| Home > Bond Valuation Books | Bond Valuation BooksRecommended books for "Bond Valuation" |
|
||
|
|
||||||
| Displaying page 1 of 10 | |
| Next | |
 | High Yield Bonds: Market Structure, Valuation, and Portfolio Strategies HIGH-YIELD BONDS provides state-of-the-art research, strategies, and toolsNalongside the expert analysis of respected authorities including Edward Altman of New York UniversityOs Salomon Center, Lea Carty of MoodyOs Investor Service, Sam DeRosa-Farag of Donaldson, Lufkin & Jenrette, Martin Fridson of Merrill Lynch & Company, Stuart Gilson of Harvard University, Robert Kricheff of CS First Boston, and Frank Reilly of the University of Notre DameNto help you truly understand todayOs high-yield market. For added value and ease of reference, this high-level one-volume encyclopedia is divided into seven sections detailing virtually every aspect of high-yield bond investment. They include: Market structureNThe role of investment banks in security innovation and market development, evolution of analytical methodologies, and recent leveraged loan market developments; Security risk analysisNHistorical bond default rates, real interest rate and default rate relationships, and new simulation methodologies for modeling credit quality; Security valuationNImpact of seniority and security on bond pricing and return, important trading factors, and a Monte Carlo simulation methodology for valuing bonds and options in the context of correlated interest rate and credit risk; Market valuation modelsNEconometric studies which detail the importance of monetary influences, risk-free interest rates, default rates, mutual fund flows, and seasonal fluctuations; Portfolio managementNHistorical perspective and comparison to alternative investments, analysis of indices available to investors, and specific portfolio selection and risk management strategies of professional fund managers; Distressed security investingNHistorical risk and return information, plus an academic overview of the market and decision criteria for uncovering and investing in securities with higher-than-average risk-adjusted returns; Corporate finance considerationsNEmerging firmsO strategic choice between external debt and equity financing, as well as the choice of issuing public versus private (Rule-144a) securities. HIGH-YIELD BONDS provides extensive coverage of bond valuation and the construction and management of high-yield portfolios. Advanced Monte Carlo simulation models for the valuation of bonds and options on bonds as well as risk assessments on portfolios of bonds under conditions of correlated interest rate and credit risk are demonstrated. In todayOs explosive environment of multiple new issues and high risk versus return relationships, it is paramount that you get advice from analysts and experts who have been influential in shaping and defining the market. HIGH-YIELD BONDS will provide you with a valuable reference to this fascinating and constantly changing class of securities, helping you assemble a stable, diversified portfolio of fixed income investments that provides the greatest returns and the lowest risks. List Price: USD $75.00 Author: Theodore Barnhill Year: 1999 No. Pages: 574 |
| Valuation and Selection of Convertible Bonds: Based on Modern Option Theory Valuation and Selection of Convertible Bonds offers practical guidelines for selecting convertible bonds and making efficient investment decisions. Based on modern option theory and the most recent developments in investment analysis (including a chapter on Euro-bonds), this sourcebook will prove invaluable to both professional investors and individuals involved with similar financial transactions. List Price: USD $91.95 Author: Stefaan J. Gepts Year: 1987 No. Pages: 192 |
| The Dow Jones Municipal bond valuation handbook Author: Dow Jones & Co Year: 1977 No. Pages: 390 |
 | Advanced Fixed-Income Valuation Tools In response to intense competition and higher market volatility, players in the fixed-income market now demand increasingly sophisticated valuation tools. Until recently, a basic understanding of duration and convexity or the ability to use simple, one-factor term structure models was enough to distinguish one from the crowd. Now, this knowledge is practically de rigueur. Cutting-edge players today need a deep understanding of how convexity and risk premia affect bond yields and returns; of how multi-factor term structure models can improve hedging performance; of how to improve the accuracy and efficiency of Monte Carlo analysis, etc. This book brings together contributions from twenty-four finance professionals and academics from top investment banks, consulting firms, and universities. Going well beyond the basics, Advanced Fixed-Income Valuation Tools brings the reader some of the most advanced thinking in the field. Topics covered in this book include: * The effects of convexity and risk premia on bond yields, forward and future rates, and expected returns * The similarities and differences among term structure models * Multi-factor models and models with jumps * Modeling credit risk * Prepayment modeling and MBS pricing * The Muni-Treasury spread * Foreign currency options * Efficient numerical valuation techniques Advanced Fixed-Income Valuation Tools arms the reader with the knowledge and tools needed to succeed in the competitive and rapidly evolving field of quantitative fixed-income investing and trading. "This is a thoughtfully organized compendium of a series of high-quality papers thatshould serve as an excellent resource describing cutting-edge research. Drs. Jegadeesh and Tuckman have put together a collection of first-rate authors considering timelyand useful areas of some of the frontiers of fixed-income valuation." -H. Gifford Fong President, Gifford Fong Associates President Editor, Financial Analysts Journal "This book has an excellent mix of well-written survey papers and cutting-edge research on fixed-income modeling techniques. The strong practical flavor of the papers makes this collection invaluable in understanding this dynamic area of research."-Francis Longstaff Professor of Finance, Anderson School at UCLA "Jegadeesh and Tuckman have done an excellent job of selecting papers that bridge the gap between the new developments in fixed-income models and the practitioners' needs. This collection of papers goes beyond the treatment of fixed-income analytics found in other textbooks. It will be useful for interest rate modelers and fixed-income specialists as well as for academics looking for a summary of the recent advances in the field." Yacine Ait-Sahalia Professor, Princeton University and Director, Bendheim Center in Finance "This excellent collection of articles ushers the reader into the forefront of advanced fixed-income valuation theory. Researchers will find the cutting-edge material stimulating and the abundance of contemporary references informative. Practitioners will particularly benefit from the attentive treatment of default risk and tax effects-important components of value that are seldom given due cognizance." -Andrew Kalotay, PhD Member, Fixed-Income Analysts Society Hall of Fame President, Andrew Kalotay Associates, Inc. List Price: USD $99.00 Author: Narasimhan Jegadeesh Year: 1999 No. Pages: 432 |
 | Rating Valuation Principles into Practice, Second Edition Since its publication this book has become the standard for both students studying for their examinations and practitioners needing a comprehensive textbook covering rating law, valuation and, importantly, practice. The second edition brings the reader up to date with the changes for the 2005 rating revaluation including: . the new 2005 appeals regulations including the requirements for valid proposals . the changes to the material day rules . new valuation dates . transitional relief changes . small business relief Many new and recent cases are added and additional material has been included covering new topics such as temporary disabilities. Sections such as disrepair have additionally been expanded. The book is well illustrated with example valuations showing both methods of valuation and also the variety of property surveyors come across in practice. The authors have extensive experience in the subject and regularly lecture on rating, valuation and taxation matters List Price: USD $63.95 Author: Peter Brown Year: 2006 No. Pages: 442 |
 | Foundations and Applications of the Time Value of Money (Frank J. Fabozzi Series) Comprehensive coverage of the time value of money In this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usually presented as part of overviews given in other general finance books. Various TVM concepts and theories are discussed, with the authors offering many examples throughout each chapter that serve to reinforce the tools and techniques covered. Problems and detailed solutions-demonstrated using two different financial calculators, as well as Excel-are also provided at the end of each chapter, while glossary terms are provided in an appendix to familiarize you with basic terms.
Understanding the time value of money is essential, and this reliable resource will help you gain a firm grasp of its many aspects and its real-world applications. List Price: USD $60.00 Author: Pamela Peterson Drake CFA Year: 2009 No. Pages: 298 |
| An empirical comparison of convertible bond valuation models.: An article from: Financial Management This digital document is an article from Financial Management, published by Financial Management Association on June 22, 2010. The length of the article is 17881 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser. Citation Details Title: An empirical comparison of convertible bond valuation models. Author: Yuriy Zabolotnyuk Publication: Financial Management (Magazine/Journal) Date: June 22, 2010 Publisher: Financial Management Association Volume: 39 Issue: 2 Page: 675(32) Distributed by Gale, a part of Cengage Learning List Price: USD $9.95 Author: Yuriy Zabolotnyuk Year: 2010 No. Pages: 60 |
| Intrayear compounding and fundamental bond valuation.: An article from: Quarterly Journal of Business and Economics This digital document is an article from Quarterly Journal of Business and Economics, published by University of Nebraska-Lincoln on June 22, 1995. The length of the article is 4506 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser. Citation Details Title: Intrayear compounding and fundamental bond valuation. Author: Han-Tarn Jeng Publication: Quarterly Journal of Business and Economics (Refereed) Date: June 22, 1995 Publisher: University of Nebraska-Lincoln Volume: v34 Issue: n3 Page: p19(13) Distributed by Thomson Gale List Price: USD $5.95 Author: Han-Tarn Jeng Year: 1995 No. Pages: 16 |
 | The Handbook of Fixed Income Securities, Chapter 37: Valuation of Bonds with Embedded Options From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management. List Price: USD $6.95 Author: Frank Fabozzi Year: 2005 |
 | Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings (Lecture Notes in Economics and Mathematical Systems) Past cycles of sovereign lending and default in emerging markets suggest that debt crises will recur at some point. In addressing debt crises it has proven helpful to distinguish between situations of illiquidity and insolvency. Solutions range from a voluntary debt swap to a soft or hard restructuring. This book shows why investors should reckon with similar credit events in the future. Insights gained from recent restructurings inspire the design of a valuation model for sovereign bonds. Using the distinction between hard and soft restructurings, the model draws parallels to the concepts of face value and market value recovery. An extension into credit default swap markets explains why bond and CDS spreads diverge during distress. This survey of the sovereign bond market provides investors with a useful toolkit for analyzing sovereign bonds and foreseeing trends in the international financial architecture. The result should be a better understanding of debt crises and more deliberate investment decisions. List Price: USD $119.00 Author: Jochen Andritzky Year: 2006 No. Pages: 251 |
| Displaying page 1 of 10 | |
| Next | |
| Share |
| Bond Valuation Business Software |
| Find Excel Templates & Excel Add-ins in the Excel Templates & Add-ins Directory |
| Explore the User Guides to Empower Business Decision Making with Business Spreadsheets |