Bond markets, analysis, and strategies
By: Frank J. Fabozzi
Edition: 8th ed.
Publisher: Pearson
Published: 2013
Place of publication: Boston
Language: eng
Number of pages: 733
ISBN-13: 9780132743549
Subjects: Investment analysis; Portfolio management; Bond market; Bonds
Notes: Includes index.
Table of contents: title: Introduction; title: Pricing of bonds; title: Measuring yield; title: Bond price volatility; title: Factors affecting bond yields and the term structure of interest rates; title: Treasury and federal agency securities; title: Corporate debt instruments; title: Municipal securities; title: International bonds; title: Residential mortgage loans; title: Agency mortgage pass-through securities; title: Agency collateralized mortgage obligations and stripped mortgage-backed securities; title: Nonagency residential mortgage-backed securities; title: Commercial mortgage loans and commercial mortgage-backed securities; title: Asset-backed securities; title: Interest-rate models; title: Analysis of bonds with embedded options; title: Analysis of residential mortgage-backed securities; title: Analysis of convertible bonds; title: Corporate bond credit analysis; title: Credit risk modeling; title: Bond portfolio management strategies; title: Bond portfolio construction; title: Liability-driven strategies; title: Bond performance measurement and evaluation; title: Interest-rate futures contracts; title: Interest-rate options; title: Interest-rate swaps, caps, and floors; title: Credit default swaps.