Bond Markets, Analysis, and Strategies / Frank J. Fabozzi.
Material type:
TextPublication details: Boston : Pearson, c2013.Edition: 8th edDescription: x, 733 p. : ill. ; 26 cmISBN: - 9780132743549
- 013274354X
- 332.63/23 23
- HG4651 .F28 2013
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General book
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Karen | HG4651 .F28 2013 (Browse shelf(Opens below)) | 1 | Available | 015460 |
Includes index.
Introduction -- 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 -- Municipal securities -- International 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 -- 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 -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps.
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