Franklin

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.
ISBN:
1-280-82210-4
9786610822102
0-470-10784-7
OCLC:
166928204
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