Library of American University of Madaba
Bond markets, analysis, and strategies /
by Fabozzi, Frank J.
Published by : Pearson Education, (Upper Saddle River, N.J :) Physical details: xiii, 778 p. : ill. ; 26 cm. ISBN: 0136099742 Subject(s): Bonds. | Investment analysis. | Portfolio management. | Bond market. Year: 2010| Item type | Location | Call Number | Status | Notes | Date Due |
|---|---|---|---|---|---|
 Book |
AUM Main Library English Collections Hall | 332.6323 F121 (Browse Shelf) | Available | JBC/2011/14004 | |
| Book |
AUM Main Library English Collections Hall | 332.6323 F121 (Browse Shelf) | Available | JBC/2011/14004 |
Includes bibliographical references and index.
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.
There are no comments for this item.