Introduction to Fixed-Income Analysis and Portfolio Management
Published on 21. January 2025
Book
Hardback
600 pages
978-0-262-04945-0 (ISBN)
Description
"Covers all fixed income instruments, the basis of their analysis, the portfolio strategies with them, and portfolio management"--
More details
Language
English
Place of publication
Cambridge (Massachusetts)
United States
Publishing group
MIT Press Ltd
Illustrations
98 BLACK AND WHITE ILLUS.
Dimensions
Height: 208 mm
Width: 263 mm
Thickness: 36 mm
Weight
1280 gr
ISBN-13
978-0-262-04945-0 (9780262049450)
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.
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Additional editions
Frank J. Fabozzi
Introduction to Fixed-Income Analysis and Portfolio Management
E-Book
01/2025
MIT Press
€97.99
Available for download
Person
Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at Yale, MIT, Princeton, NYU, and Carnegie Mellon. He is the author of Bond Markets, Analysis, and Strategies (tenth edition) and Capital Markets (fifth edition), among other books.
Content
Chapter 1 Introduction
Chapter 2: Interest Rates
Chapter 3: U.S. Treasury and Agency Debt
Chapter 4: U.S. Municipal Securities
Chapter 5: Corporate Debt Instruments
Chapter 6: Equity-Related Corporate Debt
Chapter 7: Money Market Instruments
Chapter 8: Residential Real Estate-Backed Debt
Chapter 9: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
Chapter 10: Asset-Backed Securities
Chapter 11: Non-U.S. Debt Markets
Chapter 12 Collective Investment Vehicles
Chapter 13: Cash Flow of Debt Instruments
Chapter 14: Valuation of Debt Instruments
Chapter 15: Yield and Spread Measures and Total Return
Chapter 16: Measuring Interest Rate Risk
Chapter 17: Analysis of The Yield Curve
Chapter 18: Traditional Credit Analysis and Credit Risk Modeling
Chapter 19: Trading of Debt Instruments
Chapter 20: Portfolio Strategies
Chapter 21: Constructing A Debt Portfolio
Chapter 22: Controlling Interest-Rate Risk with Interest-Rate Futures, Forwards, And Swaps
Chapter 23: Controlling Credit Risk with Credit Default Swaps
Chapter 24: Bond Performance Measurement And Evaluation
Chapter 2: Interest Rates
Chapter 3: U.S. Treasury and Agency Debt
Chapter 4: U.S. Municipal Securities
Chapter 5: Corporate Debt Instruments
Chapter 6: Equity-Related Corporate Debt
Chapter 7: Money Market Instruments
Chapter 8: Residential Real Estate-Backed Debt
Chapter 9: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
Chapter 10: Asset-Backed Securities
Chapter 11: Non-U.S. Debt Markets
Chapter 12 Collective Investment Vehicles
Chapter 13: Cash Flow of Debt Instruments
Chapter 14: Valuation of Debt Instruments
Chapter 15: Yield and Spread Measures and Total Return
Chapter 16: Measuring Interest Rate Risk
Chapter 17: Analysis of The Yield Curve
Chapter 18: Traditional Credit Analysis and Credit Risk Modeling
Chapter 19: Trading of Debt Instruments
Chapter 20: Portfolio Strategies
Chapter 21: Constructing A Debt Portfolio
Chapter 22: Controlling Interest-Rate Risk with Interest-Rate Futures, Forwards, And Swaps
Chapter 23: Controlling Credit Risk with Credit Default Swaps
Chapter 24: Bond Performance Measurement And Evaluation