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Document Type: | Book |
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All Authors / Contributors: |
Frank J Fabozzi |
ISBN: | 9780136078975 0136078974 |
OCLC Number: | 416213197 |
Description: | xiii, 778 pages |
Contents: | Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. 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 -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling. |
Responsibility: | Frank J. Fabozzi. |
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