Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation, 2nd Edition

With the Second Edition of Introduction to Fixed Income Analytics, Frank Fabozzi and Steven Mann return with a fully updated guide to the discipline of fixed income analysis. Written for both financial professionals and fixed income newcomers, this essential resource carefully covers the crucial elements of today’s complex bond marketplace—from the various issues associated with investing in fixed income securities to the fundamentals of valuation and interest rate risk.

Fabozzi and Mann offer invaluable fixed income insights, with discussions of relative value analysis and value-at-risk measures; analysis of mortgage-backed and asset-backed securities, convertible fixed income securities, and volatility estimation; and information on instruments like Treasury inflation-protected securities (TIPS). They also highlight one of the most popular systems relied upon by fixed income professionals—the Bloomberg Terminal—and tie in important analytics and functionality.

The fixed income market is one of the largest in the world. It spans many sectors, from Treasuries to mortgages to high yield bonds. If you want to gain a firm understanding of the tools and techniques needed to succeed in this field, look no further than Introduction to Fixed Income Analytics, Second Edition.