Fixed Income Analysis [e-book].

Author/Creator:

Fabozzi, Frank J.

Edition:

2nd ed.

Publication:

Hoboken : Wiley, 2007.

Series:

CFA Institute Investment Series
CFA Institute Investment Series ; v.31

Format/Description:

Book
1 online resource (767 p.)

Subjects:

Fixed-income securities.

Form/Genre:

Electronic books.

Language:

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.

Contributor:

Anson, Mark Jonathan Paul.
Fabozzi, Frank J.

Related Work:

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

ISBN:

1-280-82210-4
9786610822102
0-470-10784-7

OCLC:

166928204

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