Average customer rating:
- Very useful reference
- So far so good
- good overall reference
- the default reference
- nice overview of a wide range of topics
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The Handbook of Fixed Income Securities
Frank Fabozzi
Manufacturer: McGraw-Hill
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Binding: Hardcover
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Fixed Income Mathematics, 4E
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ASIN: 0071440992 |
Book Description
The world’s #1 fixed income book, now with 21 all-new chapters
The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook.
Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in today’s transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including:
- Eurobonds
- Emerging market debt
- Credit risk modeling
- Synthetics
- CDOs
- Transition management
- And many more
Customer Reviews:
Very useful reference.......2007-08-31
Good reference for bond math and a great thing to have on any debt capital markets desk.. I use it very frequently.. its a classic ..
So far so good.......2007-08-03
Great purchase. The authors do a superb job of describing topics in basic terms then escalate to the nitty gritty number crunching behind the concepts. I recommend for anyone needing a complete guide to FI securities.
good overall reference.......2007-04-19
very good as a reference and general overview; if you want more detail and in-depth analysis you should look for something else but there's lots of specific lieterature out there so this still makes a good starting point
the default reference.......2007-01-06
this is the de facto desk reference for fi securities. it is thorough and well presented. if you are working with fi, you probably have it, if not, you should. also highly recommend the fixed income mathematics text as well.
nice overview of a wide range of topics.......2006-04-16
i give 4.5 stars.
many reviewers comment that this book lacks depth, but hey, it just tries to give a general overview on a variety of fixed income securities, that's what it is, and this book does reasonably well on this purpose. it never means to contain everything on every fixed income securities.
the only thing i am concerned is that the page numbers listed on the index sometimes do not match.
Book Description
Praise for Fixed Income Securities, Second Edition
"What distinguishes this book from many others on the subject is that Tuckman has skillfully combined intuitive rationale with mathematical analysis to give readers a clear and deep understanding of the market. Tuckman has written a comprehensive reference book that should be found on the desks of both seasoned practitioners and novices alike." -Gerald Lucas, Senior Government Strategist, Director, Global Securities Research, Merrill Lynch
"This outstanding book offers a well-written and clear tutorial for many of the cutting-edge analytical techniques and models used in practice. Combines a wealth of institutional knowledge, practical tools, and realistic examples, while giving a clear understanding of the underlying theory." -Francis Longstaff, Professor of Finance, The Anderson School at UCLA
"An excellent reference for anyone intending to bridge the gap between financial mathematics theory and the practice of financial markets." -Marek Musiela, BNP Paribas
"This is an extremely readable book with a balance between technical detail and practical application. Unlike other books in the area, thorough and tightly knit chapters reflect Tuckmans unique background as a well-respected academic and market participant." -Tony D. Kao, Managing Director, Global Fixed Income GM Asset Management
Customer Reviews:
GREATEST BOOKSHOP.......2007-09-22
ITS VERY GOOD BOOKSHOP, BUT WHY BOOKS DELAYED I DONJ NOT RECIVED IT UNTILL NOW. YOU HAVE WOREST SHIPPED SERVICE
A must have for anyone in fixed-income capital markets.......2007-07-04
I have the 2nd edition and have found it to be ridiculously comprehensive. The text is well-written and organized (I find it better than the Fabozzi texts which usually have many different people contributing, therefore naturally being less fluid and organized). This is by far one of the best fixed-income books available right now--period.
The text is pretty heavy on quant material, however, it's written from a practitioner's perspective so I've found it to be very helpful at work.
read this before going for it.......2007-04-24
This book gives basics of fixed income securities in a very intuitive way. It first explains building blocks for fixed income securities. I have studied these topics in pricing and finance theory, and then I bought this book. I couldn't imagine a better explanation in such a clear way for fixed income securities. I suggest this book to everybody who wants to understand the fixed income securities. I think it helps anybody who is interested in quantitative modeling fixed income securities and who is interested in trading such securities.
It first gives the basic background, the relative pricing of fixed income securities and fixed cash flows. It then explains the price sensitivity and hedging. The author has given a good explanation for term structure models. The last part of the book is dedicated to some securities: repo, forward contracts, interest rate swaps, eurodollar and fed funds, fixed income options, mortgage-backed securities and note and bond futures.
Just want to mention a mistake of the book.......2007-04-01
On page 116, formula 6.1, the price formula for a bond is actually for a semiannual coupon bond, not as stated on the book, for annual coupon bond.
As a consequence, the dv01, duration and convexity formula it states are for semiannual coupon bonds as well.
I think both Tuckman and Fabozzi's books have their own pros and cons. Tuckman's book touchs more on the trading, which is interesting. Although it could be less rigorous in terms of treating the formulas. I own both books.
Amazing Fixed income textbook.......2007-03-10
After reading stochastic calculus for finance II by Shreve, another great textbook, I felt I needed another textbook more focused toward applications rather than theory. The book will probably not turn you into a fixed income guru but it will certainly give you most if not all the tools you need to become a guru. For physicists, engineers and mathematicians looking for a career in quantitative finance, this textbook is a must read. Read this book if you want a career in the fixed income market. Throughout the book, you will find useful trading cases which, in my opinion, put you right into the trading floor minus the stress of course. Dr Tuckman also provided simple and well thought exercises which help reinforce your understanding of the material.
Book Description
In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.
Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.
If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:
- The risks associated with investing in fixed income securities
- The fundamentals of valuation and interest rate risk
- The features of structured products--such as mortgage-backed securities and asset-backed securities
- The principles of credit analysis
- The valuation of fixed income securities with embedded options
Customer Reviews:
Excellent book for CFA.......2007-05-31
This book is virtually essential for the CFA exam, particuarly on the part of fixed income securities. Without this book, I couldn't grasp the difficult concepts of fixed income securities. The vivid and practical examples help me a lot.
Book Description
The standard reference for fixed income portfolio managers
Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments.
This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new sections and chapters addressing risk measures, cash flow characteristics of credit-sensitive mortgage-backed and asset-backed securities, and more.
Customer Reviews:
really great book.......2007-01-06
like the handbook of fixed income securities, this is a comprehensive text. it is a great reference for the methodology of fixed income math.
Absolutely Fabulous!.......2006-05-11
I work in Equity research and recently had to move over to Fixed income. Two things happened at this stage - (a) Work-pressure dictated that I learn FI (b) I started taking a course from NYSU.
Thus, this review is applicable to both sets of people - those who're learning and those who are working.
The language - is very free-flowing and easily can be grasped.
The alma-mater - very, very professionally presented. Without spending too much time covering the absolute basics, i.e. taking the subject from ground-zero, he covers each topic from a perspective of an intelligent reader. Quickly covers the basics, the derivation explanation and then the core equation. The equation is very heavily exploded through various examples and situations. TERRIFIC stuff... really what "hits" you in work.
Critical areas which he has carefully covered this particular edition has the VERY BEST COVERAGE on the latest developments related to: (missing in prev. edition)
* Interest rates and their modelling.
* Credit risk concepts (CDS, etc. also explained)\
* Pre-payment modelling - perhaps the only book covering this ever-important subject, esp. relevant nowadays.
* Corporate bonds and their measures of risk
* MBS Structuring - don't know any book covering this!
The best - tracking errors and multi-factor risk-models... the models and techniques explored here, though rudimentary gives you that 1 single-aspect on every analyst's mind .. i.e. fear of errors. Where it might happen, how to mitigate it, pre-empt it.
Book Description
Maintaining the high standards of prior editions, Security Analysis puts at your fingertips the authoritative guidance on analyzing securities that generations of investment bankers have come to rely on.
Customer Reviews:
The 1934 edition is the last edition you should buy........2007-04-08
My star rating is for the 1934 edition, but this review may appear for other editions of the book.
The 1934 edition came out before the creation of the SEC and deals with a lot of accounting irregularities that are not such a problem today. I suggest you buy a newer edition.
Some people seem to have a preference for the 1940 edition. The 1951 edition was the first one written after the Great Depression, so it dealt with businesses in a more normal economic environment. The 1962 edition was the last written directly by Graham and Dodd, but it is currently unavailable. The 1988 edition is the most recent edition of Security Analysis, but it was updated by other authors years after Graham had died. The 1988 edition is the one currently used as a textbook for Columbia University's Security Analysis course.
Best Book on Stocks.......2007-01-16
The best book for stock analysis. The thing that impresses me the most is that it takes investors emotions into account--the main reason people don't make money in stocks.
Best investing book I've ever read.......2006-01-17
Yes, this is the best investing book I've ever read, but I never read the 2nd or 3rd editions so maybe they are better? I do know that the 5th edition is absolutely horrible, it wasn't written by Graham and has nothing to do with this book, and you won't learn anything about investing from reading it.
You do need a strong background in accounting to understand this book. There are some archaic accounting terms used in the book that no longer apply today. A law school course in Corporations Law is helful here too.
Nevertheless, every more modern book on "value investing" never really explained it as well as this book written in 1934.
Yes, the book is long, but who said investing should be easy? If you want easy money, go to Vegas. I made hundreds of thousands of dollars in the stock market after I read this book. This book is more valuable than a college education and a lot cheaper.
A MUST read.......2005-08-10
Security Analysis is the most important book ever written about the subject. (...)
Sven Klein, Santa Barbara, CA
A MUST read.......2005-08-07
Security Analysis is the most important book ever written about the subject. It should be mandatory to read this book prior to getting any security license.
Sven Klein, Santa Barbara, CA
Book Description
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.
The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Customer Reviews:
Excellent introductory book to financial math.......2006-11-03
This book takes you through the math of finance step-by-step, passing through very simple examples first and then slowly adding complexity to the models studied. It is written very clearly and the prerequisites to reading this book are only some basic notions of probabilities (sigma-fields, probability measures).
Sometimes, the problem with math books is that they are "dry" and contain only a succession of theorems and proofs. In this one, the authors make a point of explaining in detail how different theorems and models relate to each other, and make extensive comparisons between them so that you get a better feel for how they work in practice.
The book is primarily a math book and can be light on market specifics. Do not buy this book as a practical "howto" in derivatives trading.
At the Forefront of Modern Mathematical Finance.......2005-05-23
This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field.
The book is in written in a mathematical style and contains rigorous proofs of many results. However, the main focus of the text is to describe the frontier of knowledge in the subject. Each section contains copious references to the literature and is so current that several references are to working papers. Many sections detail open problems and other areas suitable for scholarly research.
In their second edition, the authors provide an extremely useful critique of each modeling paradigm that they investigate. They also provide evidence for their position in the form of literature references which instruct the reader as to the shortcomings/limitations of a particular model. This information should prove quite valuable to model practitioners and implementers.
The authors assume an advanced background from the field of stochastic analysis, although they do provide an appendix which summarizes key results needed from the field. For the stochastic calculus prerequisites, I recommend Rogers & Williams "Diffusions, Markov Processes and Martingales" volumes I and II. Suitable prerequisites are also covered by Karatzas and Shreve in "Brownian Motion and Stochastic Calculus" 2nd edition. A good foundation in arbitrage pricing theory is also needed. I recommend the nice treatment by Bjork in "Arbitrage Theory in Continuous Time" 2nd edition.
The book is divided into two parts. The first part deals with options pricing in equity markets. Chapter 1 sets premlinaries required for the arbitrage theoretic framework, while Chapter 2 has a very nice treatment of discrete time models and finite financial markets.
In Chapter 3, the authors develop the Black-Scholes model along with the Bachelier model using arbitrage techniques. The models are compared and used as benchmark continuous time models and form the basis for all subsequent analysis.
Chapter 4 provides a nice survey of techniques used to price/hedge options in foreign equity and currency markets. The authors assume familarity of the basic workings of foriegn markets.
Chapter 5 is a terrific chapter on valuing American-style options. The American call option is thoroughly studied and approximation techniques for the American put option are introduced. The explicit derivations of the formulas are referenced to the literature.
Chapter 6 provides an introduction to exotic options, although the authors vary their use of the term 'exotic' to meaning 'not a standard European-style or American-style' in this chapter to meaning 'no readily available liquid market' in Chapter 7. The descriptions are quite accessible and the basic properties of the options are described along with pricing formulas (assuming the Black-Scholes framework).
Chapter 7 provides as complete an accounting as I have ever seen of the generalizations of the Black-Scholes model and motivates this from the point of view of volatility surfaces. Many of the well-known models are studied in detail, such as CEV, local volatility, and mixture models. The strengths and weaknesses of each model are analyzed. The stochastic volatility models of Wiggins (via Orenstien-Uhlenbeck processes), Hull-White, and Heston are studied, as is the SABR model. The chapter wraps up with a study of the SIV models, describes how the stochastic volatility models can be obtained via limits of GARCH models and surveys Jump-diffusion processes and Levy processes.
The second part of the book is concerned with term structure models and interest rate derivatives. The authors are quite well-know for their many contributions to this study and their treatment is authoritative.
Martingales & Finance.......2003-04-12
I have used this book for two courses in my MSc degree in Financial Maths...well this book is hard to understand at first glance, but, once you are introduced with a good course on stochastic analysis and applied probability, this is an illuminating book...I particularly enjoyed the part on foreing equity derivatives and exotic derivatives.....Harmed with patience this is definitely the book by which you can effectively gain a sound a knowledge on modern mathematical finance theory....reading in conjunction with Bingham-Kiesel book, could help understanding the foundation of the subject.
yes, but ..........2000-03-17
I've been using this book on and off over the last year. At first I was very impressed with the level of detail in the mathematics, especially as it was the only book at the time focussing on risk-neutral methods and covering BGM. But I've become increasing disillusioned with it of late. It's difficult to explain, but although the whole book is written in traditional theorem-proof style, there are no real proofs! (I have a PhD in math and have done research for 10 years so I should know a little about proofs.) The only "proofs" provided are basically symbol shifting, but the heart of the math is strangely absent. This is especially strange given the Springer series in which it appears.
In short, if you want a catalogue of methods this book does the job, but if you want a deeper understanding try Lars Nielsens book.
excellent book for post-John-Hull readers.......1999-08-17
This book covers essentially everything needed for a serious financial math study. It captures the spirit of modern financial math. For people with math, physics or engineering background, when you feel comfortable woth John Hull's books, then this book is right one, and a must one.
Book Description
In today’s volatile financial environment, growing numbers of investors are looking to flee the stock market in search of safer ground. While the bond market has often been a “safe haven,” confusing new bonds and bond funds make it increasingly difficult for unfamiliar investors to choose the correct fixed income investments. The Bond Book provides investors with the information and tools they need to make bonds a comforting, important, and profitable component of their portfolios. Thoroughly revised, updated, and expanded from its bestselling first edition, this all-in-one sourcebook includes: *A new section on using the Internet to research, buy, and sell bonds *A new chapter devoted to increasingly popular foreign bonds *Detailed information on the inflation-linked Treasury bonds *Explanation of the new categories of bond funds *Tips on how to evaluate and buy bond funds
Customer Reviews:
A solid introduction.......2007-09-28
A great introduction to bonds and there place in a portfolio. The perfect place for the individual to start if they are considering purchasing individual bonds for their portfolio.
However, anyone looking for more in-depth information and strategies will likely be disappointed. Relatively little information about Zeros, TIPS and other products that are likely to be of interest. Start here, and then increase your knowledge with a title specific to your interests (i.e. municipal bonds, etc.).
God book but too general.......2007-01-04
I ordered this book for my business library. I enjoyed the book, but if you want more specifics on the methods of detailed bond calculations, I would recommend a good financial investments text book.
Primer on Fixed Income Products.......2005-09-09
Am nearly finished reading the 2nd printing of this excellent tutorial. Although I have been an avid buyer & seller of fixed income products for many years, the author did a superb job of furthering my mid-level expertise especially in the area of municipal bonds. Her plain language explanations were most welcome as opposed to the plethora of financial techno-babble tomes that share the bookshelf. 5 Stars without reservation.
Too Complicated.......2005-04-19
Thau over complicates her points. The book is too difficult to understand. I am an attorney who has been investing in stocks and bonds for over 10 years. This book is not appropriate for any level investor.
Highly Recommended!.......2004-12-22
This is an accessible introduction to bonds by a financial professional whose first book - as unlikely as it may seem - was a study of Max Jacob, the French poet. The literary background of the author, Annette Thau, may account for her book's clear, easy-to-read style. Most authors who write about bonds tend to get lost in the complex mathematics and specialized jargon of the bond markets. Not Annette Thau. Whether you are an individual investor trying to balance your portfolio with bonds, or a student of finance looking for a more lucid explanation of the subject than you can find in your textbooks, we highly recommend this book to you.
Average customer rating:
|
Financial Instruments and Markets: A Casebook
George Chacko ,
Vincent Dessain ,
Peter Hecht , and
Anders Sjoman
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover
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Similar Items:
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Options, Futures and Other Derivatives (6th Edition)
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International Finance: A Casebook
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Real Estate Finance & Investments (Real Estate Finance and Investments)
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Financial Institutions, Markets, and Money
ASIN: 0471737674 |
Book Description
Create value while you manage risk
Today's increasingly volatile financial markets have caused an explosion of new financial instruments designed to transfer risk--from collateralized mortgage-backed securities to swaptions that trade directly between financial actors. And now these complex financial instruments have become standard operating procedure at most large and mid-sized businesses. Managers overseeing any substantial business, financial or non-financial, must thoroughly understand these financial instruments and their value in hedging and diversifying to succeed.
With this unique casebook, you'll have the opportunity to gain the analytical, institutional, and functional knowledge you need to use these instruments to solve new problems. Featuring cases from the authors' MBA and Executive Education level courses at Harvard Business School, the book covers the basics of financial instruments, from terminology to pricing, and the markets in which these instruments trade. Throughout, the emphasis is on how these securities accomplish risk transfer from actors who do not want risk to those who are willing to take it on--for a fee of course.
These cases include:
* Deutsche Bank: Finding Relative Value Trades
* Ticonderoga Capital: Inverse Floating Rate Bonds
* 100-Year Liabilities at Prudential Insurance
* Swedish Lottery Bonds
* The Enron Odyssey: The Special Purpose of SPEs
* Building Hedge Funds at Prospero Capital
* Dell Computer Corporation: Share Repurchase Program
* First American Bank: Credit Default Swaps
* Morgan Stanley and TRAC-X: The Battle for the CDS Indexes Market
* and more
Book Description
In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.
Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.
If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:
- The risks associated with investing in fixed income securities
- The fundamentals of valuation and interest rate risk
- The features of structured products--such as mortgage-backed securities and asset-backed securities
- The principles of credit analysis
- The valuation of fixed income securities with embedded options
Book Description
An investor's guide to capitalizing on opportunities in the fixed income markets of emerging economies
The fixed income market in emerging countries represents a new and potentially lucrative area of investment for professionals, but with great risk. Investing in Emerging Fixed Income Markets shows investors how to identify solid investment opportunities, assess the risk potential, and develop an investment approach to enhance long-term returns. Contributors to this book, among the leading experts from around the world, share their insights, advice, and knowledge on a range of topics that will help investors make the right decisions and choices when dealing with emerging fixed income markets. This fully updated and revised edition of the Handbook of Emerging Fixed Income and Currency Markets is the best guide for navigating the complicated world of emerging fixed income markets.
Efstathia Pilarinu (Strasbourg, France) is a consultant specializing in the derivatives and emerging market fixed income areas. She has worked for several major Wall Street firms, including Salomon Brothers, Bankers Trust, Societe General. She has a doctorate degree and an MBA in finance from the University of Tennessee and an undergraduate degree in mathematics from the University of Patras, Greece.
John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles--which include numerous bestsellers--The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series.
Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.
Books:
- The Investing Bible
- The Kings of New York: A Year Among the Geeks, Oddballs, and Genuises Who Make Up America's Top HighSchool Chess Team
- The Language of Letting Go (Hazelden Meditation Series)
- The Leader of the Future 2: Visions, Strategies, and Practices for the New Era (J-B Leader to Leader Institute/PF Drucker Foundation)
- The Little Red Book of Wisdom
- The McGraw-Hill 36-Hour Course In Finance for Non-Financial Managers
- The New Strategic Thinking
- The Perfect Fit: What Your Shoes Say About You
- The Prize: The Epic Quest for Oil, Money and Power
- The Theory of Investment Value (Contrary Opinion Library)
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