Fixed Income Security Analysis

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  • Fixed Income Security Analysis

  • Risk Price/Interest rate risk Re-investment risk Call risk Prepayment risk Yield curve risk Credit risk Volatility

  • Interest rate risk Measured as Duration Positively related to maturity Negatively related to coupons Negatively related to YTM Convexity

  • Measurement of Risk Full valuation approach Approximate approach

    Effective duration Modified duration Convexity

    Portfolio duration


Working with Fixed-Income Investmentsdownloads.course-source.net/vidmaitland/pdfs/Advanced Investment… · 4 Working with Fixed-Income Investments 40 Fixed-Income Investments At

Working with Fixed-Income Investmentsdownloads.course-source.net/vidmaitland/pdfs/Advanced Investment… · 4 Working with Fixed-Income Investments 40 Fixed-Income Investments At

Fixed-income securities

Fixed-income securities

International Fixed Income Topic IA: Fixed Income Basics- Valuation January 2000.

International Fixed Income Topic IA: Fixed Income Basics- Valuation January 2000.

Fixed Income Investor Presentation - Goldman Sachs...fwroot\projects\NY\Treasury\Investor_Relations\Earnings\2013\3Q13\Fixed Income Presentation\Presentation\Fixed Income Investor

Fixed Income Investor Presentation - Goldman Sachs...fwroot\projects\NY\Treasury\Investor_Relations\Earnings\2013\3Q13\Fixed Income Presentation\Presentation\Fixed Income Investor

15 Fixed Income

15 Fixed Income

JPM Fixed Income

JPM Fixed Income

Fixed Income Research

Fixed Income Research

Fixed Income

Fixed Income

Fixed Income Securities...10.1 Fixed Income Securities Study Session 10 LOS 1 : Introduction (Fixed Income Security) Bonds are the type of long term obligation which pay periodic interest

Fixed Income Securities...10.1 Fixed Income Securities Study Session 10 LOS 1 : Introduction (Fixed Income Security) Bonds are the type of long term obligation which pay periodic interest

Fixed Income - Final

Fixed Income - Final

Fixed Income Holdings 6-30-10 Security Name Par Value Base ... · Fixed Income Holdings 6-30-10 Security Name Par Value Base Market Value Coupon Rate Maturity Date 3M CO 3,000,000

Fixed Income Holdings 6-30-10 Security Name Par Value Base ... · Fixed Income Holdings 6-30-10 Security Name Par Value Base Market Value Coupon Rate Maturity Date 3M CO 3,000,000

Municipal Fixed Income

Municipal Fixed Income

AXA FIXED INCOME

AXA FIXED INCOME

Fixed Income Models

Fixed Income Models

BBVA Fixed Income

BBVA Fixed Income

FIXED INCOME STRATEGY - UOB Group · 2014-07-18 · FIXED INCOME STRATEGY. Fixed Income Asset Allocation – N + FIxed INcome DevelopeD dm Govt dm credit eMeRGING em Govt em corp

FIXED INCOME STRATEGY - UOB Group · 2014-07-18 · FIXED INCOME STRATEGY. Fixed Income Asset Allocation – N + FIxed INcome DevelopeD dm Govt dm credit eMeRGING em Govt em corp

Chapter 3 Fixed Income Securities - its.caltech.edurosentha/courses/BEM103/Readings/JWCh03.pdf · Chapter 3 Fixed Income Securities 3-1 1 Fixed-Income Markets Definition: Fixed-income

Chapter 3 Fixed Income Securities - its.caltech.edurosentha/courses/BEM103/Readings/JWCh03.pdf · Chapter 3 Fixed Income Securities 3-1 1 Fixed-Income Markets Definition: Fixed-income

Invesco Fixed Income Global Fixed Income Strategy · Invesco Fixed Income: Global fixed income strategy 3 Global macro strategy (continued) The light blue line shows the growth of

Invesco Fixed Income Global Fixed Income Strategy · Invesco Fixed Income: Global fixed income strategy 3 Global macro strategy (continued) The light blue line shows the growth of

Fixed Income Zvi Wiener 02-588-3049 Fixed Income 4.

Fixed Income Zvi Wiener 02-588-3049 Fixed Income 4.

Fixed Income Example

Fixed Income Example