Author | Fabozzi, Frank J |
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Title | Bond markets, analysis, and strategies / Frank J. Fabozzi |
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Imprint |
Boston : Pearson, c2010 |
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Edition |
7th ed |
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Descript |
xiii, 778 p. : ill. ; 26 cm |
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CONTENT
Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds 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-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit derivatives
SUBJECT
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Bond market
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Bonds
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Investment analysis
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Portfolio management
LOCATION | CALL# | STATUS |
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Chula Business School Library : Reserve Collection | 332.6323 F121B 2010 |
CHECK SHELVES
|
Chula Business School Library | 332.6323 F121B 2010 |
CHECK SHELVES
|
Chula Business School Library | 332.6323 F121B 2010 |
CHECK SHELVES
|