 1: Fixed Income Securities: Defining Elements 3 CHAPTER 2: Fixed Income Markets: Issuance, Trading, and Funding 45 CHAPTER 3: Introduction to Fixed-Income Valuation 91 CHAPTER 4: Introduction to Asset-Backed Securities 149 CHAPTER 5: Understanding Fixed-Income Risk and Return 201 CHAPTER 6: Fundamentals of Credit Analysis 257 PART II: Fixed Income Term Structure, Advanced Valuation, and Credit Analysis CHAPTER 7: The Term Structure and Interest Rate Dynamics 325 CHAPTER 8: The Arbitrage-Free Valuation Framework 377 CHAPTER 9: Valuation and Analysis of Bonds with Embedded Options 419 CHAPTER 10: Credit Analysis Models 487 CHAPTER 11: Credit Default Swaps 545; ; ; PART III: Fixed Income Portfolio Management CHAPTER 12: Overview of Fixed-Income Portfolio Management 575 CHAPTER 13: Liability-Driven and Index-Based Strategies 617 CHAPTER 14: Yield Curve Strategies 693 CHAPTER 15: Fixed-Income Active Management: Credit Strategies 743 Glossary 823 About the Editors 841 About the CFA Program 843 Index 845
• Edition: Fifth edition
• Publisher Details: Hoboken : John Wiley & Sons, Inc
• Publication Date: 2022
• Extent: 1 online resource, illustrations
• Subjects: 332.632044; Fixed-income securities
• Languages: English
• ISBNs: 9781119850564
• Related ISBNs: 9781119850540
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.