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TitleBond markets, analysis and strategies
Author Frank J. Fabozzi
Imprint Boston: Pearson Education, 2012
Edition 8th ed
Descript 743 p. ; 25 cm

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


Bonds Investment analysis Portfolio management Bond market

LOCATIONCALL#STATUS
Sasin Library332.6323 F121B 2012CHECK SHELVES
Sasin Library332.6323 F121B 2012CHECK SHELVES
Sasin Library332.6323 F121B 2012 SETCHECK SHELVES

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