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, N.J. : Pearson/Prentice Hall, 2007 |
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Edition |
6th ed |
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Descript |
xvii, 760 p. ; 24 cm |
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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
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Bonds
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Investment analysis
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Portfolio management
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Bond market
LOCATION | CALL# | STATUS |
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Chula Business School Library | 332.6323 F121B 2007 |
CHECK SHELVES
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Chula Business School Library | 332.6323 F121B 2007 |
CHECK SHELVES
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Sasin Library | 332.6323 F121B 2007 |
CHECK SHELVES
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