Author | Fabozzi, Frank J |
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Title | Bond markets, analysis and strategies / Frank J. Fabozzi |
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Imprint |
Upper Saddle River : Prentice-Hall, c1996 |
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Edition |
3rd ed |
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Descript |
xii, 595 p. : ill. ; 23 cm |
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CONTENT
Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities markets -- Corporate debt instruments -- Municipal securities -- Non-U.S. securities -- Non-U.S. bonds -- Mortgage loans -- Mortgage pass-through securities -- Collateralized mortgage obligations and stripped mortgage-backed securities -- Asset-backed securities -- Analysis of bonds with embedded options -- Analysis of mortgage-backed securities -- Analysis of convertible bonds -- Active bond portfolio management strategies -- Indexing liability funding strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps and agreements
SUBJECT
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Bonds
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Investment analysis
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Portfolio management
LOCATION | CALL# | STATUS |
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Sasin Library | 332.6323 F121B 1996 |
CHECK SHELVES
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Sasin Library | 332.6323 F121B 1996 |
CHECK SHELVES
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Economics Library | HG3875 F325 1996 |
CHECK SHELVES
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