Fixed Income Analysis.

Format:

Book

Author/Creator:

Fabozzi, Frank J.

Contributor:

Anson, Mark Jonathan Paul.

Fabozzi, Frank J.

Series:

CFA Institute Investment Series

CFA Institute Investment Series ; v.31

Language:

English

Subjects (All):

Fixed-income securities.

Physical Description:

1 online resource (767 p.)

Edition:

2nd ed.

Place of Publication:

Hoboken : Wiley, 2007.

Language Note:

English

System Details:

text file

Summary:

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concis

Contents:

FIXED INCOME ANALYSIS, Second Edition; CONTENTS; FOREWORD; ACKNOWLEDGMENTS; INTRODUCTION; NOTE ON ROUNDING DIFFERENCES; CHAPTER 1: FEATURES OF DEBT SECURITIES; CHAPTER 2: RISKS ASSOCIATED WITH INVESTING IN BONDS; CHAPTER 3: OVERVIEW OF BOND SECTORS AND INSTRUMENTS; CHAPTER 4: UNDERSTANDING YIELD SPREADS; CHAPTER 5: INTRODUCTION TO THE VALUATION OF DEBT SECURITIES; CHAPTER 6: YIELD MEASURES, SPOT RATES, AND FORWARD RATES; CHAPTER 7: INTRODUCTION TO THE MEASUREMENT OF INTEREST RATE RISK; CHAPTER 8: TERM STRUCTURE AND VOLATILITY OF INTEREST RATES; CHAPTER 9: VALUING BONDS WITH EMBEDDED OPTIONS

CHAPTER 10: MORTGAGE-BACKED SECTOR OF THE BOND MARKETCHAPTER 11: ASSET-BACKED SECTOR OF THE BOND MARKET; CHAPTER 12: VALUING MORTGAGE-BACKED AND ASSET-BACKED SECURITIES; CHAPTER 13: INTEREST RATE DERIVATIVE INSTRUMENTS; CHAPTER 14: VALUATION OF INTEREST RATE DERIVATIVE INSTRUMENTS; CHAPTER 15: GENERAL PRINCIPLES OF CREDIT ANALYSIS; CHAPTER 16: INTRODUCTION TO BOND PORTFOLIO MANAGEMENT; CHAPTER 17: MEASURING A PORTFOLIO'S RISK PROFILE; CHAPTER 18: MANAGING FUNDS AGAINST A BOND MARKET INDEX; CHAPTER 19: PORTFOLIO IMMUNIZATION AND CASH FLOW MATCHING

CHAPTER 20: RELATIVE-VALUE METHODOLOGIES FOR GLOBAL CREDIT BOND PORTFOLIO MANAGEMENT*CHAPTER 21: INTERNATIONAL BOND PORTFOLIO MANAGEMENT*; CHAPTER 22: CONTROLLING INTEREST RATE RISK WITH DERIVATIVES*; CHAPTER 23: HEDGING MORTGAGE SECURITIES TO CAPTURE RELATIVE VALUE*; CHAPTER 24: CREDIT DERIVATIVES IN BOND PORTFOLIO MANAGEMENT*; ABOUT THE CFA PROGRAM; ABOUT THE AUTHOR; ABOUT THE CONTRIBUTORS; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Related Work:

Fabozzi, Frank J. Fixed income analysis for the chartered financial analyst program.

ISBN:

9786610822102

9781280822100

1280822104

9780470107843

0470107847

OCLC:

166928204