- Paperback: 260 pages
- Publisher: F.J. Fabozzi Associates (1995)
- Language English
- ISBN-10: 1883249066
- ISBN-13: 978-1883249069
- Product Dimensions: 23.1 x 16 x 2.5 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 1,963,704 in Books (See Top 100 in Books)
- See Complete Table of Contents
Valuation of Fixed Income Securities and Derivatives
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Product Description
Synopsis
This work provides valuation methods that can be applied to any fixed income investment, irrespective of its complexity. It shows how to value traditional bonds as well as more evolved securities, such as callable and putable bonds, top-up notes, range notes, and inverse floating rate securities.
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First Sentence
The objectives of this chapter are to: 1. explain what is meant by the cash flows of a financial asset; 2. discuss the process involved in valuing a fixed income security; 3. explain the situations in which determination of the cash flows of a fixed income security is complex; 4. review the provisions that allow the cash flows to be altered by either the issuer or the investor; 5. explain why a fixed income security should be viewed as a package of zero-coupon securities; 6. review risk measures associated with investing in fixed income securities; and, 7. explain the role of valuation in deriving risk measures. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
The objectives of this chapter are to: 1. explain what is meant by the cash flows of a financial asset; 2. discuss the process involved in valuing a fixed income security; 3. explain the situations in which determination of the cash flows of a fixed income security is complex; 4. review the provisions that allow the cash flows to be altered by either the issuer or the investor; 5. explain why a fixed income security should be viewed as a package of zero-coupon securities; 6. review risk measures associated with investing in fixed income securities; and, 7. explain the role of valuation in deriving risk measures. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Customer Reviews
Most Helpful Customer Reviews
1 of 1 people found the following review helpful
Format:Hardcover
Fabozzi covers intensely complicated topics and explains areas that even a non finance person like me can grasp with relative ease. If you need to gain knowledge in this area, I urge you to buy this book!
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
2 reviews
Solid Introduction
13 Mar 2004
Format:Hardcover
This book is a good introduction to valuation and should be used in conjunction with other books in fixed income. The book references more complex topics that may be explored further in more advanced books. However, the book does a good job of stripping topics to the basic concepts.
0 of 5 people found the following review helpful
Highly recommended
28 May 1999
Format:Hardcover
Fabozzi covers intensely complicated topics and explains areas that even a non finance person like me can grasp with relative ease. If you need to gain knowledge in this area, I urge you to buy this book!
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