AuthorFabozzi, Frank J
TitleBond markets, analysis and strategies / Frank J. Fabozzi
Imprint Upper Saddle River : Prentice-Hall, c1996
Edition 3rd ed
Descript xii, 595 p. : ill. ; 23 cm

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

  1. Bonds
  2. Investment analysis
  3. Portfolio management

LOCATIONCALL#STATUS
Sasin Library332.6323 F121B 1996 CHECK SHELVES
Sasin Library332.6323 F121B 1996 CHECK SHELVES
Economics LibraryHG3875 F325 1996 CHECK SHELVES