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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, c2007.Edition: 2nd ed.Description: xxix, 733 p. : ill. ; 26 cm..ISBN: 047005221X (cloth) ; 9780470052211 (cloth) ; 9780470069196 (pbk.) ; 0470069198 (pbk.)Subject(s): Fixed-income securities.DDC 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 Shelving 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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