Young A – A Guide to Fixed Income Analysis
Morgan Stanley, 2003. — 510 p.Morgan Stanley seeks to add value by helping customers formulate investment strategy, seek return, and reduce risk, and by providing efficient execution. Methods for doing this often require creative problem-solving, both in identifying a new approach and working through its ramifications.
This material aims to provide tools and techniques that are the foundation for the creativity and that will also help you understand markets and market participants. It is fairly mathematical, and requires some difficult algebra, but there are no partial differential equations.Contents
The Yield Curve, a Treasury Pack and Fitted Curve Analysis
Yield Measurement and Total Rate of Return
Portfolio Theory and Market Dynamics