AuthorFabozzi, Frank J
TitleBond markets, analysis and strategies / Frank J. Fabozzi
Imprint Upper Saddle River, N.J. : Prentice Hall, c2000
Edition 4th ed
Descript xvi, 606 p

CONTENT

Pricing of bonds -- Measuring yeild -- 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. 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 options -- Interest-rate futures contracts -- Interest-rate swaps and agreements


SUBJECT

  1. Bonds
  2. Investment analysis
  3. Portfolio management
  4. Bond market

LOCATIONCALL#STATUS
Sasin Library332.6323 F121B 2000 CHECK SHELVES
Chula Business School Library332.6323 F121B 2000 CHECK SHELVES