Rating: 0 out of 5 stars
0 ratings
Ebook203 pages3 hours
Fixed Income Finance: A Quantitative Approach
By Mark Wise and Vineer Bhansali
Rating: 0 out of 5 stars
()
About this ebook
A complete guide for professionals with advanced mathematical skills but little or no financial knowledge . . .
You’re smart. Logical. Mathematically adept. One of those people who can make quick work of long, difficult equations. But when it comes to managing a financial portfolio and managing risk, you wonder if you’re missing out.
Fixed Income Finance is the book for you. It’s the perfect introduction to the concepts, formulas, applications, and methodology, all derived from first principles, that you need to succeed in the world of quantitative finance—with a special emphasis on fixed incomes. Written by two of the sharpest analytical minds in their fields, this instructive guide takes you through the basics of fixed income finance, including many new and original results, to help you understand:
- Treasury Bonds and the Yield Curve
- The Macroeconomics behind Term Structure Models
- Structural Models for Corporate Bonds and Portfolio Diversification
- Options
- Fixed Income Derivatives
- Numerical Techniques
Filled with step-by-step equations, clear and concise concepts, and ready-to-use formulas, this essential workbook bridges the gap between basic beginners’ primers and more advanced surveys to provide hands-on tools you can begin to use immediately. It’s all you need to put your math skills to work—and make the money work for you.
Brilliantly researched, impeccably detailed, and thoroughly comprehensive, Fixed Income Finance is applied mathematics at its best and most useful.
Author
Mark Wise
by Dr. Mark Wise
Related to Fixed Income Finance
Related ebooks
Structured Finance: The Object Oriented Approach An Introduction to the Bond Markets Rating: 0 out of 5 stars0 ratingsCredit Securitisations and Derivatives: Challenges for the Global Markets Rating: 0 out of 5 stars0 ratingsCopula Methods in Finance Rating: 0 out of 5 stars0 ratingsInterest Rate Models: An Introduction Rating: 3 out of 5 stars3/5The Mathematics of Derivatives: Tools for Designing Numerical Algorithms Rating: 3 out of 5 stars3/5Portfolio Risk Analysis Rating: 4 out of 5 stars4/5Mathematical Asset Management Rating: 4 out of 5 stars4/5Macrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsPension Finance Rating: 0 out of 5 stars0 ratingsRisk-Adjusted Lending Conditions: An Option Pricing Approach Rating: 0 out of 5 stars0 ratingsTrustee Investment Strategy for Endowments and Foundations Rating: 0 out of 5 stars0 ratingsFinancial Economics of Insurance Rating: 0 out of 5 stars0 ratingsQuantitative Finance: Its Development, Mathematical Foundations, and Current Scope Rating: 0 out of 5 stars0 ratingsThe Economics of Sovereign Debt and Default Rating: 0 out of 5 stars0 ratingsActuarial Theory for Dependent Risks: Measures, Orders and Models Rating: 3 out of 5 stars3/5Decision Theory: Principles and Approaches Rating: 0 out of 5 stars0 ratingsRisk Management and Capital Adequacy Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Practical Financial Econometrics Rating: 0 out of 5 stars0 ratingsMarket Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk Rating: 0 out of 5 stars0 ratingsReliability and Risk: A Bayesian Perspective Rating: 0 out of 5 stars0 ratingsCredit Risk Modeling: Theory and Applications Rating: 0 out of 5 stars0 ratingsAccounting for Financial Instruments Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Pricing, Hedging and Trading Financial Instruments Rating: 0 out of 5 stars0 ratingsPractical Risk Management: An Executive Guide to Avoiding Surprises and Losses Rating: 0 out of 5 stars0 ratingsIntroductory Stochastic Analysis for Finance and Insurance Rating: 0 out of 5 stars0 ratingsStochastic Claims Reserving Methods in Insurance Rating: 3 out of 5 stars3/5Risk and Financial Management: Mathematical and Computational Methods Rating: 0 out of 5 stars0 ratingsProbability and Statistical Inference Rating: 4 out of 5 stars4/5Behavioural Finance for Private Banking Rating: 0 out of 5 stars0 ratings
Personal Finance For You
The Psychology of Money: Timeless lessons on wealth, greed, and happiness Rating: 5 out of 5 stars5/5Die With Zero: Getting All You Can from Your Money and Your Life Rating: 4 out of 5 stars4/5Rich Dad Poor Dad Rating: 5 out of 5 stars5/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5Financial Feminist: Overcome the Patriarchy's Bullsh*t to Master Your Money and Build a Life You Love Rating: 4 out of 5 stars4/5Same as Ever: Timeless Lessons on Risk, Opportunity and Living a Good Life Rating: 5 out of 5 stars5/5Legal Loopholes: Credit Repair Tactics Exposed Rating: 5 out of 5 stars5/5The Millionaire Next Door Rating: 4 out of 5 stars4/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5We Should All Be Millionaires: A Woman’s Guide to Earning More, Building Wealth, and Gaining Economic Power Rating: 4 out of 5 stars4/5The White Coat Investor: A Doctor's Guide to Personal Finance and Investing Rating: 4 out of 5 stars4/5The Only Investment Guide You'll Ever Need Rating: 5 out of 5 stars5/5Get the Hell Out of Debt: The Proven 3-Phase Method That Will Radically Shift Your Relationship to Money Rating: 5 out of 5 stars5/5Principles: Life and Work Rating: 4 out of 5 stars4/5Good to Great: Why Some Companies Make the Leap...And Others Don't Rating: 4 out of 5 stars4/5Summary of I Will Teach You To Be Rich: by Ramit Sethi | Includes Analysis Rating: 4 out of 5 stars4/5Investing For Dummies Rating: 4 out of 5 stars4/5The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns Rating: 4 out of 5 stars4/5Set for Life: An All-Out Approach to Early Financial Freedom Rating: 4 out of 5 stars4/5Rich Dad Poor Dad: What the Rich Teach Their Kids About Money That the Poor and Middle Class Do Not! Rating: 5 out of 5 stars5/5Happier Hour: How to Beat Distraction, Expand Your Time, and Focus on What Matters Most Rating: 4 out of 5 stars4/5Rich Dad's Cashflow Quadrant Rating: 4 out of 5 stars4/5The Black Girl's Guide to Financial Freedom: Build Wealth, Retire Early, and Live the Life of Your Dreams Rating: 5 out of 5 stars5/5Summary of R. Nelson Nash's Becoming Your Own Banker Rating: 0 out of 5 stars0 ratingsMoney. Wealth. Life Insurance. Rating: 5 out of 5 stars5/5
Related podcast episodes
51. The Global Bond Market and Bitcoin with Greg Foss 0% found this document usefulRead_762 - Bitcoin's Security Model Deep Dive 0% found this document usefulEP #172 | All we know about bonds and whether we should own them | & Germany's financial reforms, Siemens earnings 0% found this document usefulEpisode 133: YouTube Live Q&A (not really): Answering Your Retirement Planning Questions with Rob Cordeau 0% found this document usefulThe Future of Bitcoin Banking with Eric Yakes 0% found this document usefulThe Future of Bitcoin Mining & Security with Sam Wouters 0% found this document usefulMONEY REIMAGINED: The Regulatory Web of Crypto 0% found this document usefulMONEY REIMAGINED: The Regulatory Web of Crypto 0% found this document usefulThe Evolution of Cyber Insurance 0% found this document usefulFounder's Insights E4: The Art of Cap Rate Compression 0% found this document usefulThe Soft Landing “Blue Pill” Is Overpriced | Andy Constan 0% found this document usefulAlternative Lending in Real Estate - [Business Breakdowns, EP.195] 0% found this document useful723: Seeing Greene: Why This Recession is a HUGE Opportunity for Investors 0% found this document usefulMike Bego | Secure Smarter Insurance for Smoother Transactions 0% found this document usefulInvestment Rule One—Avoid Ruin 0% found this document useful
Related articles
An Uncertain Future for Videocon Business TodayUNLIMITED
An Uncertain Future for Videocon
Jan 6, 2023
3 min readOut Of Touch NZ Property InvestorUNLIMITED
Out Of Touch
Aug 29, 2019
Many baby boomer investors aren’t planning or thinking about how to manage their properties as they transition into retirement. Not so long ago, you could wing it a little, but new banking policy has made that difficult. If you don’t plan your retire
2 min readThe Truth About Bridge Loans EntrepreneurUNLIMITED
The Truth About Bridge Loans
Aug 1, 2015
2 min readExploring the DeFi Landscape: YIELD FARMING AND PHANTOM LIQUIDITY Rotman ManagementUNLIMITED
Exploring the DeFi Landscape: YIELD FARMING AND PHANTOM LIQUIDITY
Jan 1, 2024
10 min readFront-footing The Risks Always Pays Off NZ Property InvestorUNLIMITED
Front-footing The Risks Always Pays Off
Dec 22, 2022
The million dollar question on everyone's lips is “What will 2023 bring for our property market?” Unfortunately, despite the best informed predictions, there is no crystal ball. It will simply be a case of riding through the tsunami of uncertainty. I
2 min readCashing In On Your Home MoneyWeekUNLIMITED
Cashing In On Your Home
Apr 14, 2022
2 min readHey, Retirees: Looking for a Tax-Free Source of Income? KiplingerUNLIMITED
Hey, Retirees: Looking for a Tax-Free Source of Income?
Apr 8, 2020
Generating retirement income has rarely been as challenging as it is right now, thanks to a combination of market volatility in the midst of the coronavirus, low interest rates, disappearing pensions and an uncertain future for Social Security. This
4 min readTake A Closer Look At Hybrids Money MagazineUNLIMITED
Take A Closer Look At Hybrids
Feb 26, 2020
4 min readInsurance Tips Classic FordUNLIMITED
Insurance Tips
Jan 20, 2023
2 min readTop 10 INSURANCE TIPS Classic FordUNLIMITED
Top 10 INSURANCE TIPS
Mar 17, 2023
2 min readTop 10 INSURANCE TIPS Classic FordUNLIMITED
Top 10 INSURANCE TIPS
Jun 9, 2023
2 min readTop 10 INSURANCE TIPS Classic FordUNLIMITED
Top 10 INSURANCE TIPS
Oct 28, 2022
2 min readTop 10 INSURANCE TIPS Classic FordUNLIMITED
Top 10 INSURANCE TIPS
Sep 2, 2022
2 min readTop 10 INSURANCE TIPS Classic FordUNLIMITED
Top 10 INSURANCE TIPS
Nov 25, 2022
2 min readPrefab Promise NZ Property InvestorUNLIMITED
Prefab Promise
Oct 31, 2019
8 min readInsurance Tips Classic FordUNLIMITED
Insurance Tips
Feb 17, 2023
2 min readWhich Hybrid? Caravan WorldUNLIMITED
Which Hybrid?
Mar 6, 2024
Australia's Best Hybrids (ABH) 2024 presented by Tough Dog 4WD Suspension, the central feature in this issue, was something of an eye-opener for me. I'm familiar with the hybrid part of the recreational vehicle industry, which has evolved quite stron
3 min readDon’t Get Stung Hemmings Muscle MachinesUNLIMITED
Don’t Get Stung
Feb 6, 2023
3 min readA Code For Creditors Business TodayUNLIMITED
A Code For Creditors
Sep 30, 2021
ON JUNE 8 THIS YEAR, the Mumbai bench of the National Company Law Tribunal (NCLT) approved the resolution plan for Videocon Industries Limited. The consumer durables company and its 12 subsidiaries had defaulted on repayments of ₹64,838.63 crore. Of
7 min readEvolution Of The 'Humachine' Business TodayUNLIMITED
Evolution Of The 'Humachine'
Dec 25, 2018
2 min readAll In The Family Money MagazineUNLIMITED
All In The Family
Feb 26, 2020
Should you borrow from the bank of mum and dad? Most people would advise against it unless you’re willing to take the risk of having a major falling-out with your parents. The good news is that some banks are now developing products that can help you
2 min readIs There a Right Way to Invest in Bitcoin in 2022? Yes. KiplingerUNLIMITED
Is There a Right Way to Invest in Bitcoin in 2022? Yes.
Jan 19, 2022
You’ve read stories about celebrities, like Elon Musk and Mark Cuban, who supposedly are cashing in on Bitcoin. You’ve seen ads for companies that claim to offer a “safe and easy way” to buy it. You probably even know a few people who have dabbled in
4 min readTap Into Granny (flat) Power Money MagazineUNLIMITED
Tap Into Granny (flat) Power
Dec 6, 2023
4 min readUnhappy with Low CD Rates? A Structured Note May Be the Answer KiplingerUNLIMITED
Unhappy with Low CD Rates? A Structured Note May Be the Answer
Jan 20, 2021
A question that commonly comes my way lately is, “How can I earn a higher return on my cash and CDs?” It’s a dilemma many find themselves in with the current market environment of low interest rates and a stock market near record highs. While low int
4 min readBitcoin In 401(k) Becomes Reality For More, Despite Warnings TechLife NewsUNLIMITED
Bitcoin In 401(k) Becomes Reality For More, Despite Warnings
Apr 30, 2022
3 min readBitcoin In 401(k) Becomes Reality For More, Despite Warnings TechLife NewsUNLIMITED
Bitcoin In 401(k) Becomes Reality For More, Despite Warnings
Dec 31, 2022
3 min readWeathering The Storm NZ Property InvestorUNLIMITED
Weathering The Storm
Apr 29, 2020
7 min readThree Left-field Ideas For 2023 MoneyWeekUNLIMITED
Three Left-field Ideas For 2023
Jan 13, 2023
2 min readI Wish I Knew What A CDO Was, But I’m Too Embarrassed To Ask MoneyWeekUNLIMITED
I Wish I Knew What A CDO Was, But I’m Too Embarrassed To Ask
Feb 4, 2022
A collateralised debt obligation (CDO) is a type of financial product – a credit derivative – which is backed by an underlying pool of loans. An investment bank pulls together mortgages, bonds, car loans, or any other type of debt, bundles them all u
1 min readBitcoin In 401(k) Becomes Reality For More, Despite Warnings AppleMagazineUNLIMITED
Bitcoin In 401(k) Becomes Reality For More, Despite Warnings
Apr 29, 2022
3 min read
Reviews for Fixed Income Finance
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
Fixed Income Finance - Mark Wise
Enjoying the preview?
Page 1 of 1