图书简介
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.
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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