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Inside the Yield Book : the Classic That Created the Science of Bond Analysis.
A completely updated edition of the guide to modern bond analysis First published in 1972, Inside the Yield Book revolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market professiona...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Wiley,
2013.
|
| Edición: | 3rd ed. |
| Colección: | Bloomberg Financial.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Leibowitz, Martin L. | |
| 245 | 1 | 0 | |a Inside the Yield Book : |b the Classic That Created the Science of Bond Analysis. |
| 250 | |a 3rd ed. | ||
| 260 | |a New York : |b Wiley, |c 2013. | ||
| 300 | |a 1 online resource (370 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Bloomberg Financial | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A completely updated edition of the guide to modern bond analysis First published in 1972, Inside the Yield Book revolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market professionals. Generations of practitioners, investors, and students have relied on its lucid explanations, and readers needing to delve more deeply have found its explication of key mathematical relationships to be unmatched in clarity and ease of application. This edition updates the. | ||
| 505 | 0 | |a Inside the Yield Book: The Classic That Created the Science of Bond Analysis; Copyright; Contents; Preface to the 2013 Edition; Acknowledgments; Part I: Duration Targeting: A New Look at Bond Portfolios (2013 Edition); Introduction; Accrual Offsets of Price Effects; Trendline Model; The Effective Maturity; Terminal Yield Distributions; Non-Trendline Paths; Tracking Error and Total Volatility; Key Findings; Chapter 1: Duration Targeting and the Trendline Model; Duration Targeting; Trendlines; Generality of the TL Model; A Jump Yield Path; Mirror-Image Paths; Random Paths. | |
| 505 | 8 | |a Random Paths to the Same Ending YieldTrendline Duration; Horizon Effects; Conclusion; Chapter 2: Volatility and Tracking Error; Introduction; TL Volatility; Non-Trendline Yield Paths; Tracking Errors; Total Volatility; Random Yield Walks with Drift; Chapter 3: Historical Convergence to Yield; Introduction; Historical Yield Paths; Historical Yield Volatilities; Historical Tracking Errors; Conclusion; Chapter 4: Barclays Index and Convergence to Yield; Introduction; Historical Data; Holding Period Returns for a December 2000 Investment; Holding Period Returns for Three Different Entry Points. | |
| 505 | 8 | |a Holding Period Returns for All Entry PointsTotal Return Volatility; Barclays Returns and Tracking Error; Individual Credit and Government Index Analysis; Conclusion; Chapter 5: Laddered Portfolio Convergence to Yield; Introduction; Laddered Portfolio with a Stable Flat Yield Curve; Laddered Portfolio Rebalancing After a Parallel Curve Shift; Laddered Portfolio Yield Pathways; Laddered Portfolio Duration; Laddered Portfolio Convergence to Yield; Laddered Portfolio Barbell versus Single Bond Bullet; Conclusion; Appendix: Path Return and Volatility; Trendline Returns; Trendline Volatility. | |
| 505 | 8 | |a Total VolatilityTracking Error; A Simple Approximation for Zero-Coupon Bond Returns; References; Part II: Some Topics That Didn't Make It Into the 1972 Edition (2004 Edition); Contents of the 2004 Edition; Foreword; Preface to the 2004 Edition: A Historical Perspective; Acknowledgments; Some Topics That Didn't Make It into the 1972 Edition; The Basic Concept of Present Value; The Reinvested Future Value; The Horizon Present Value (HPV); The Total Future Value TFV (H); The FV versus the PV; Bond Prices and Yields; PV Volatility; The Macaulay Duration; PV Volatility and the Modified Duration. | |
| 505 | 8 | |a Reinvestment VolatilityThe Total Future Value Volatility at Longer Horizons; Horizon Duration and the Generalized TFV Volatility; Immunization; Horizon Analysis; Generalizing the PV Model to Equities; Spread Flows and Opportunity PVs; The PV as a Hypothetical Ratio; Market-Based versus Subjective Estimates; A Final Note; Technical Appendix to ""Some Topics""; Present Value (PV); Reinvested Future Value (RFV) at Horizon H; Horizon Present Value (HPV) of ""Tail"" Cash Flow at Horizon H; Total Future Value (TFV) at Horizon H; Macaulay Duration D (1, H); PV Volatility PV-VOL (1, H). | |
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Bonds |z United States. | |
| 650 | 0 | |a Bonds |x Mathematical models. | |
| 650 | 6 | |a Obligations (Valeurs) |z États-Unis. | |
| 650 | 6 | |a Obligations (Valeurs) |x Modèles mathématiques. | |
| 650 | 7 | |a Bonds |2 fast | |
| 650 | 7 | |a Bonds |x Mathematical models |2 fast | |
| 651 | 7 | |a United States |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJtxgQXMWqmjMjjwXRHgrq | |
| 700 | 1 | |a Bova, Anthony. | |
| 700 | 1 | |a Kogelman, Stanley. | |
| 700 | 1 | |a Homer, Sidney, |d 1902-1983. |1 https://id.oclc.org/worldcat/entity/E39PBJxxh6p9dGbVjKTH6JDwmd | |
| 776 | 0 | 8 | |i Print version: |z 9781118390139 |
| 830 | 0 | |a Bloomberg Financial. | |
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| 938 | |a YBP Library Services |b YANK |n 10442097 | ||
| 994 | |a 92 |b IZTAP | ||