Bond markets, analysis, and strategies / Frank J. Fabozzi.
- 7th ed.
- Boston, MA : Pearson/Addison-Wesley, c2008.
xiii, 778 p. : ill. ; 26 cm.
- Pricing of bonds
Bond price volatility
Factors affecting bond yields and the term structure of interest rates
Treasury and agency securities
Corporate debt instruments
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
Collateralized debt obligations
Analysis of bonds embedded options
Analysis of residential mortgage-backed securities
Analysis of convertible bonds
Corporate bond credit analysis
Credit risk modeling.
- Includes index.
Includes bibliographical references and index.
- Local notes:
- Acquired for the Penn Libraries with assistance from the Hazel M. Hussong Fund.
- Hazel M. Hussong Fund.
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