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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: TextTextSeries: CFA Institute investment series: Publisher: Hoboken, N.J. : Wiley, c2007Edition: 2nd ed.Description: xxix, 733 p. : ill. ; 26 cm.ISBN: 047005221X (cloth) ; 9780470052211 (cloth) ; 9780470069196 (pbk.) ; 0470069198 (pbk.)Subject(s): Fixed-income securitiesDDC classification: 332.632044 | 332.63/23
Contents:
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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Item type Location Location Call number Unit Copy number Barcode Status Date due
10000 General Book General Book ODI General Collection
ODI General Collection HG4650 F329 2007 (Browse shelf) v.2 1 1000501976 Available
10000 General Book General Book 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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