The Handbook of Fixed Income Securities
The ultimate guide to the new era of investing, The Handbook of Fixed Income Securities presents information on the global fixed income marketplace. It is filled with facts and formulas for analyzing, valuing, and managing fixed income instruments and their derivatives in the market. Valued for its theoretical insights and unparalleled expertise of its contributors, this book remains unmatched in the world for fixed income investing.
New topics include:
- Electronic trading
- Macro-economic dynamics and the corporate bond market
- Leveraged loans
- Structured and credit-linked notes
- Exchange-traded funds
- Covered bonds
- Collateralized loan obligations
- Risk analysis from multifactor fixed income models
- High-yield bond portfolio management
- Distressed structured credit securities
- Hedge fund fixed income strategies
- Credit derivatives valuation and risk
- Tail risk hedging
- Principles of performance attribution