Fixed Income Securities and Derivatives Handbook

A guide to the range of techniques and applications used in analysis and valuation of principal debt market instruments. Provides a solid understanding of fixed-income securities and their associated derivatives.

Today's financial practitioners need to be fully conversant with the differences in the way that bonds are structured, valued, and traded. The Fixed-Income Securities and Derivatives Handbook is a comprehensive guide to the range of techniques and applications used in analysis and valuation of principle debt market instruments. With a wide range of methodologies covered, the reader will gain a solid understanding of fixed-income securities and their associated derivatives.

The author investigates the fundamentals of fixed-income analysis by reviewing the latest research, presenting it in a way that is accessible to both the practitioner who is new to the field, and to the seasoned professional who needs a refresher on new developments. The research is summarized in a way that enables readers to apply results to their individual requirements.

This mix of academic theory and market practice presents an enlightening framework so readers can obtain a firm grounding in fixed-income analytics.