Fixed Income Analysis
Workbook
2nd Edition
Published on 16. February 2007
Book
Paperback/Softback
360 pages
978-0-470-06919-6 (ISBN)
Description
In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.
Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.
If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:
* The risks associated with investing in fixed income securities
* The fundamentals of valuation and interest rate risk
* The features of structured products--such as mortgage-backed securities and asset-backed securities
* The principles of credit analysis
* The valuation of fixed income securities with embedded options
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
Dimensions
Height: 25.3 cm
Width: 17.9 cm
Thickness: 2.3 cm
Weight
612 gr
ISBN-13
978-0-470-06919-6 (9780470069196)
Schweitzer Classification
Other editions
New editions
Jerald E. Pinto | Barbara Petitt | Wendy L. Pirie
Fixed Income Analysis Workbook
Book
03/2015
3rd Edition
Wiley
€47.90
Article exhausted; check for reprint
Additional editions
Frank J. Fabozzi
Fixed Income Analysis Workbook
E-Book
01/2011
2nd Edition
Wiley
€27.99
Available for download
Frank J. Fabozzi
Fixed Income Analysis Workbook
E-Book
06/2008
2nd Edition
Wiley
€27.99
Available for download
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
PART I: Learning Outcomes, Summary Overview, and Problems.
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 BondMarket.
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.
CHAPTER 21: International Bond Portfolio Management.
CHAPTER 22: Controlling Interest Rate Risk with Derivatives.
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value.
CHAPTER 24: Credit Derivatives in Bond Portfolio Management.
PART II: 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.
CHAPTER 21: International Bond Portfolio Management.
CHAPTER 22: Controlling Interest Rate Risk with Derivatives.
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value.
CHAPTER 24: Credit Derivatives in Bond Portfolio Management.
About the CFA Program.