Download The handbook of fixed income securities by Frank J. Fabozzi, Steven V. Mann PDF

By Frank J. Fabozzi, Steven V. Mann

The world’s no 1 fastened source of revenue ebook, now with 21 all-new chapters

The guide of fastened source of revenue Securities occupies the head spot because the such a lot authoritative, extensively learn reference within the international mounted source of revenue market. First released in 1983, this entire survey of present wisdom positive factors contributions from best teachers and practitioners and has carved out a distinct segment that can't and won't be equaled through the other unmarried sourcebook.

Now, the completely revised and up-to-date 7th version provides finance pros the evidence and formulation they should compete in today’s reworked industry. It locations elevated emphasis on purposes, digital buying and selling, and international portfolio administration, and contours new chapters on issues including:

  • Eurobonds
  • Emerging industry debt
  • Credit hazard modeling
  • Synthetics
  • CDOs
  • Transition administration
  • and plenty of more

Show description

By Frank J. Fabozzi, Steven V. Mann

The world’s no 1 fastened source of revenue ebook, now with 21 all-new chapters

The guide of fastened source of revenue Securities occupies the head spot because the such a lot authoritative, extensively learn reference within the international mounted source of revenue market. First released in 1983, this entire survey of present wisdom positive factors contributions from best teachers and practitioners and has carved out a distinct segment that can't and won't be equaled through the other unmarried sourcebook.

Now, the completely revised and up-to-date 7th version provides finance pros the evidence and formulation they should compete in today’s reworked industry. It locations elevated emphasis on purposes, digital buying and selling, and international portfolio administration, and contours new chapters on issues including:

  • Eurobonds
  • Emerging industry debt
  • Credit hazard modeling
  • Synthetics
  • CDOs
  • Transition administration
  • and plenty of more

Show description

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Extra info for The handbook of fixed income securities

Sample text

Both expenses are tax deductible for the firm. The total expense is the call premium of $15 million plus the issuing expenses and legal fees of $2 million. The after-tax cost is equal to the beforetax cost times (1 − tax rate). 3), or $11,900,000. 5. 078. 3). 46%) and makes the refunding a profitable economic transaction. In municipal securities, refunding often refers to something different, although the concept is the same. Municipal bonds can be prerefunded prior to maturity (usually on a call date).

D. D. D. Principal White Oak Capital Management Corp. D. Fixed Income Strategist HSBC-CCF Associate Professor Mathematics Department University of Evry Val d’Essonne Jeffrey T. com Frank K. , CFA Bernard J. Hank Professor of Finance University of Notre Dame Scott F. Richard, DBA Managing Director Morgan Stanley Asset Management John C. D. Professor of Finance Temple University xxix W. Alexander Roever, CFA Managing Director Short-Term Fixed Income Strategy JPMorgan Securities, Inc. Anthony B. D.

A synthetic CDO is a CDO where the investor has economic exposure to a pool of debt instrument, but this exposure is realized via credit derivative instruments rather than the purchase of the cash market instruments. Synthetic CDOs are discussed in Chapter 31. SUMMARY This chapter has provided an overview of the types of fixed income securities and has explored the key features of these securities. It is our hope that this chapter will equip the reader with a general knowledge of the instruments and provide a conceptual and terminological background for the chapters that will investigate in more detail the features of these securities and the associated risks and returns.

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