Fixed income readings for the chartered financial analyst program
By: edited by Frank J. Fabozzi.
Contributors: Fabozzi, Frank J.; Association for Investment Management and Research.
Publisher: Frank J. Fabozzi Associates; Brand: Mcgraw-Hill (Tx); Mcgraw-hill (tx)
Published: 2000
Place of publication: New Hope, PA
Language: eng
Number of pages: 306
Subjects: Fixed-income securities.
Notes: Includes bibliographical references and index.
"Sponsored by Association for Investment Management and Research."
Table of contents: title: Machine generated contents note: Foreword; title: Preface; title: Acknowledgments; title: About the Contributors; title: Note on Rounding Differences; title: Web Site Updates; title: Chapter 1 Introduction to Bond Portfolio Management; title: Frank J. Fabozzi, Ph.D., CFA; title: Section I Introduction; title: Section II Setting Investment Objectives for Fixed-Income Investors; title: Section III Developing and Implementing a Portfolio Strategy; title: Section IV Monitoring the Portfolio; title: Section V Adjusting the Portfolio; title: Section VI Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 2 Alternative Measures of Portfolio Risk; title: Frank J. Fabozzi, Ph.D., CFA; title: Section I Introduction; title: Section II Review of Standard Deviation and Normal Distribution; title: Section III Downside Risk Measures; title: Section IV Portfolio Variance; title: Section V Duration Measures; title: Section VI Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 3 Managing Funds Against Liabilities; title: Frank J. Fabozzi, Ph.D., CFA; title: Section I Introduction; title: Section II Immunization Strategy for a Single Liability; title: Section III Contingent Immunization; title: Section IV Immunization for Multiple Liabilities; title: Section V Cash Flow Matching for Multiple Liabilities; title: Section VI Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 4 Managing Indexed and Enhanced Indexed Bond Portfolios; title: Kenneth E. Volpert, CFA; title: Section I Introduction; title: Section II Overview of Domestic Bond Management; title: Section III Why Index Bond Portfolios?; title: Section IV Which Index Should Be Used?; title: Section V Primary Bond Indexing Risk Factors; title: Section VI Bond Index Enhancements; title: Section VII Measuring Success; title: Section VIII Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 5 Relative-Value Methodologies for Global Corporate; title: Bond Portfolio Management; title: Jack Malvey, CFA; title: Section I Introduction; title: Section II Corporate Relative-Value Analysis; title: Section III Total Return Analysis; title: Section IV Primary Market Analysis; title: Section V Liquidity and Trading Analysis; title: Section VI Secondary Trade Rationales; title: Section VII Spread Analysis; title: Section VIII Structural Analysis; title: Section IX Corporate Curve Analysis; title: Section X Credit Analysis; title: Section XI Asset Allocation/Sector Rotation; title: Section XII Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 6 International Bond Portfolio Management; title: Christopher B. Steward, CFA, J. Hank Lynch, CFA, and; title: FrankJ. Fabozzi, Ph.D., CFA; title: Section I Introduction; title: Section II Investment Objectives and Policy Statements; title: Section III Developing a Portfolio Strategy; title: Section IV Portfolio Construction; title: Appendix; title: Section V Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 7 Controlling Interest Rate Risk with Derivatives; title: Frank J. Fabozzi, Ph.D., CFA, Shrikant Ramamurthy, and; title: Mark Pitts, Ph.D.; title: Section I Introduction; title: Section II Controlling Interest Rate Risk with Futures; title: Section III Controlling Interest Rate Risk with Swaps; title: Section IV Hedging with Options; title: Section V Using Caps and Floors; title: Secfion VI Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Chapter 8 Credit Derivatives in Bond Portfolio Management; title: Mark J. P. Anson, Ph.D., CFA, C.PA., Esq.; title: Section I Introduction; title: Section II Why Credit Risk is Jmpdrtant; title: Section III Credit Options; title: Section IV Credit Forwards; title: Section V Credit Swaps; title: Section VII Key Points; title: End of Cha9per Questions; title: Solutions to End of Chapter Questions; title: Chapter 9 Measuring and Evaluating Performance; title: Frank J. Fabozzi, Ph.D., CFA; title: with Jonathan J. Stokes, J.D.; title: Section I Introduction; title: Section II Performance Measurement; title: Section III Performance Evaluation; title: Section IV Key Points; title: End of Chapter Questions; title: Solutions to End of Chapter Questions; title: Index.