LEADER 00000cam a2200433 a 4500 001 16325101 005 20100728095910.0 008 100709s2007 njua b 001 0 eng c 010 2010455341 015 GBA685650|2bnb 015 GBA685650|2dnb 016 7 013572697|2Uk 020 047005221X (cloth) 020 9780470052211 (cloth) 020 9780470069196 (pbk.) 020 0470069198 (pbk.) 035 (OCoLC)ocm86083234 040 MIA|cMIA|dBAKER|dIQU|dIAC|dUKM|dPUL|dBTCTA|dDAY|dVP@ |dDEBBG|dDLC 042 pcc 050 00 HG4650|b.F329 2007 082 00 332.63/23|222 090 339.41-FA FI 100 1 Fabozzi, Frank J. 245 10 Fixed income analysis /|cFrank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. 250 2nd ed. 260 Hoboken, N.J. :|bWiley,|cc2007. 300 xxix, 733 p. :|bill. ;|c26 cm. 440 0 CFA Institute investment series 500 Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. 504 Includes bibliographical references and index. 505 0 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. 650 0 Fixed-income securities. 650 07 Festverzinsliches Wertpapier.|2swd 700 1 Anson, Mark Jonathan Paul. 700 1 Fabozzi, Frank J.|tFixed income analysis for the chartered financial analyst program. 710 2 CFA Institute. 830 0 CFA Institute investment series.
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