Bond Markets, Analysis and Strategies
Frank Fabozzi
Bond Markets, Analysis and Strategies
Frank Fabozzi
- Producent: Pearson
- Rok produkcji: 2012
- ISBN: 9780273766131
- Ilość stron: 744
- Oprawa: Miękka
Niedostępna
Opis: Bond Markets, Analysis and Strategies - Frank Fabozzi
For students enrolled in Fixed Income Securities Courses or Bond Markets Courses. An applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions' reader and instructor feedback.Chapter 1: Introduction Chapter 2: Pricing of Bonds Chapter 3: Measuring Yield Chapter 4: Bond Price Volatility Chapter 5: Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6: Treasury and Federal Agency Securities Chapter 7: Corporate Debt Instruments Chapter 8: Municipal Securities Chapter 9: International Bonds Chapter 10: Residential Mortgage Loans Chapter 11: Agency Mortgage Pass-Through Securities Chapter 12: Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities Chapter 13: Nonagency Residential Mortgage-Backed Securities Chapter 14: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities Chapter 15: Asset-Backed Securities Chapter 16: Interest Rate Models Chapter 17: Analysis of Bonds with Embedded Options Chapter 18: Analysis of Residential Mortgage-Backed Securities Chapter 19: Analysis of Convertible Bonds Chapter 20: Corporate Bond Credit Analysis Chapter 21: Credit Risk Modeling Chapter 22: Bond Portfolio Management Strategies Chapter 23: Bond Portfolio Construction Chapter 24: Liability-Driven Strategies Chapter 25: Bond Performance Measurement and Evaluation Chapter 26: Interest-Rate Futures Contracts Chapter 27: Interest Rate Options Chapter 28: Interest-Rate Swaps, Caps, and Floors Chapter 29: Credit Default Swaps
Szczegóły: Bond Markets, Analysis and Strategies - Frank Fabozzi
Tytuł: Bond Markets, Analysis and Strategies
Autor: Frank Fabozzi
Producent: Pearson
ISBN: 9780273766131
Rok produkcji: 2012
Ilość stron: 744
Oprawa: Miękka
Waga: 1.37 kg