Fixed income analysis / Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
By: Fabozzi, Frank J.
Contributor(s): Anson, Mark Jonathan Paul.
| Fabozzi, Frank J.. Fixed income analysis for the chartered financial analyst program.
| CFA Institute.
Call number: HG4650 F329 2007 Material type: 
Item type | Location | Shelving location | Call number | Unit | Copy number | Barcode | Status | Date due |
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ODI General Collection | ODI General Collection | HG4650 F329 2007 (Browse shelf) | v.2 | 1 | 1000501976 | Available | |
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ODI General Collection | ODI General Collection | HG4650 F329 2007 (Browse shelf) | v.1 | 1 | 1000501975 | Available |
Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
v.1 text -- v.2 workbook.
Includes bibliographical references and index.
Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.
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