Financial Stability Ch 24: Why Stable Markets Are Mathematically Unstable
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations
Authors: Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Credit spreads
Financial Stability Ch 23: The Water Balloon Theory of Global Finance
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations
Authors: Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Corporate Bonds, Ratings, and Credit Spreads (Chapter 19, Part 1)
Book: Fixed Income Securities: Tools for Today’s Markets | Author: Bruce Tuckman & Angel Serrat | ISBN: 978-0-470-89169-8
Previous: Swaption Skew, SABR, and Option Pricing Theory (Chapter 18, Part 2) | Next: Credit Default Swaps and the CDS-Bond Basis (Chapter 19, Part 2)
The Mathematics of Credit Spreads: Why (1 + I)^x Matters More Than E=mc²
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations by Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
FRM Handbook Ch 21: Measuring Default Risk From Market Prices
Book: Financial Risk Manager Handbook Plus Test Bank
Author: Philippe Jorion
ISBN: 978-0-470-90401-5
Chapter 21 flips the lens. Instead of counting defaults from rating agency history, you read credit risk from prices. Markets are forward-looking, update fast, and aggregate scattered information. They also embed risk premia, liquidity premia, and tax effects. Jorion walks through both the power and the traps.
The Goldilocks Era: Six Years When U.S. Finance Actually Worked
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations by Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Returns, Spreads, and Yields in Fixed Income (Chapter 3)
Book: Fixed Income Securities: Tools for Today’s Markets
Authors: Bruce Tuckman and Angel Serrat
ISBN: 978-0-470-89169-8
Edition: 3rd (2012)
Chapter 2 gave you the curve. Chapter 3 asks: how does a specific bond actually make or lose money?
Introduction: Credit Spreads, Macroeconomics, and the Holy Grail
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations
Authors: Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Preface: Freedom, Fraud, and the $67 Trillion Bubble
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations
Authors: Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Financial Stability: Why This Book Matters for Every Investor
Book: Financial Stability: Fraud, Confidence and the Wealth of Nations
Authors: Frederick L. Feldkamp and R. Christopher Whalen
ISBN: 978-1-118-93579-8
Picking Corporate Bonds: Credit-Sensitive Security Selection (Part 1)
Government bonds had 13 sovereign issuers to choose from. Corporate bonds? Try over 3,000 issuers and 15,000 individual bonds across developed markets alone.
Sustainable Fixed Income Investing: Does ESG Actually Matter for Bonds?
Book: Systematic Fixed Income: An Investor’s Guide Author: Scott A. Richardson, Ph.D. ISBN: 9781119900139 Publisher: John Wiley & Sons, 2022
Emerging Market Hard Currency Bonds: How Systematic Selection Actually Works
Book: Systematic Fixed Income: An Investor’s Guide Author: Scott A. Richardson, Ph.D. Publisher: John Wiley & Sons, 2022 ISBN: 9781119900139
Corporate Bond Investing 101: The Market, Credit Spreads, and Default Risk
Book: Systematic Fixed Income: An Investor’s Guide Author: Scott A. Richardson, Ph.D. ISBN: 9781119900139 Publisher: John Wiley & Sons, 2022