Bonds Books - Page 3

Fundamentals of The Bond Market

Esme E. Faerber

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Understand the ins and outs of today's surprisingly versatile bond marketplace

As stocks continue their roller-coaster ride, nervous investors will be looking at bonds. FUNDAMENTALS OF THE BOND MARKET gives you the tools you need to master this complex market so you can diversify your portfolio, and get reliable income and safety of principal. Author Esme Faerber has packed this guide with examples, quizzes, checklists, and plain-English explanations to enhance your understanding of everything from the basics of buying and selling to bond ratings, government and international securities, call and convertible features, portfolio management, and more.

Before you risk money in real-time trading, let this hands-on tool bring you up to speed on:

*Three steps that determine the best bond mutual fund for any investor
*Corporate, Municipal, Convertible and Zero-Coupon Bonds - which to buy for individual portfolios
*Treasury securities - how and why to invest in T-bills, notes, and bonds
*Tips of the Trade - techniques to calculate yields, buy and sell different types of bonds, and more

Sector Trading: A Year in Exchange Traded Funds

Jonathan Bernstein

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Total reviews: 6 Average rating: 3.5 of 5

Kudos from New ETF Investor 5 out of 5 stars.
7 of 9 people found this review helpful.

"Sector Trading..." shows how selection of ETF baskets as an investment strategy works both in the short term and long term. By writing specifically and enthusiastically about ETFs, Bernstein throws light onto this newest investment mechanism that is increasingly popular, even among individual investors such as myself. I especially liked the connections made between ETF investing and financial sectors trading and daily news events on the world stage. The charts are also a significant new tool for me to try to use. Bravo.

Editorial Review:

"Buy to the sound of cannons, sell to the sound of trumpets", stated Lord nathan Rothschild in 1810, nearly two centuries before the rise of Exchange Traded Funds in the modern market. In Sector Trading: A Year in Exchange Traded Funds, Finanacial analyst Jonathan Bernstein follows ETFs through an in depth exploration of macro and micro economic factors that influence these fascinating products. Suitable for both retail and institutional investors, the book includes: Portfolio development strategies, Real world case studies, Blow-ny-blow commentary, and more.

Fixed Income Securities and Derivatives Handbook: Analysis and Valuation

Moorad Choudhry

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Today's financial practitioners need to be fully conversant with the differences in the way that bonds are structured, valued, and traded. "Fixed Income Securities and Derivatives Handbook is a comprehensive guide to the array of techniques and applications used in analysis and valuation of principal 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 book investigates the fundamentals of fixed-income analysis by reviewing its underpinnings alongside the latest research and presenting it in an accessible way, whether the practitioner is new to the field or seasoned and needing a refresher on new developments. The research is summarized in a way that enables readers to apply results to their individual requirements. A mix of academic theory and market practice, "Fixed Income Securities and Derivatives Handbook presents an enlightening framework so readers can obtain a firm grounding in fixed-income analytics.

Handbook of Mortgage Backed Securities

Frank J. Fabozzi

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The definitive guide to mortgage-backed securities --now revised and updated

The classic -- and single best -- resource for understanding and trading mortgage-backed securities has been brought fully up to date with The Handbook of Mortgage-Backed Securities, Fifth Edition, giving you timely insights into everything from fundamentals to investment characteristics of mortgage-backed securities, as well as state-of-the-art strategies for capitalizing on opportunities.

The Handbook’s seven sections bring you up to speed on mortgages and pass-through securities; stripped mortgage-backed securities and collateralized mortgage obligations; credit-sensitive mortgage-backed securities; prepayment modeling; valuation techniques, relative value analysis, and portfolio strategies; commercial mortgage-backed securities; and non-U.S. mortgage-backed securities.

This edition is more than just a revised edition – it’s practically a new book: twenty-nine of the chapters are either new or have been substantially revised, reflecting the most recent developments in the mortgage-backed securities market, in terms of both product development and financial technology. These entirely new sections give you a seamless transition into the 24-hour, global financial markets of the 21st century.

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

Riccardo Rebonato

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Editorial Review:

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer.

Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness.

Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.

Getting Started in Bonds, Second Edition

Sharon Saltzgiver Wright

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Everything you need to know about bonds
Bonds are a key component in every portfolio, making it essential that investors understand what exactly they are and how they function. Getting Started in Bonds, Second Edition has been fully updated and revised to take into account the ever-changing bond market as well as the current economic environment. This new edition explains the fundamentals of bonds in clear, easy-to-understand language. It includes in-depth coverage of a variety of debt products, from Treasury notes to high-yield junk bonds and everything in between. This comprehensive guide is an essential primer for anyone who would like to invest in bonds but doesn't know where to start. Getting Started in Bonds, Second Edition uses straightforward, accessible language that will help readers understand even the most complicated bond issues.
Sharon Wright (Byfield, MA) was, most recently, fixed-income sales director at Lehman Brothers. Previously, she was assistant vice president at Fidelity Capital Markets.

Bond Markets in Latin America: On the Verge of a Big Bang?

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Editorial Review:

Developing local bond markets is high on the policy agenda of Latin America. Bond markets are an essential component of a well-functioning financial market. Facilitating the efforts of public and private borrowers to issue domestic-currency-denominated, long-term, fixed-rate bonds insulates them from the rollover and balance sheet risks that have been central elements in past financial crises. In addition, a robust bond market is a way for nonfinancial firms to retain their capacity to borrow when the banking system grows reluctant to lend. Latin American bond markets are growing, and may even approach a "big bang"-like surge, although significant challenges remain. This first comprehensive examination of the importance of local bond market development in Latin America provides conceptual and comparative assessments, case studies of six countries, surveys of firms and investors, and a cross-country economic analysis of the determinants of bond market development.

The book's case studies of Argentina, Brazil, Chile, Colombia, Mexico, and Uruguay, written by country experts, follow a common methodology, with each offering a history of that country's bond market development, a comprehensive and unique data set on both private and public bond markets, surveys of firms and investors, and (in many chapters) firm-level analysis. A Web appendix makes available the unique data sets, including results of specially designed surveys of firms and investors participants, used in the book's studies.

Contributors:
Camila Aguilar, Patrick Bolton, Eduardo Borensztein, Matías Braun, Ignacio Briones, Mauricio Cárdenas, Andre L. Carvalhal da Silva, Sara G. Castellanos, Kevin Cowan, Julio de Brun, Barry Eichengreen, Roque B. Fernández, Xavier Freixas, Néstor Gandelman, Herman Kamil, Ricardo P. C. Leal, Lorenza Martínez, Marcela Meléndez, Ugo Panizza, Sergio Pernice, Arturo C. Porzecanski, Natalia Salazar, Jorge Streb.

The Pocket Idiot's Guide to Investing in Bonds (Pocket Idiot's Guides)

Kenneth E. Little

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Editorial Review:

Investing in a secure financial future.

Every investor must understand the complex bond market—and how it’s affected by the existing economic environment. This invaluable volume explains all bond basics without the confusing jargon, providing information on Treasury notes, highyield junk bonds, tax-free municipals, U.S. saving bonds and other tax-free varieties, and much more.
—The Pocket Idiot’s Guide™ to Investing in Stocks is selling phenomenally well
—Seasoned financial writer and pocket-sized format for quick reference
—Explains the bond rating/analysis system
—Offers instructions on how to construct a portfolio and advice on whether a financial manager is necessary

The Bond Market: Trading and Risk Management

Christina I. Ray

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Corporate and federal debt has increased over 350% in the last four years, accompanied by an explosion in the use of complex derivative products. To cope with this new market, fixed income traders - and the tools and techniques they use - have become increasingly sophisticated. There is an urgent need for a high-quality reference book on managing interest rate risk and on the primary and secondary markets for the outstanding bonds worth trillions of dollars. The Bond Market is a thorough guide to the mechanics of the market for U.S. Treasury securities and their derivative products. It explains the art and science of trading bonds for maximum profit with controlled risk, and illustrates how the best traders apply sound theoretical techniques under battlefield conditions. This is a valuable resource for readers with no prior knowledge of the bond market, as well as those who want to enhance their understanding of bond theory with real-life trading tools and techniques. The Bond Market looks at the big picture while focusing on important details. Based on her extensive trading experience, Christina I. Ray covers bond market basics and bond trading strategies, and provides an overview of the bond trading business. This one-of-a-kind reference shows readers how traders use mathematics to construct positions, in bonds or their derivatives, suitable for different market conditions and their own market risks; how traders determine the value of different securities and answers the critical question: Is bond movement random or can it be forecast? and the consistent approaches used by long-lived traders that readers can apply quantitatively to analyze the risk-reward profile of any position.

Pricing Convertible Bonds

Kevin B. Connolly

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Editorial Review:

The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles.

There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds.

Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as:
* Returns distributions and associated descriptive statistics
* Modeling the share price process
* The basic convertible bond model
* Introducing the complications
* Convertible bond sensitivities
* Using equity warrant models to price CBs
* Refix clauses


Fund managers, hedge players/traders, undergraduates and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.