2 options
Bond markets, analysis, and strategies / Frank J. Fabozzi.
Lippincott Library HG4651 .F28 2008
Available
LIBRA HG4651 .F28 2008
Available from offsite location
- Format:
- Book
- Author/Creator:
- Fabozzi, Frank J.
- Language:
- English
- Subjects (All):
- Bonds.
- Investment analysis.
- Portfolio management.
- Bond market.
- Physical Description:
- xiii, 778 pages : illustrations ; 26 cm
- Edition:
- Seventh edition.
- Place of Publication:
- Boston, MA : Pearson/Addison-Wesley, [2008]
- 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.
- Notes:
- Includes index.
- Includes bibliographical references and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Hazel M. Hussong Fund.
- ISBN:
- 9780136078975
- 0136078974
- OCLC:
- 268788843
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