Inside the yield book : the classic that created the science of bond analysis / Martin L. Leibowitz and Sidney Homer with Anthony Bova, Stanley Kogelman.
2013
HG4936
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Details
Title
Inside the yield book : the classic that created the science of bond analysis / Martin L. Leibowitz and Sidney Homer with Anthony Bova, Stanley Kogelman.
Author
Edition
Third edition.
ISBN
9781118417584 (epub)
1118417585 (epub)
9781118421918 (pdf)
1118421914 (pdf)
9781118611593 (mobipocket)
1118611594 (mobipocket)
9781118656631 (electronic bk.)
1118656636 (electronic bk.)
111839013X
9781118390139
9781118390139 (cloth)
1299465021
9781299465022
1118417585 (epub)
9781118421918 (pdf)
1118421914 (pdf)
9781118611593 (mobipocket)
1118611594 (mobipocket)
9781118656631 (electronic bk.)
1118656636 (electronic bk.)
111839013X
9781118390139
9781118390139 (cloth)
1299465021
9781299465022
Published
Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Language
English
Language Note
English.
Description
1 online resource (xi, 356 pages)
Call Number
HG4936
Distributor No.
EB00056404 Recorded Books
System Control No.
(OCoLC)841187608
Summary
A completely updated edition of the guide to modern bond analysis First published in 1972, Inside the Yield Book revolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market professionals. Generations of practitioners, investors, and students have relied on its lucid explanations, and readers needing to delve more deeply have found its explication of key mathematical relationships to be unmatched in clarity and ease of application. This edition updates the widely respected classic with new material from Martin L. Leibowitz. Along the way, it skillfully explains and makes sense of essential mathematical relationships that are basic to an understanding of bonds, annuities, and loans-in fact, any securities or investments that involve compound interest and the determination of present value for future cash flows. The book also includes a new foreword. Contains information that is more instructive, important, and useful than ever for mastering the crucial concepts of time, value, and return Combines the clear fixed-income insights found in the original edition with completely new knowledge to help you navigate today's dynamic market Includes over one hundred pages of new material on the role of bonds within the total portfolio In an era of calculators and computers, some of the important underlying principles covered here are not always grasped thoroughly by market participants. Investors, traders, and analysts who want to sharpen their ability to recall and apply these fundamentals will find Inside the Yield Book the perfect resource.
Note
A completely updated edition of the guide to modern bond analysis First published in 1972, Inside the Yield Book revolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market professionals. Generations of practitioners, investors, and students have relied on its lucid explanations, and readers needing to delve more deeply have found its explication of key mathematical relationships to be unmatched in clarity and ease of application. This edition updates the widely respected classic with new material from Martin L. Leibowitz. Along the way, it skillfully explains and makes sense of essential mathematical relationships that are basic to an understanding of bonds, annuities, and loans-in fact, any securities or investments that involve compound interest and the determination of present value for future cash flows. The book also includes a new foreword. Contains information that is more instructive, important, and useful than ever for mastering the crucial concepts of time, value, and return Combines the clear fixed-income insights found in the original edition with completely new knowledge to help you navigate today's dynamic market Includes over one hundred pages of new material on the role of bonds within the total portfolio In an era of calculators and computers, some of the important underlying principles covered here are not always grasped thoroughly by market participants. Investors, traders, and analysts who want to sharpen their ability to recall and apply these fundamentals will find Inside the Yield Book the perfect resource.
Bibliography, etc. Note
Includes bibliographical references and index.
Formatted Contents Note
pt. I. Duration targeting : a new look at bond portfolios (2013 edition)
pt. II. Some topics that didn't make it into the 1972 edition (2004 edition)
pt. III. Inside the yield book (original edition).
Preface to the 2013 edition
Acknowledgments
Part I, Duration targeting : a new look at bond portfolios (2013 edition). Introduction
1, Duration targeting and the trendline model
2, Volatility and tracking error
3, Historical convergence to yield
4, Barclays index and convergence to yield
5, Laddered portfolio convergence to yield
Appendix, Path return and volatility
References
Part II, Some topics that didn’t make it into the 1972 edition (2004 edition). Contents of the 2004 edition
Foreword / by Henry Kaufman
Preface to the 2004 edition
A historical perspective
Technical appendix to “some topics”
Part III, Inside the yield book (original edition). Preface to the 1972 edition
Contents of the 1972 edition
List of tables
About the authors – Index.
pt. II. Some topics that didn't make it into the 1972 edition (2004 edition)
pt. III. Inside the yield book (original edition).
Preface to the 2013 edition
Acknowledgments
Part I, Duration targeting : a new look at bond portfolios (2013 edition). Introduction
1, Duration targeting and the trendline model
2, Volatility and tracking error
3, Historical convergence to yield
4, Barclays index and convergence to yield
5, Laddered portfolio convergence to yield
Appendix, Path return and volatility
References
Part II, Some topics that didn’t make it into the 1972 edition (2004 edition). Contents of the 2004 edition
Foreword / by Henry Kaufman
Preface to the 2004 edition
A historical perspective
Technical appendix to “some topics”
Part III, Inside the yield book (original edition). Preface to the 1972 edition
Contents of the 1972 edition
List of tables
About the authors – Index.
Digital File Characteristics
text file
Source of Description
Print version record and CIP data provided by publisher.
Added Author
Series
Bloomberg financial series.
Available in Other Form
Print version: Homer, Sidney, 1902- Inside the yield book. Thirrd edition. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Linked Resources
Record Appears in