AuthorFabozzi, Frank J
TitleBond markets, analysis, and strategies / Frank J. Fabozzi
Imprint Boston : Pearson, c2010
Edition 7th ed
Descript xiii, 778 p. : ill. ; 26 cm

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

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

LOCATIONCALL#STATUS
Chula Business School Library : Reserve Collection332.6323 F121B 2010 CHECK SHELVES
Chula Business School Library332.6323 F121B 2010 CHECK SHELVES
Chula Business School Library332.6323 F121B 2010 CHECK SHELVES