TY  - BOOK
AU  - Fabozzi, Frank J.
TI  - Fixed Income Analysis
T2  - CFA Institute investment series
SN  - 9780470069196
AV  - HG 4650 F32F 2007
PY  - 2007///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - FIXED
KW  - INCOME SECURITIES
N1  - 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
ER  -