Fixed Income Analysis Workbook (eBook)

CFA Institute (Autor)

eBook Download: EPUB

2022 | 5. Auflage
256 Seiten
Wiley (Verlag)
978-1-119-85301-5 (ISBN)

Infos

Evaluate your understanding of fixed-income portfolio management with exercises for today s investment practitioner Fixed Income Analysis, 5th Edition offers the key component of effective learning practice. Designed for both students and professionals, this companion workbook aligns with the latest Fixed Income Analysis text chapter-by-chapter. To improve your comprehension of core concepts, this book includes brief chapter summaries before diving into challenging practice questions and their solutions, while also laying out learning objectives so you can understand the why of each exercise. Fixed Income Analysis Workbook, 5th Edition will help you: Synthesize essential material from the main Fixed Income Analysis text using real-world applications. Understand the key fundamentals of fixed income securities and portfolio management. Work toward specific chapter objectives to internalize important information. CFA Institute is the world s premier association for investment professionals, and the governing body for the CFA Program, CIPM Program, CFA Institute ESG Investing Certificate, and Investment Foundations Program. Those seeking a deeper understanding of fixed income portfolio management tactics will value the level of expertise CFA Institute brings to the discussion as well as the extra practice delivered in the fifth edition Fixed Income Analysis Workbook based on real scenarios investors face every day.

Inhalt

Part I

Learning Objectives, Summary Overview, and Problems

Chapter 1 Fixed-Income Securities: Defining Elements 3

Learning Outcomes 3

Summary Overview 3

Problems 5

Chapter 2 Fixed-Income Markets: Issuance, Trading, and Funding 9

Learning Outcomes 9

Summary Overview 9

Problems 11

Chapter 3 Introduction to Fixed-Income Valuation 15

Learning Outcomes 15

Summary Overview 15

Problems 18

Chapter 4 Introduction to Asset-Backed Securities 25

Learning Outcomes 25

Summary Overview 25

Problems 28

Chapter 5 Understanding Fixed-Income Risk and Return 33

Learning Outcomes 33

Summary Overview 34

Problems 36

Chapter 6 Fundamentals of Credit Analysis 41

Learning Outcomes 41

Summary Overview 41

Problems 45

Chapter 7 The Term Structure and Interest Rate Dynamics 53

Learning Outcomes 53

Summary Overview 53

Problems 54

Chapter 8 The Arbitrage-Free Valuation Framework 65

Learning Outcomes 65

Summary Overview 65

Problems 66

Chapter 9 Valuation and Analysis of Bonds with Embedded Options 75

Learning Outcomes 75

Summary Overview 76

Problems 78

Chapter 10 Credit Analysis Models 89

Learning Outcomes 89

Summary Overview 89

Problems 90

Chapter 11 Credit Default Swaps 99

Learning Outcomes 99

Summary Overview 99

Problems 100

Chapter 12 Overview of Fixed-Income Portfolio Management 105

Learning Outcomes 105

Summary Overview 105

Problems 107

Chapter 13 Liability-Driven and Index-Based Strategies 113

Learning Outcomes 113

Summary Overview 113

Problems 117

Chapter 14 Learning Outcomes 125

Summary Overview 125

Problems 127

Chapter 15 Fixed-Income Active Management: Credit Strategies 133

Learning Outcomes 133

Summary Overview 134

Problems 135

Part II

Solutions

Chapter 1 Fixed-Income Securities: Defining Elements 145

Solutions 145

Chapter 2 Fixed-Income Markets: Issuance, Trading, and Funding 149

Solutions 149

Chapter 3 Introduction to Fixed-Income Valuation 153

Solutions 153

Chapter 4 Introduction to Asset-Backed Securities 167

Solutions 167

Chapter 5 Understanding Fixed-Income Risk and Return 175

Solutions 175

Chapter 6 Fundamentals of Credit Analysis 183

Solutions 183

Chapter 7 The Term Structure and Interest Rate Dynamics 189

Solutions 189

Chapter 8 The Arbitrage-Free Valuation Framework 197

Solutions 197

Chapter 9 Valuation and Analysis of Bonds with Embedded Options 203

Solutions 203

Chapter 10 Credit Analysis Models 211

Solutions 211

Chapter 11 Credit Default Swaps 225

Solutions 225

Chapter 12 Overview of Fixed-Income Portfolio Management 229

Solutions 229

Chapter 13 Liability-Driven and Index-Based Strategies 233

Solutions 233

Chapter 14 Yield Curve Strategies 239

Solutions 239

Chapter 15 Fixed-Income Active Management: Credit Strategies 243

Solutions 243

About the CFA Program 247

Produkt-Details

• Erscheint lt. Verlag: 14.9.2022
• Reihe/Serie: The CFA Institute Series
• Reihe/Serie: The CFA Institute Series
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber ► Beruf / Finanzen / Recht / Wirtschaft ► Geld / Bank / Börse
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management
• Schlagworte: Finance & Investments • Finanz- u. Anlagewesen • Investments & Securities • Kapitalanlage • Kapitalanlagen u. Wertpapiere
• ISBN-10: 1-119-85301-X / 111985301X
• ISBN-13: 978-1-119-85301-5 / 9781119853015