The Handbook of Fixed Income Securities / (Record no. 169795)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04989nam a22003255a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190122165022.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140801s2012 ohu 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780071768467 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0071768467 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | SPU |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| -- | SPU-CHN SPU-BK |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG 4651 |
| Item number | F32H 2012 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J. |
| 9 (RLIN) | 70188 |
| 245 14 - TITLE STATEMENT | |
| Title | The Handbook of Fixed Income Securities / |
| Statement of responsibility, etc. | Frank J. Fabozzi ; Steven V. Mann |
| Medium | [book] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | McGraw-Hill, |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxx, 1807 p. : |
| Other physical details | ill ; |
| Dimensions | 24 cm. |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. ไม่ระบุ |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. การเงินและการธนาคาร |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. หลักสูตรบริหารธุรกิจมหาบัณฑิต |
| 500 ## - GENERAL NOTE | |
| General note | Part 1: Background -- Overview of the types and features of fixed income securities -- Risks associated with investing in fixed income securities -- Bond market indexes -- Electronic trading for fixed income markets -- Macro-economic dynamics and the corporate bond market -- Bond pricing, yield measures and total return -- Measuring interest-rate risk -- The structure of interest rates -- Part 2: Government securities and corporate debt obligations -- U.S. treasury securities -- Agency debt securities -- Municipal bonds -- Corporate bonds -- Leveraged loans -- Convertible securities and their investment application -- Structured notes and credit-linked notes -- Private money market instruments -- Floating-rate securities -- Inflation-linked bonds -- International bond markets and instruments -- Emerging markets debt -- Fixed income exchange traded funds -- Convered bonds -- Nonconvertible preferred stock -- Part 3: Securitized products -- An overview of mortgages and the mortgage market -- Agency mortgage-backed securities -- Agency collateralized mortgage obligations -- The effect of agency CMO PAC bond features on performance -- Agency CMO Z-bonds -- Support bonds with schedules in agency CMO deals -- Stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage-backed securities -- Credit card asset-backed securities -- Securities backed by auto loans and leases, equipment loans and leases, and student loans -- Collateralized loan obligations -- Part 4: Term structure of interest rates -- Overview of forward rate analysis -- A framework for analyzing yield-curve trades -- Empirical yield-curves dynamics and yield-curve exposure -- Term structure modeling with no-arbitrage interest rate models -- Part 5: Valuation modeling -- Valuation of bonds with embedded options -- Valuation of agency mortgage-backed securities -- Convertible securities: their structures, valuation, and trading -- Part 6: Credit risk -- Credit analysis for corporate bonds -- The credit analysis of municipal general obligation and revenue bonds -- Credit-risk modeling -- Part 7: Multifactor risk models -- Introduction to multifactor risk models in fixed income and their applications -- Analyzing risk from multifactor fixed income models -- Hedging interest-rate risk with term-structure factor models -- Part 8: Bond portfolio management -- Introduction to bond portfolio management -- Quantitative management of benchmarked portfolios -- Global credit bond portfolio management -- Element of managing a high-yield bond portfolio -- International bond portfolio management -- Fixed income transition management -- Managing the spread risk of credit portfolios using the duration times spread measure -- Investing in distressed structured credit securities -- Hedge fund fixed income strategies -- Financing positions in the bond market -- Part 9: Derivatives -- Introduction to interest-rate futures and options contracts -- Pricing futures and portfolio applications -- Controlling interest-rate risk with futures and options -- Interest-rate swaps and swaptions -- The valuation of interest-rate swaps and swaptions -- The basics of interest-rate options -- Interest-rate caps and floors -- Credit derivatives -- Credit derivatives valuation and risk -- Hedging tail risk -- Part 10: Performance evaluation and return attribution analysis -- Principles of performance attribution -- Performance attribution for portfolios of fixed income securities -- Advanced topics in performance attribution -- Appendix: Methodology for calculating currency exposures in bond portfolios and indexes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | BONDS |
| General subdivision | HANDBOOKS, MANUALS, ETC |
| 9 (RLIN) | 206047 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 73573 |
| Topical term or geographic name entry element | PERERRED STOCKS |
| General subdivision | HANDBOOKS, MANUAL, ETC |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mann, Steven V. |
| 9 (RLIN) | 206049 |
| 910 ## - ACQUISITION INFORMATION (SPU) | |
| Purchaser | ตลาดหลักทรัพย์แห่งประเทศไทย |
| Accession date | 210714 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Book |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | took 0814 |
| ผู้วิเคราะห์รายการ | took 0814 |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | nok 0814 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available | SET Publications | SPU Library, Bangkok (Main Campus) | SPU Library, Bangkok (Main Campus) | Floor 6: SET Corner | 10/08/2014 | 0.00 | HG 4651 F32H 2012 | F065672 | 16/08/2014 | 10/02/2017 | General Book | |||
| Available | SET Publications | SPU Library, Chonburi campus | SPU Library, Chonburi campus | 01/08/2014 | 0.00 | HG 4651 F32H 2012 | B008480 | 01/08/2014 | 10/02/2017 | General Book |