Bond markets, analysis and strategies / Frank J. Fabozzi
Imprint
Upper Saddle River, N.J. : Pearson/Prentice Hall, 2003
Edition
5th ed
Descript
xiv, 670 p. ; 24 cm
CONTENT
Pricing of bonds -- Bond price volatility -- Factors affecting bond vield and the term structure of interest rates -- Corporate debt instruments -- Municipal securities -- Residental mortgage loans -- Asset-back securities -- Collateralized bebt obligations -- Analysis of convertible bonds-- Liability funding strategies -- Interest-rate swaps and agreements