000 02224nam a2200349 4500
005 20250613002720.0
008 140729s2007 nyu eng
020 _a9780470069196
020 _a9780470052211
040 _aSPU
049 _bSPU-CHN SPU-BK
050 0 0 _aHG 4650
_bF32F 2007
100 0 _aFabozzi, Frank J.
_970188
245 1 0 _aFixed Income Analysis /
_cFrank J. Fabozzi
_h[book]
246 3 _aFixed Income Analysis Workbook
250 _a2nd ed.
260 _aHoboken, N.J. :
_bWiley,
_c2007
300 _axi, 343 p. ;
_c25 cm.
300 _a2 v. (xxix, 733; xi, 343 p.) :
_bill. ;
_c26 cm.
490 0 _aCFA Institute investment series
_9177774
449 0 _a110200
449 0 _a110202
449 0 _a110210
500 _av.1. Fixed income analysis -- v.2. Fixed income analysis workbook
505 0 _aFeatures 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.
650 0 _aFIXED
_xINCOME SECURITIES
_947442
910 _aตลาดหลักทรัพย์แห่งประเทศไทย
_c210714
942 _cGEN
998 _atook 0714
_btook 0714
998 _anok 0714
999 _c169714