Bond Markets, Analysis and Strategies
United States Edition
6th Edition
Published on 13. July 2006
Book
Hardback
792 pages
978-0-13-198643-5 (ISBN)
Description
Target Market: Fixed Income Securities Courses or Bond Markets Courses
Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios.
Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives.
Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios.
Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives.
More details
Edition
6th edition
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 242 mm
Width: 184 mm
Thickness: 34 mm
Weight
1260 gr
ISBN-13
978-0-13-198643-5 (9780131986435)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Book
02/2009
7th Edition
Pearson
€112.64
Article exhausted; check for reprint
Previous edition
Book
01/2004
5th Edition
Pearson
€118.83
Article exhausted; check for reprint
Content
Chapter 1...................................................................................................................................... Introduction
Chapter 2............................................................................................................................... Pricing of Bonds
Chapter 3.............................................................................................................................. Measuring Yields
Chapter 4......................................................................................................................... Bond Price Volatility
Chapter 5............................................. Factors Affecting Bond Yields and the Term Structure of Interest Rates
Chapter 6.......................................................................................... Treasury and Agency Securities Markets
Chapter 7............................................................................................................. Corporate Debt Instruments
Chapter 8.......................................................................................................................... Municipal Securities
Chapter 9.............................................................................................................................. Non-U.S. Bonds
Chapter 10............................................................................................................ Residential Mortgage Loans
Chapter 11.................................................................................................. Mortgage Pass-Through Securities
Chapter 12............................... Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Chapter 13....................................................................................... Commercial Mortgage-Backed Securities
Chapter 14................................................................................................................. Asset-Backed Securities
Chapter 15....................................................................................................... Collateralized Debt Obligations
Chapter 16...................................................................................................................... Interest Rate Models
Chapter 17..................................................................................... Analysis of Bonds with Embedded Options
Chapter 18........................................................................ Analysis of Residential Mortgage-Backed Securities
Chapter 19........................................................................................................ Analysis of Convertible Bonds
Chapter 20..................................................................................................... Corporate Bond Credit Analysis
Chapter 21..................................................................................................................... Credit Risk Modeling
Chapter 22................................................................................. Active Bond Portfolio Management Strategies
Chapter 23......................................................................................................................................... Indexing
Chapter 24............................................................................................................. Liability Funding Strategies
Chapter 25............................................................................. Bond Performance Measurement and Evaluation
Chapter 26...................................................................................................... Interest-Rate Futures Contracts
Chapter 27..................................................................................................................... Interest-Rate Options
Chapter 28............................................................................................. Interest-Rate Swaps and Agreements
Chapter 29........................................................................................................................... Credit Derivatives
Chapter 2............................................................................................................................... Pricing of Bonds
Chapter 3.............................................................................................................................. Measuring Yields
Chapter 4......................................................................................................................... Bond Price Volatility
Chapter 5............................................. Factors Affecting Bond Yields and the Term Structure of Interest Rates
Chapter 6.......................................................................................... Treasury and Agency Securities Markets
Chapter 7............................................................................................................. Corporate Debt Instruments
Chapter 8.......................................................................................................................... Municipal Securities
Chapter 9.............................................................................................................................. Non-U.S. Bonds
Chapter 10............................................................................................................ Residential Mortgage Loans
Chapter 11.................................................................................................. Mortgage Pass-Through Securities
Chapter 12............................... Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Chapter 13....................................................................................... Commercial Mortgage-Backed Securities
Chapter 14................................................................................................................. Asset-Backed Securities
Chapter 15....................................................................................................... Collateralized Debt Obligations
Chapter 16...................................................................................................................... Interest Rate Models
Chapter 17..................................................................................... Analysis of Bonds with Embedded Options
Chapter 18........................................................................ Analysis of Residential Mortgage-Backed Securities
Chapter 19........................................................................................................ Analysis of Convertible Bonds
Chapter 20..................................................................................................... Corporate Bond Credit Analysis
Chapter 21..................................................................................................................... Credit Risk Modeling
Chapter 22................................................................................. Active Bond Portfolio Management Strategies
Chapter 23......................................................................................................................................... Indexing
Chapter 24............................................................................................................. Liability Funding Strategies
Chapter 25............................................................................. Bond Performance Measurement and Evaluation
Chapter 26...................................................................................................... Interest-Rate Futures Contracts
Chapter 27..................................................................................................................... Interest-Rate Options
Chapter 28............................................................................................. Interest-Rate Swaps and Agreements
Chapter 29........................................................................................................................... Credit Derivatives