Fixed Income Analysis / [book]
Fabozzi, Frank J.
Fixed Income Analysis / [book] Fixed Income Analysis Workbook Frank J. Fabozzi - 2nd ed. - Hoboken, N.J. : Wiley, 2007 - xi, 343 p. ; 25 cm. 2 v. (xxix, 733; xi, 343 p.) : ill. ; 26 cm. - CFA Institute investment series .
v.1. Fixed income analysis -- v.2. Fixed income analysis workbook
Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolios risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management.
9780470069196 9780470052211
FIXED--INCOME SECURITIES
HG 4650 / F32F 2007
Fixed Income Analysis / [book] Fixed Income Analysis Workbook Frank J. Fabozzi - 2nd ed. - Hoboken, N.J. : Wiley, 2007 - xi, 343 p. ; 25 cm. 2 v. (xxix, 733; xi, 343 p.) : ill. ; 26 cm. - CFA Institute investment series .
v.1. Fixed income analysis -- v.2. Fixed income analysis workbook
Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolios risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management.
9780470069196 9780470052211
FIXED--INCOME SECURITIES
HG 4650 / F32F 2007