Fabozzi, Frank J.

Bond Market, Analysis, and Strategies - 7a ed. - Boston Pearson education 2010 - 778 p. tbls., diagrs.

Contiene: 1. Introduction.- 2. Pricing of Bonds.- 3. Measuring Yield.- 4. Bond Prince Volatility.- 5. Factors Affecting Bond Yields ans the Term Structure.- 6. Treasury and Agency Securities.- 7. Corporate Debt Instrument.- 8. Municipal Securities.- 9. Non- U.S. Bonds.- 10. Residential Mortgage Loans.- 11. Agency Mortgage Pass-Through Securities.- 12. Agency Collateralized Mortgage Obligations and Stripped.- 13. Nonagency Residential Mortgage Backed Securities.- 14. Commercial Mortgage Loans and Commercial.- 15. Asset- backed Securities.- 16. Collateralized Debt Obligations.- 17. Interest-Rate Models.- 18. Analysis of Bonds with Embedded Options.- 19. Analysis of Residential Mortgage-Backed Securities.- 20. Analysis of Convertible Bonds.- 21. Corporate Bond Credit Analysis.- 22. Credit Risk Modeling.- 23. Active Bond Portfolio Management Strategies.- 24. Indexing.- 25. Liability- Driven Strategies.- 26. Bond Performance Measurement and Evaluation.- 27. Interest-Rate Futures-Contracts.- 28. Interest-Rate Options.- 29. Interest-Rate Swaps, Caps, and Floors.- 30. Credit Derivatives.

978-013-607897-5


Bonds

Bond market Investment analysis Portfolio management

HG/4651/F33/2008