Bond Markets, Analysis, and Atrategies / [book]
Fabozzi, Frank J.
Bond Markets, Analysis, and Atrategies / [book] Frank J. Fabozzi - 8th ed. - Boston : Pearson, 2013 - 743 p.: ill ; 26 cm.
Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International 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 -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps
9780273766131 0273766139
BONDS
INVESTMENT ANALYSIS
PORTFOLIO MANAGEMENT
BOND MARKET
HG 4651 / F32B 2013
Bond Markets, Analysis, and Atrategies / [book] Frank J. Fabozzi - 8th ed. - Boston : Pearson, 2013 - 743 p.: ill ; 26 cm.
Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International 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 -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps
9780273766131 0273766139
BONDS
INVESTMENT ANALYSIS
PORTFOLIO MANAGEMENT
BOND MARKET
HG 4651 / F32B 2013