Bond markets, analysis, and strategies
By: Frank J. Fabozzi.
Edition: 7th ed.
Publisher: Pearson/Addison-Wesley
Published: 2008
Place of publication: Boston, MA
Language: eng
ISBN-13: 9780136078975
Subjects: Bonds; Investment analysis; Portfolio management; Bond market
Table of contents: 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 agency securities; title: Corporate debt instruments; title: Municipal securities; title: Non-U.S. 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: Collateralized debt obligations; title: Interest-rate models; title: Analysis of bonds embedded options; title: Analysis of residential mortgage-backed securities; title: Analysis of convertible bonds; title: Corporate bond credit analysis; title: Credit risk modeling.