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The fixed income securities handbook. The chapters cover various bond types, including sovereign, emerging market, corporate, municipal, and agency bonds. Key concepts discussed include bond pricing and yield measures, interest rate risk, credit risk, and the term structure of interest rates. Several valuation models are explained, along with their applications in analyzing bonds with embedded options and mortgage-backed securities. The text also explores data science applications in credit markets and discusses specific market instruments such as collateralized loan obligations (CLOs) and convertible securities.
The fixed income securities handbook. The chapters cover various bond types, including sovereign, emerging market, corporate, municipal, and agency bonds. Key concepts discussed include bond pricing and yield measures, interest rate risk, credit risk, and the term structure of interest rates. Several valuation models are explained, along with their applications in analyzing bonds with embedded options and mortgage-backed securities. The text also explores data science applications in credit markets and discusses specific market instruments such as collateralized loan obligations (CLOs) and convertible securities.