A highly-detailed, practical analysis of fixed income management

The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models.

Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak.

Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures
Learn to estimate recovery value from market data, and the impact of recovery value on risks
Gain deeper insight into partial yields, product design, and portfolio construction
Discover the proof that corporate bonds cannot follow efficient market hypothesis

This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.

","html_annotation_litres":"","first_time_sale_at":"2017-12-11T00:09:02","is_azimyt_trial":false,"is_pdw_trial":false,"is_discount_forbidden":false,"is_preorder_show_fragment":false,"reviews_count":0,"livelib_rated_count":0,"livelib_rated_avg":0,"livelib_ratings":null,"parent_podcast_name":null,"parent_podcast_id":null,"parent_podcast_url":null,"podcast_episodes_count":null,"is_podcast_complete":false,"is_podcast_last_episode":false,"is_webtoon_complete":false,"genres":[{"id":5050,"uuid":"ed16217b-f034-11e5-a511-0cc47a5454c6","name":"ценные бумаги / инвестиции","is_root":false,"url":"/genre/cennye-bumagi-investicii-5050/"},{"id":5360,"uuid":"ed1809cc-f034-11e5-a511-0cc47a5454c6","name":"корпоративные финансы","is_root":false,"url":"/genre/korporativnyye-finansy-5360/"},{"id":5364,"uuid":"ed180f4f-f034-11e5-a511-0cc47a5454c6","name":"финансовые инструменты","is_root":false,"url":"/genre/finansovyye-instrumenty-5364/"},{"id":5061,"uuid":"ed162b99-f034-11e5-a511-0cc47a5454c6","name":"зарубежная деловая литература","is_root":false,"url":"/genre/zarubezhnaya-delovaya-literatura-5061/"}],"tags":[],"paper_book":null,"paper_books":[],"isbn":"9781119014171","publication_date":"2017-12-11","quotes_count":0,"is_auto_speech":false,"youtube_videos":[],"contents_url":"pub/c/cover/27801419.xml","is_prohibited_for_sale":false,"additional_info":{"registered_at":"2017-12-05T17:08:07","translated_at":null,"current_pages_or_seconds":1243,"expected_pages_or_seconds":null},"publisher":null,"copyrighter":{"id":9357374,"name":"John Wiley & Sons Limited","url":"publisher/john-wiley-sons-limited/"},"rightholders":[{"id":9357374,"name":"John Wiley & Sons Limited","url":"publisher/john-wiley-sons-limited/"}],"is_referrable":false,"referral":null,"alisa_url":null,"update_events":["none"],"prequels":[],"alternate_urls":[{"url":"https://litres.de/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"de"},{"url":"https://litres.com/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"en"},{"url":"https://litres.es/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"es"},{"url":"https://www.litres.ru/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"ru"},{"url":"https://litres.pl/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"pl"},{"url":"https://litres.ee/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/","language":"et"}],"is_art_online_readable":false,"webtoon_chapter_number":null,"webtoon_parent_id":null,"next_webtoon_chapter_id":null,"meta_title":null,"meta_tags":{"root":{"title":"The Advanced Fixed Income and Derivatives Management Guide, Saied Simozar – скачать книгу в fb2, epub, pdf на Литрес","description":"Сервис электронных книг 📚 Литрес предлагает скачать книгу 📙 The Advanced Fixed Income and Derivatives Management Guide, Saied Simozar в форматах fb2, epub, pdf! ➤ Оставляйте и читайте отзывы о книге на Литрес!","rel_canonical_url":null,"seo_robots":null,"open_graph_title":"The Advanced Fixed Income and Derivatives Management Guide — Saied Simozar | Литрес","open_graph_description":null,"text":null},"readonline":{"title":"Читать онлайн «The Advanced Fixed Income and Derivatives Management Guide», Saied Simozar – Литрес","description":"Читать онлайн книгу 📙 «The Advanced Fixed Income and Derivatives Management Guide» автора Saied Simozar полностью на сайте или в приложении Литрес: Книги и аудиокниги.","rel_canonical_url":null,"seo_robots":null,"open_graph_title":null,"open_graph_description":null,"text":null},"reviews":{"title":"Отзывы о книге «The Advanced Fixed Income and Derivatives Management Guide», Saied Simozar - Литрес","description":"Читайте лучшие рецензии и отзывы читателей на книгу 📙 «The Advanced Fixed Income and Derivatives Management Guide» Saied Simozar. Более 0 отзывов, 1.0 рейтинг книги по версии сервиса электронных книг Литрес.","rel_canonical_url":null,"seo_robots":null,"open_graph_title":null,"open_graph_description":null,"text":null},"quotes":{"title":"Цитаты из книги «The Advanced Fixed Income and Derivatives Management Guide» Saied Simozar – Литрес","description":"Читайте лучшие цитаты из книги «The Advanced Fixed Income and Derivatives Management Guide» Saied Simozar. ➤ Более 0 цитат и «крылатых» фраз из книги на сайте 📚 Литрес.","rel_canonical_url":null,"seo_robots":null,"open_graph_title":null,"open_graph_description":null,"text":null}},"audio_drm3_key":null},"fulfilledTimeStamp":1747532832938},"getSimilarArtsForRecommendation({\"artIDorSlug\":\"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419\",\"limit\":24,\"offset\":\"984\"})":{"status":"fulfilled","endpointName":"getSimilarArtsForRecommendation","requestId":"NV5CceJvJVS1RO-KipkIT","originalArgs":{"artIDorSlug":"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419","offset":"984","limit":24},"startedTimeStamp":1747532832776,"data":{"pagination":{"next_page":null,"previous_page":"/api/arts/book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419/similar?limit=24&offset=960"},"data":[],"recommendation_model_version":{"response_model_tag":"not_ranked_top","response_model_name":"not_ranked_top 2025-05-18_01-30-01"}},"fulfilledTimeStamp":1747532832881}},"mutations":{},"provided":{"ArtShortList":{"__internal_without_id":["getSimilarArtsForRecommendation({\"artIDorSlug\":\"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419\",\"limit\":24,\"offset\":\"984\"})"]},"Art":{"27801419":["getArtData({\"artIdOrSlug\":\"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419\"})"]}},"subscriptions":{"getBanners({\"place\":\"web-header-full-width\"})":{"HCnlIstYJe7dU88pMax9j":{}},"getArtData({\"artIdOrSlug\":\"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419\"})":{"j6FjZILOxA6aNyr4YgnWj":{}},"getSimilarArtsForRecommendation({\"artIDorSlug\":\"book/saied-simozar/the-advanced-fixed-income-and-derivatives-management-guide-27801419\",\"limit\":24,\"offset\":\"984\"})":{"NV5CceJvJVS1RO-KipkIT":{}}},"config":{"online":true,"focused":true,"middlewareRegistered":true,"refetchOnFocus":false,"refetchOnReconnect":false,"refetchOnMountOrArgChange":false,"keepUnusedDataFor":60,"reducerPath":"rtkqApi"}},"HeadHunterApi":{"queries":{},"mutations":{},"provided":{},"subscriptions":{},"config":{"online":true,"focused":true,"middlewareRegistered":true,"refetchOnFocus":false,"refetchOnReconnect":false,"refetchOnMountOrArgChange":false,"keepUnusedDataFor":60,"reducerPath":"HeadHunterApi"}},"user":{"accountSettings":{"actions":{"changePasswordCSRF":{},"changeProfilePrivacyCSRF":{},"setMarketingConsentCSRF":{}}},"credentials":{"isAnon":true,"userID":"0","userSID":"anonimous-empty-sid","name":"Anonymous","groups":[8,16],"lfrom":"","actions":{"changeCredentialsCSRF":{}}},"balance":{"account":0,"bonus":0,"accountFull":0},"basket":{"inBasket":0,"inDeferred":0,"purchased":0},"library":{},"boughtCollections":{"collections":[]},"notifications":{"isLoading":false,"unreadedCount":0,"allCount":0,"list":[]},"abonement":{"active":false,"price":"399"},"subscription":{"subscriptionClass":[{"id":1,"trial":true,"month":1,"price":"0","pricePerMonth":"0","basePrice":"399"},{"id":2,"trial":false,"month":1,"price":"399","pricePerMonth":"399","basePrice":"399"}],"active":false},"partnersSubscriptions":{"isAnyPartnerSubscriptionActive":false,"isMegafonSubscriptionActive":false,"isRostelecomSubscriptionActive":false,"isYotaSubscriptionActive":false,"isA1SubscriptionActive":false,"isKCellSubscriptionActive":false,"isInlabSubscriptionActive":false,"isTinkoffSubscriptionActive":false,"isLifebelSubscriptionActive":false},"socnet":{"attachedSocnets":[]},"avatar":{"availability":false,"avatarHash":"726","actions":{"uploadAvatarCSRF":{}}},"tests":{},"webpushes":{"status":false},"offers":{"offersList":[]},"actions":{"updateMyRegCSRF":{},"uniteUsersCSRF":{}},"authorization":{"actions":{"checkPassCorrectCSRF":{},"otpinLoginCSRF":{},"loginCSRF":{},"attachSocnetCSRF":{},"socnetCSRF":{},"checkSocnetCSRF":{}}},"registration":{"actions":{"checkEmailAvailabilityGUJ":{},"verifyPhoneCSRF":{},"recoverPasswordCSRF":{},"registrationCSRF":{}}},"rebills":{"list":{},"actions":{"deletePaymentCardCSRF":{},"getRebillsGUJ":{}}}},"foundationUser":{"id":0,"login":"","BSK":[],"LKS":[],"is_staff":false,"isOfficeUser":false,"profile":{"has_folder_arts":false},"account":{"display":0,"real":0,"full":0,"bonus":0},"settings":{"profile_privacy":"default","is_safemode_enabled":null},"socials":[],"library_info":{"title":null,"logo":{},"host":null,"is_school_user":false},"abonement":{"id":null,"is_active":false,"price":null,"rebill_id":null,"valid_till":null,"grace_period_start":null,"gift_arts_refresh_at":null,"payment_system_id":null,"purchase_origin":null},"subscription":{"id":null,"grace_period_start":null,"rebill_id":null,"payment_system_id":null,"purchase_origin":null},"partner_subscriptions":{"has_active":false,"subscriptions":[]},"phone":{},"ab_tests":[],"isLoading":false,"error":{},"isAsking":false,"actions":{"teleport_CSRF":{}},"varioqubTests":{"ymabParam":"","flags":{},"testIds":[],"initialized":false,"initializingError":false},"loyalty":{"is_loyalty_user":false,"bonuses_info":null},"is_tester":false},"browser":{"screen":{"width":null,"height":null},"urlParams":{},"pda":false,"clientHost":"www.litres.ru","headers":{"client-host":"www.litres.ru","ui-currency":"RUB","Ui-Language-Code":"ru","x-request-id":"d5fdec8dc2bf612c2249fbe5c705c574","Basket":"","Wishlist":""},"isRobot":true},"player":{"data":{"playerSettings":{"url":"","drm3key":"","isPlaying":false,"volume":0.5,"playbackRate":1,"muted":false,"isContentsOpen":false,"downloadForbidden":false,"readOnly":false,"isAnon":true,"isChapterLoading":false,"contentsData":[]},"currentTime":0,"playerData":{"error":null,"event":null,"isReady":false,"loadedTime":0,"duration":0,"totalDuration":0,"isHalf":false,"canBackward":false,"canForward":true,"stats":{"hits":0,"secondsListened":0}}},"notes":{"order":0}},"payment":null,"pages":{"personalCabinet":{"paymentsHistory":{"payments":{"paginator":{"page":0,"limit":0,"maxPageNumber":0,"items":0},"pages":[]},"actions":{"paymentsHistoryCSRF":{}}},"userLibraries":{"libraries":[],"actions":{"teleportCSRF":{},"unsubscribeCSRF":{},"uniteCSRF":{},"uniteCSRFV2":{},"getUserLibrariesCSRF":{}}},"loyaltyCards":{"list":[],"actions":{"changeLoyaltyCSRF":{},"getLoyaltyCardsCSRF":{}}},"spam":{"userChannels":[],"userLangs":[],"actions":{"updateChannelsCSRF":{},"getUserChannelsGUJ":{},"getUserLangsGUJ":{}}},"bonuses":{"bonusExpiration":[],"actions":{"getBonusExpirationGUJ":{}}}},"paymentReceipts":{"receipts":[],"actions":{"getPaymentReceipts":{}}}},"global":{"auth":{"activeStep":"authenticationByEmail","fallbackStep":"init","stepsHistory":[],"formData":{},"isRateLimitError":false},"header":{"auth":{"isAuthPopupVisible":false,"analyticsData":{}},"banners":{"subscr":{"isActive":false},"onlyLitres":{"isActive":false},"promotion":{"isActive":false},"audioSubscr":{"isActive":false},"tvCampaignBanner":{"isActive":false}}},"globalModals":{"visibilityState":"init"},"availableBonuses":{"list":{},"actions":{"getAvailableBonusesListGUJ":{}}},"login":{"authValues":{"code":"","email":"","pwd":"","phoneCode":{"id":"91","tel_codes":[{"tel_mask":"7 XXX XXX XX XX","tel_code":"7"}],"code":"RU","name":"Россия"},"phone":"","otpin":""},"activeStep":"welcome","strategy":"email","isBiblioLogin":false,"isOldUser":false,"isVerifyPhone":false,"isLoading":false,"loginFormat":"email","passRecovery":{"method":"email","isTimerActive":false},"prevSteps":["welcome"],"usersMerges":false,"isLoginReserved":false,"serverError":null},"search":{"query":"","searchResults":[],"history":[],"loading":false,"error":{},"isInitiated":false},"interface":{"loginPopupError":{"isOpen":false},"stickyPlayer":{"isOpen":false},"bookUpsalePopup":{"isOpen":false},"isPageWithPlayer":true,"checkoutBox":{"isOpen":false,"height":0},"helpdesk":{"isOpen":false},"spamTickets":{"isOpen":false,"isHtmlFetched":false},"paymentPopup":{"isOpen":false},"reviewComplainPopup":{"isOpen":false,"id":0},"forceScroll":{"scrollToReviewForm":false,"scrollToReviewId":0},"sharingPopup":{"reviewId":0,"userName":"","userId":0,"rating":0,"comment":"","date":"","hasAvatar":false,"isOpen":false,"isReply":false},"headerHeight":0},"lastViewedBooksWidget":{"arts":[],"isLoading":false,"error":null},"phonecodes":{"countriez":"","actions":{"getPhonecodes":{"isLoading":false}}},"onboarding":{"isOpen":false},"genres":{"popup":{"history":[],"currentGenre":null,"isOpen":false}},"arts":{"details":{"xmlProps":null},"reviews":{"list":[],"idMap":{},"sortType":"popular","pagination":{"next":null,"previous":null},"userReview":null,"lastGetRequestDate":"Fri May 16 2025 14:45:32 GMT+0000 (Coordinated Universal Time)","actions":{"getArtsReviews":{},"addArtsReview":{},"getUserArtsReviews":{},"addArtReviewLike":{},"removeArtReviewLike":{},"addArtReviewDislike":{},"removeArtReviewDislike":{},"addReviewReply":{}}}},"take":{"take":{"actions":{"takeBookCSRF":{}},"rating":[]}},"reviews":{"actions":{"addReviewComplain":{}},"activeReply":-1},"searchPage":{"query":""},"zeroSearchPage":{"recommendationBlocks":[],"loading":false,"error":{},"isListInitiated":false,"isInfoInitiated":false,"data":{"art_slider":{"data":[],"pagination":{"next_page":null,"previous_page":null},"loading":false},"person_list":{"data":[],"pagination":{"next_page":null,"previous_page":null},"loading":false},"series_list":{"data":[],"pagination":{"next_page":null,"previous_page":null},"loading":false},"tag_list":{"data":[],"pagination":{"next_page":null,"previous_page":null},"loading":false}}}},"face":{"language":"ru","host":null}}

Книги, похожие на «The Advanced Fixed Income and Derivatives Management Guide», Saied Simozar