AuthorFabozzi, Frank J
TitleBond markets, analysis and strategies / Frank J. Fabozzi
Imprint Upper Saddle River, N.J. : Pearson/Prentice Hall, 2007
Edition 6th ed
Descript xvii, 760 p. ; 24 cm

CONTENT

Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yield and the term structure of interest rates -- Treasury and agency securities markets -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage obligations and stripped mortgage-backed securities -- Commercial mortgage-backed securities -- Asset-back securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds-- Corporate bond credit analysis -- Credit risk modeling -- 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 -- Credit derivatives


SUBJECT

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

LOCATIONCALL#STATUS
Chula Business School Library332.6323 F121B 2007 CHECK SHELVES
Chula Business School Library332.6323 F121B 2007 CHECK SHELVES
Sasin Library332.6323 F121B 2007 CHECK SHELVES