TY  - BOOK
AU  - Fabozzi,Frank J.
TI  - Bond Markets, Analysis, and Atrategies
SN  - 9780273766131
AV  - HG 4651 F32B 2013
PY  - 2013///
CY  - Boston
PB  - Pearson
KW  - BONDS
KW  - INVESTMENT ANALYSIS
KW  - PORTFOLIO MANAGEMENT
KW  - BOND MARKET
N1  - 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
ER  -