| Edition |
2nd ed. |
| Description |
xxix, 733 p. : ill. ; 26 cm. |
| Series |
CFA Institute investment series
|
|
CFA Institute investment series.
|
| Note |
Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index. |
| Subject |
Fixed-income securities.
|
|
Festverzinsliches Wertpapier.
|
| Added Author |
Anson, Mark Jonathan Paul.
|
|
Fabozzi, Frank J.
Fixed income analysis for the chartered financial analyst program.
|
|
CFA Institute.
|
| ISBN |
047005221X (cloth) |
|
9780470052211 (cloth) |
|
9780470069196 (pbk.) |
|
0470069198 (pbk.) |
|
