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

A comprehensive introduction to the key concepts of fixed incomeanalytics

The First Edition of Introduction to Fixed IncomeAnalytics skillfully covered the fundamentals of thisdiscipline and was the first book to feature Bloomberg screens inexamples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change.

That's why authors Frank Fabozzi and Steven Mann have returnedwith a fully updated Second Edition. This reliable resourcereflects current economic conditions, and offers additionalchapters on relative value analysis, value-at-risk measures andinformation on instruments like TIPS (treasury inflation protectedsecurities).

• Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more
• Includes updated charts and descriptions using Bloombergscreens
• Covers important analytical concepts used by portfoliomanagers

Understanding fixed-income analytics is essential in today'sdynamic financial environment. The Second Edition ofIntroduction to Fixed Income Analytics will help you build asolid foundation in this field.