THE THOROUGHLY REVISED AND UPDATED FOURTH EDITION OF THE COMPANION WORKBOOK TO FIXED INCOME ANALYSIS
Now in its fourth edition, the Fixed Income Analysis Workbook offers a range of practical information and exercises that will enhance your understanding of the tools, strategies, and techniques associated with fixed-income portfolio management. Written by a team of knowledgeable contributors, this hands-on resource helps busy professionals and those new to the discipline apply the concepts and methodologies that are essential for mastery.
The Workbook is an accessible guide for understanding the metrics, methods, and mechanics as applied in the competitive world of fixed-income analysis. It also provides a stress-free way to practice the tools and techniques described in the companion text. The Fixed Income Analysis Workbook includes information and exercises to help you:
* Work real-world problems associated with fixed-income risk and return
* Review the fundamentals of asset-backed securities
* Comprehend the principles of credit analysis
* Understand the arbitrage-free valuation framework
* Practice important methods and techniques before applying them in actual situations
The fourth edition provides updated coverage of fixed income portfolio management including detailed applications of liability-driven and index-based strategies, exposure to the major types of yield curve strategies, and practical approaches to implementing active credit strategies.
For anyone who wants a more solid understanding of fixed-income portfolio management, the Fixed Income Analysis Workbook is a comprehensive and practical resource.
Mục lục
Part I Learning Objectives, Summary Overview, and Problems
Chapter 1 Fixed-Income Securities: Defining Elements 3
Learning Outcomes 3
Summary Overview 3
Problems 5
Chapter 2 Fixed-Income Markets: Issuance, Trading, and Funding 9
Learning Outcomes 9
Summary Overview 9
Problems 11
Chapter 3 Introduction to Fixed-Income Valuation 15
Learning Outcomes 15
Summary Overview 15
Problems 18
Chapter 4 Introduction to Asset-Backed Securities 27
Learning Outcomes 27
Summary Overview 27
Problems 30
Chapter 5 Understanding Fixed Income Risk and Return 35
Learning Outcomes 35
Summary Overview 36
Problems 39
Chapter 6 Fundamentals of Credit Analysis 43
Learning Outcomes 43
Summary Overview 43
Problems 47
Chapter 7 The Term Structure and Interest Rate Dynamics 55
Learning Outcomes 55
Summary Overview 56
Problems 56
Chapter 8 The Arbitrage-Free Valuation Framework 67
Learning Outcomes 67
Summary Overview 67
Problems 68
Chapter 9 Valuation and Analysis of Bonds with Embedded Options 77
Learning Outcomes 77
Summary Overview 78
Problems 80
Chapter 10 Credit Analysis Models 91
Learning Outcomes 91
Summary Overview 91
Problems 92
Chapter 11 Credit Default Swaps 101
Learning Outcomes 101
Summary Overview 101
Problems 102
Chapter 12 Overview of Fixed-Income Portfolio Management 107
Learning Outcomes 107
Summary Overview 107
Problems 108
Chapter 13 Liability-Driven and Index-Based Strategies 115
Learning Outcomes 115
Summary Overview 115
Problems 119
Chapter 14 Yield Curve Strategies 129
Learning Outcomes 129
Summary Overview 129
Problems 132
Chapter 15 Fixed-Income Active Management: Credit Strategies 145
Learning Outcomes 145
Summary Overview 145
Problems 147
Part II Solutions
Chapter 1 Fixed-Income Securities: Defining Elements 155
Solutions 155
Chapter 2 Fixed-Income Markets: Issuance, Trading, and Funding 159
Solutions 159
Chapter 3 Introduction to Fixed-Income Valuation 163
Solutions 163
Chapter 4 Introduction to Asset-Backed Securities 177
Solutions 177
Chapter 5 Understanding Fixed Income Risk and Return 183
Solutions 183
Chapter 6 Fundamentals of Credit Analysis 189
Solutions 189
Chapter 7 The Term Structure and Interest Rate Dynamics 195
Solutions 195
Chapter 8 The Arbitrage-Free Valuation Framework 203
Solutions 203
Chapter 9 Valuation and Analysis of Bonds with Embedded Options 209
Solutions 209
Chapter 10 Credit Analysis Models 217
Solutions 217
Chapter 11 Credit Default Swaps 231
Solutions 231
Chapter 12 Overview of Fixed-Income Portfolio Management 235
Solutions 235
Chapter 13 Liability-Driven and Index-Based Strategies 239
Solutions 239
Chapter 14 Yield Curve Strategies 245
Solutions 245
Chapter 15 Fixed-Income Active Management: Credit Strategies 257
Solutions 257
About the CFA Program 259
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