ESCP Europe

Item type

Book

Language

English

Publication year

2007

Edition no.

2nd ed.

ISBN

978-0-470-05221-1

This book presents the fixed income analysis. It offers a wealth of practical information and exercises, tools and techniques associated with this discipline. 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.