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Additional Physical Format: | Print version: Fabozzi, Frank J. Bond markets, analysis and strategies. Upper Saddle River, NJ : Prentice Hall, ©1996 (DLC) 95042838 |
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Material Type: | Document, Internet resource |
Document Type: | Internet Resource, Computer File |
All Authors / Contributors: |
Frank J Fabozzi |
OCLC Number: | 1028864827 |
Description: | 1 online resource (xii, 595 pages : illustrations |
Contents: | Ch. 1. Introduction -- Ch. 2. Pricing of Bonds -- Ch. 3. Measuring Yield -- Ch. 4. Bond Price Volatility -- Ch. 5. Factors Affecting Bond Yields and the Term Structure of Interest Rates -- Ch. 6. Treasury and Agency Securities Markets -- Ch. 7. Corporate Debt Instruments -- Ch. 8. Municipal Securities -- Ch. 9. Non-U.S. Bonds -- Ch. 10. Mortgage Loans -- Ch. 11. Mortgage Pass-Through Securities -- Ch. 12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- Ch. 13. Asset-Backed Securities -- Ch. 14. Analysis of Bonds with Embedded Options -- Ch. 15. Analysis of Mortgage-Backed Securities -- Ch. 16. Analysis of Convertible Bonds -- Ch. 17. Active Bond Portfolio Management Strategies -- Ch. 18. Indexing -- Ch. 19. Liability Funding Strategies -- Ch. 20. Bond Performance Measurement and Evaluation -- Ch. 21. Interest-Rate Futures Contracts -- Ch. 22. Interest-Rate Options -- Ch. 23. Interest-Rate Swaps and Agreements. |
Responsibility: | Frank J. Fabozzi. |
More information: |
Abstract:
"With substantial revision, Bond Markets, Analysis and Strategies, Third Edition, provides extensive coverage on all sectors of the bond market, the techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio. The revised edition provides extensive coverage of collateralized mortgage obligations and a new chapter on bond performance measurement and evaluation."--Jacket.
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Related Subjects:(20)
- Bonds.
- Investment analysis.
- Portfolio management.
- Bond market.
- Obligations (Valeurs)
- Analyse financière.
- Gestion de portefeuille.
- Marché obligataire.
- bonds (negotiable instruments)
- Festverzinsliches Wertpapier
- Aktienmarkt
- Aktienanalyse
- Rentenmarkt
- Kapitalanlage
- Anleihe
- Portfolio-analyse.
- Obligaties.
- Financas.
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- USA.