Bond markets, analysis, and strategies

8th ed.
  • 10 Want to read
Bond markets, analysis, and strategies
Frank J. Fabozzi, Frank J. Fab ...
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Last edited by raybb
October 10, 2021 | History

Bond markets, analysis, and strategies

8th ed.
  • 10 Want to read

"Bond Markets, Analysis and Strategies, 4th edition, takes a practical real-world approach to bond investing. It includes a detailed discussion of each type of bond and interest rate derivative instrument. The text features a comprehensive discussion of not only the instruments, but also their investment characteristics, the state-of-the-art technology for valuing them, techniques for quantifying interest rate risk, and portfolio strategies for using them.

These strategies include active strategies and structured portfolio strategies."--BOOK JACKET.

Publish Date
Publisher
Pearson
Language
English
Pages
733

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Previews available in: English

Edition Availability
Cover of: Bond markets, analysis, and strategies
Bond markets, analysis, and strategies
2013, Pearson
in English - 8th ed.
Cover of: Bond markets, analysis and strategies
Bond markets, analysis and strategies
1996, Prentice Hall
in English - 3rd ed.
Cover of: Bond markets, analysis and strategies
Bond markets, analysis and strategies
1993, Prentice Hall
in English - 2nd ed.
Cover of: Bond markets, analysis and strategies
Bond markets, analysis and strategies
1989, Prentice Hall
in English

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Book Details


Table of Contents

Introduction
Pricing of bonds
Measuring yield
Bond price volatility
Factors affecting bond yields and the term structure of interest rates
Treasury and federal agency securities
Corporate debt instruments
Municipal securities
International bonds
Residential mortgage loans
Agency mortgage pass-through securities
Agency collateralized mortgage obligations and stripped mortgage-backed securities
Nonagency residential mortgage-backed securities
Commercial mortgage loans and commercial mortgage-backed securities
Asset-backed securities
Interest-rate models
Analysis of bonds with embedded options
Analysis of residential mortgage-backed securities
Analysis of convertible bonds
Corporate bond credit analysis
Credit risk modeling
Bond portfolio management strategies
Bond portfolio construction
Liability-driven strategies
Bond performance measurement and evaluation
Interest-rate futures contracts
Interest-rate options
Interest-rate swaps, caps, and floors
Credit default swaps.

Edition Notes

Includes index.

Published in
Boston

Classifications

Dewey Decimal Class
332.63/23
Library of Congress
HG4651 .F28 2013, HG4651.F28 2012

The Physical Object

Pagination
x, 733 p. :
Number of pages
733

Edition Identifiers

Open Library
OL25287825M
ISBN 10
013274354X
ISBN 13
9780132743549
LCCN
2011031156
OCLC/WorldCat
743040642

Work Identifiers

Work ID
OL16288100W

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
October 10, 2021 Edited by raybb Merge works
October 13, 2020 Edited by ImportBot import existing book
September 25, 2020 Edited by MARC Bot import existing book
August 15, 2020 Edited by ImportBot import existing book
April 25, 2012 Created by LC Bot Imported from Library of Congress MARC record