Fixed Income Analysis
2nd Edition
Published on 16. February 2007
Book
Hardback
768 pages
978-0-470-05221-1 (ISBN)
Description
"Fabozzi has a gift for making the complex comprehensible. He cuts through the jargon and mathematics to explain the fixed income market in a splendidly logical and intuitive manner."
-Martin Fridson, CFA, CEO, FridsonVision LLC
"This is the finest and most comprehensive treatment of the global debt markets in a single volume ever published. This compelling book should be a mandatory read, not only for aspiring CFA charterholders, but by all professional members of the global bond community."
-Jack Malvey, CFA, Chief Global Fixed Income Strategist, Lehman Brothers
"In the field of fixed income analysis, Dr. Fabozzi has honed his authoring and editing skills over many years. This encyclopedic volume is likely to become the 'go to' reference for many fixed income investment professionals."
-Bill Nemerever, CFA, Partner, Grantham, Mayo Van Otterloo & Co. LLC
"A tour de force by a giant in our business"
-Paul McCulley, Managing Director and Portfolio Manager, PIMCO
More details
Series
Edition
2., Auflage
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Edition type
Revised edition
Illustrations
Illustrations
Dimensions
Height: 25.6 cm
Width: 18.7 cm
Thickness: 4.1 cm
Weight
1437 gr
ISBN-13
978-0-470-05221-1 (9780470052211)
Schweitzer Classification
Other editions
New editions
Barbara Petitt | Jerald E. Pinto | Wendy L. Pirie
Fixed Income Analysis
Book
03/2015
3rd Edition
Wiley
€105.00
Article exhausted; check for reprint
Person
FRANK J. FABOZZI, PhD, CFA, CFP, is an Adjunct Professor of Finance and Becton Fellow at Yale University's School of Management. He is also Editor of the Journal of Portfolio Management, and a consultant.
Content
Foreword.
Acknowledgments.
Introduction.
Note on Rounding Differences.
CHAPTER 1: Features of Debt Securities.
CHAPTER 2: Risks Associated with Investing in Bonds.
CHAPTER 3: Overview of Bond Sectors and Instruments.
CHAPTER 4: Understanding Yield Spreads.
CHAPTER 5: Introduction to the Valuation of Debt Securities.
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates.
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk.
CHAPTER 8: Term Structure and Volatility of Interest Rates.
CHAPTER 9: Valuing Bonds with Embedded Options.
CHAPTER 10: Mortgage-Backed Sector of the Bond Market.
CHAPTER 11: Asset-Backed Sector of the BondMarket.
CHAPTER 12: ValuingMortgage-Backed and Asset-Backed Securities.
CHAPTER 13: Interest Rate Derivative Instruments.
CHAPTER 14: Valuation of Interest Rate Derivative Instruments.
CHAPTER 15: General Principles of Credit Analysis.
CHAPTER 16: Introduction to Bond Portfolio Management.
CHAPTER 17: Measuring a Portfolio's Risk Profile.
CHAPTER 18: Managing Funds against a Bond Market Index.
CHAPTER 19: Portfolio Immunization and Cash Flow Matching.
CHAPTER 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management (by Jack Malvey).
CHAPTER 21: International Bond Portfolio Management (by Christopher B. Steward, J. Hank Lynch, and Frank J. Fabozzi).
CHAPTER 22: Controlling Interest Rate Risk with Derivatives (by Frank J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts).
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value (by Kenneth B. Dunn, Roberto M. Sella, and Frank J. Fabozzi).
CHAPTER 24: Credit Derivatives in Bond Portfolio Management (by Mark J.P. Anson and Frank J. Fabozzi).
About the CFA Program.
About the Author.
About the Contributors.
Index.