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Fabozzi, Frank J.
Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th., international ed. - Upper Saddle River, N.J : Pearson Education, 2010. - xiii, 778 p. : ill. ; 26 cm.
Includes bibliographical references and index.
Introduction -- Pricing of Bonds -- Measuring Yield -- Bond Price Volatility -- Factors Affecting Bond Yields and the Term Structure of Interest Rates -- Treasury and Agency Securities -- Corporate Debt Instruments -- Municipal Securities -- Non-U.S. Bonds -- Residential Mortgage Loans -- Agency Mortgage Pass-Through Securities -- Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- Nonagency Residential Mortgage-Backed Securities -- Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- Asset-Backed Securities -- Collateralized Debt Obligations -- Interest-Rate Models -- Analysis of Bonds with Embedded Options -- Analysis of Residential Mortgage-Backed Securities -- Analysis of Convertible Bonds -- Corporate Bond Credit Analysis -- Credit Risk Modeling -- Active Bond Portfolio Management Strategies -- Indexing -- Liability-Driven Strategics -- Bond Performance Measurement and Evaluation -- Interest-Rate Futures Contracts -- Interest-Rate Options -- Interest-Rate Swaps, Caps, and Floors -- Credit Derivatives. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30.
9780136099741 0136099742
Bonds.
Investment analysis.
Portfolio management.
Bond market.
HG4651 / .F28 2008
332.6323 / F121
Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th., international ed. - Upper Saddle River, N.J : Pearson Education, 2010. - xiii, 778 p. : ill. ; 26 cm.
Includes bibliographical references and index.
Introduction -- Pricing of Bonds -- Measuring Yield -- Bond Price Volatility -- Factors Affecting Bond Yields and the Term Structure of Interest Rates -- Treasury and Agency Securities -- Corporate Debt Instruments -- Municipal Securities -- Non-U.S. Bonds -- Residential Mortgage Loans -- Agency Mortgage Pass-Through Securities -- Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- Nonagency Residential Mortgage-Backed Securities -- Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- Asset-Backed Securities -- Collateralized Debt Obligations -- Interest-Rate Models -- Analysis of Bonds with Embedded Options -- Analysis of Residential Mortgage-Backed Securities -- Analysis of Convertible Bonds -- Corporate Bond Credit Analysis -- Credit Risk Modeling -- Active Bond Portfolio Management Strategies -- Indexing -- Liability-Driven Strategics -- Bond Performance Measurement and Evaluation -- Interest-Rate Futures Contracts -- Interest-Rate Options -- Interest-Rate Swaps, Caps, and Floors -- Credit Derivatives. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30.
9780136099741 0136099742
Bonds.
Investment analysis.
Portfolio management.
Bond market.
HG4651 / .F28 2008
332.6323 / F121