Bond markets, analysis, and strategies (Book, 2013) [WorldCat.org]
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Bond markets, analysis, and strategies
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Bond markets, analysis, and strategies

Author: Frank J Fabozzi
Publisher: Boston : Pearson, ©2013.
Edition/Format:   Print book : English : 8th edView all editions and formats
Summary:
This textbook on bonds takes a practical real-world approach to the subject. It includes a discussion of each type of bond including a range of products. It also features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the art technology for valuing them & more.
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Details

Document Type: Book
All Authors / Contributors: Frank J Fabozzi
ISBN: 9780132743549 013274354X
OCLC Number: 743040642
Notes: Includes index.
Description: x, 733 pages : illustrations ; 26 cm
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.
Responsibility: Frank J. Fabozzi.

Abstract:

This textbook on bonds takes a practical real-world approach to the subject. It includes a discussion of each type of bond including a range of products. It also features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the art technology for valuing them & more.

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