| Author | Fabozzi, Frank J |
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| Title | Bond markets, analysis and strategies / Frank J. Fabozzi |
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| Imprint |
Boston: Pearson Education, 2012 |
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| Edition |
8th ed |
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| Descript |
743 p. ; 25 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 federal agency securities -- Corporate debt instruments -- Corporate debt instruments -- Municipal securities -- Internaitonal bonds -- Residential mortage loans -- Agency mortgage pass-through securities -- Agency collateralized mortage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interes-rate swaps, caps, and floors -- Credit default swaps
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 |
|---|
| Sasin Library | 332.6323 F121B 2012 |
CHECK SHELVES
|
| Sasin Library | 332.6323 F121B 2012 |
CHECK SHELVES
|
| Sasin Library | 332.6323 F121B 2012 SET |
CHECK SHELVES
|