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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: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2013]
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| Edición: | Third edition. |
| Colección: | Bloomberg financial series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- pt. I. Duration targeting : a new look at bond portfolios (2013 edition)
- pt. II. Some topics that didn't make it into the 1972 edition (2004 edition)
- pt. III. Inside the yield book (original edition).
- Preface to the 2013 edition
- Acknowledgments
- Part I, Duration targeting : a new look at bond portfolios (2013 edition). Introduction
- 1, Duration targeting and the trendline model
- 2, Volatility and tracking error
- 3, Historical convergence to yield
- 4, Barclays index and convergence to yield
- 5, Laddered portfolio convergence to yield
- Appendix, Path return and volatility
- References
- Part II, Some topics that didn’t make it into the 1972 edition (2004 edition). Contents of the 2004 edition
- Foreword / by Henry Kaufman
- Preface to the 2004 edition
- A historical perspective
- Technical appendix to “some topics”
- Part III, Inside the yield book (original edition). Preface to the 1972 edition
- Contents of the 1972 edition
- List of tables
- About the authors – Index.