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Book Cover
Lang Matl
Author Fabozzi, Frank J.

Title Fixed income analysis / Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].

Imprint Hoboken, N.J. : Wiley, c2007.


Location Call No. Status
 main  339.41-FA FI    Available
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.)