Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Book Review)
- Investing in Fixed Income Securities Illuminates the Topic. Chesla, Nicholas // Bond Buyer;5/16/2005, Vol. 352 Issue 32133, p44
Reviews the book "Investing in Fixed Income Securities: Understanding the Bond Market," by Gary Strumeyer.
- Book Reviews. Gregoriou, Greg N. // Derivatives Use, Trading & Regulation;2005, Vol. 11 Issue 3, p297
Hedge fund course; Author: Stuart MaCrary; Reviewer: Greg N. Gregoriou. Fixed-income securities and derivatives handbook; Author: Moorad Choudhry; Reviwer: Greg N. Gregoriou
- Engineer debunks hedge fund replication. Williamson, Christine // Pensions & Investments;10/29/2007, Vol. 35 Issue 22, p8
The article presents information on the views of financial engineer Lionel Martellini on hedge fund replication. Martellini is the scientific director of the Risk and Asset Management Research Centre of EDHEC Business School, Nice, France. He explained to hedge fund managers at a seminar the...
- First Half 2003: Private placement investors pour it on. Sweeney, Paul // Private Placement Letter;8/18/2003, Vol. 21 Issue 33, p1
Reports on the market for privately-placed fixed-income securities in the U.S. for the first half of 2003. Factors behind the surge in activity among private placement investors; Key transactions during the period; Implications on the securities market.
- 1994 a terrible year for long-duration bonds. Barr, Paul G. // Pensions & Investments;3/20/95, Vol. 23 Issue 6, p18
Reports on the performance of long-duration fixed income bonds in 1994. Effect of the rise in interest rates; Pensions and Investments Performance Evaluation Report (PIPER) as source of information; Performance of shorter term managers; Rankings of mortgage-backed separate accounts.
- The money workshop--part VI fixed-income investments. Chang, Ivan // Chinatown News;2/18/96, Vol. 43 Issue 8, p26
Part IV. Focuses on the investment properties of several fixed-income investments in Canada. Bearer coupons; Mortgage-backed securities; Preferred shares.
- Common stock response to false signals from creditwatch... Elayan, Fayez A.; Maris, Brian A. // Quarterly Journal of Business & Economics;Summer90, Vol. 29 Issue 3, p16
Deals with the placement of a fixed income security on Standard and Poor's CreditWatch list which indicates that the issue is being reviewed for possible rerating. Giving attention to the stock price response to false signals positive and negative placements on CreditWatch; Previous research...
- The calm after the storm. Williams, Gordon // FW;3/1/94, Vol. 163 Issue 5, p81
Presents a list of the fixed-income markets as reported by Morningstar, Chicago-based mutual fund rater. High yield; International; Convertibles; Municipals; Treasuries; Investment-grade corporate; Mortgage-backed securities.
- The money workshop--fixed income investments. Chang, Ivan // Chinatown News;2/3/96, Vol. 43 Issue 7, p19
Part V. Focuses on fixed-income investments and how they fit into a well-balanced portfolio. Element that is common to all fixed-income securities; Payment schemes; Popularity; Drawbacks; Issuance of bonds.