Bond Markets, Analysis, and Strategies

Frank J. Fabozzi

670 pages, parution le 20/02/2004 (5^eme édition)

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Résumé

Bond Markets, Analysis, and Strategies, Fifth Edition, takes a practical real-world approach to bond investing and includes a detailed discussion of each type of bond and interest rate derivative instrument. The text features a comprehensive discussion of not only the investment instruments, but also their speculative characteristics, the state-of-the-art technology for valuing them, techniques for quantifying interest rate risk, and the portfolio strategies for using them. These strategies include active strategies and structured portfolio strategies.

In the fifth edition, there are three new chapters:

"Commercial Mortgage-Backed Securities"
"Collateralized Debt Obligations"
"Credit Derivatives"

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Introduction
Pricing of Bonds
Measuring Yield
Bond Price Volatility
Factors Affecting Bond Yields and the Term Struct
of Interest Rates
Treasury and Agency Securities Markets
Corporate Debt Instruments
Municipal Securities
Non-US. Bonds
Residential Mortgage Loans
Mortgage Pass-Through Securities
Collateralized Mortgage Obligations and Strip
Mortgage-Backed Securities
Commercial Mortgage-Backed Securities
Asset-Backed Securities
Collateralized Debt Obligations
Analysis of Bonds with Embedded Options
Analysis of Residential Mortgage-Backed Securities
Analysis of Convertible Bonds
Active Bond Portfolio Management Strategies
Indexing
Liability Funding Strategies
Bond Performance Measurement and Evaluation
Interest-Rate Futures Contracts
Interest-Rate Options
Interest-Rate Swaps and Agreements
Credit Derivatives

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Prentice Hall
Auteur(s)	Frank J. Fabozzi
Parution	20/02/2004
Édition	5^eme édition
Nb. de pages	670
Format	18 x 23,5
Couverture	Broché
Poids	960g
Intérieur	Noir et Blanc
EAN13	9780131271425