Bond markets, analysis, and strategies / Frank J. Fabozzi.

Author
Fabozzi, Frank J. [Browse]
Format
Book
Language
English
Εdition
7th ed.
Published/​Created
Boston, MA : Pearson/Addison-Wesley, c2008.
Description
xiii, 778 p. : ill. ; 26 cm.

Details

Subject(s)
Notes
Includes index.
Bibliographic references
Includes bibliographical references and index.
Contents
1. Introduction -- 2. Pricing of Bonds -- 3. Measuring Yield -- 4. Bond Price Volatility -- 5. Factors Affecting Bond Yields and the Term Structure of Interest Rates -- 6. Treasury and Agency Securities -- 7. Corporate Debt Instruments -- 8. Municipal Securities -- 9. Non-U.S. Bonds -- 10. Residential Mortgage Loans -- 11. Agency Mortgage Pass-Through Securities -- 12. Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- 13. Nonagency Residential Mortgage-Backed Securities -- 14. Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- 15. Asset-Backed Securities -- 16. Collateralized Debt Obligations -- 17. Interest-Rate Models -- 18. Analysis of Bonds with Embedded Options -- 19. Analysis of Residential Mortgage-Backed Securities -- 20. Analysis of Convertible Bonds -- 21. Corporate Bond Credit Analysis -- 22. Credit Risk Modeling -- 23. Active Bond Portfolio Management Strategies -- 24. Indexing -- 25. Liability-Driven Strategics -- 26. Bond Performance Measurement and Evaluation -- 27. Interest-Rate Futures Contracts -- 28. Interest-Rate Options -- 29. Interest-Rate Swaps, Caps, and Floors -- 30. Credit Derivatives.
ISBN
  • 9780136078975
  • 0136078974
LCCN
2008050371
OCLC
268788843
RCP
C - S

Supplementary Information