Demystifying Fixed Income Analytics

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A01=Kedar Nath Mukherjee
Author_Kedar Nath Mukherjee
Bond Analytics
Bond Portfolio
Bond Portfolio Management
Bond Portfolio Manager
Callable Bond
Category=KC
Category=KFFK
Category=KJ
CDS Contract
CDS Position
Central Government
Coupon Bonds
Coupon Payment Date
CR
credit risk modelling
emerging markets finance
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eq_business-finance-law
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eq_isMigrated=2
eq_nobargain
eq_non-fiction
Financial Derivatives
Financial Market
fixed income analytics for emerging economies
Fixed Income Portfolio
Fixed Income Securities
Fixed Income Security
Fixed Rate Bond
Fixed Rate Payer
Floating Rate Bond
Hedge Effectiveness
Interest Rate Futures
Interest Rate Futures Contract
Interest Rate Sensitivity
Interest Rate Swaps
IRS Contract
Market Risk Capital Charge
Ois Rate
OTC Derivative
Portfolio Optimization
portfolio risk assessment
quantitative finance methods
Repo Rate
Risk Management
risk-return measures
Securities Issued
Strike Price
term structure estimation
trading strategies
Type Ii Error
Value at Risk
Vice Versa
Yield Curve
yield curve analysis

Product details

  • ISBN 9780367514792
  • Weight: 760g
  • Dimensions: 156 x 234mm
  • Publication Date: 30 Jul 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Paperback
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This book discusses important aspects of fixed income securities in emerging economies.

Key features

• Clarifies all conceptual and analytical aspects of fixed income securities and bonds, and covers important interest rate and credit derivative instruments in a simple and practical way.

• Examines topics such as classifications of fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk management.

• Provides step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets.

• Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes.

• Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding.

The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.

Kedar Nath Mukherjee is Assistant Professor at National Institute of Bank Management, Pune, Maharashtra, India. He has extensive experience in providing training to senior and middle-level executives in treasury and risk management departments of commercial, investment, and cooperative banks, primary dealers, insurance companies, pension funds, public sector undertakings, corporate treasuries, etc., on the topics of fixed income securities, bond portfolio management, investment management, risk management, and financial derivatives. Besides professional training, he also teaches courses in PGDM programmes and undertakes consultancy activities. He has published research papers in various journals, and the monograph Fixed Income Securities: Valuation, Risk and Risk Management.

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