Bond Markets, Analysis, and Strategies (7th Edition)
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品牌: Frank J. Fabozzi
基本信息出版社:Prentice Hall; 7 (2009年2月7日)精装:792页正文语种:英语ISBN:0136078974条形码:9780136078975商品尺寸:25.4 x 20.3 x 3.3 cm商品重量:1.5 KgASIN:0136078974商品描述内容简介Learn how to assess and invest in bonds with this best-selling text. Fabozzi'sBond Marketsis the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. The author's extensive experience in the field is reflected in this uniquely applied approach. This seventh edition has been painstakingly updated. The author conducted numerous conversations and discussions with analysts and portfolio managers to make sure that this text reflects the field today.
Pricing of Bonds; Measuring Yield; Bond Price Volatility; Factors Affecting Bond Yields and the Term Structure of Interest Rates; Treasury and Agency Securities; Corporate Debt Instruments; Municipal Securities; Non-U.S. Bonds; Residential Mortgage Loans; Agency Mortgage Pass-through Securities; Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities; Prime and Subprime Mortgage-Backed Securities; Commercial Loans and Commercial Mortgage-Backed Securities; Asset-Backed Securities; Cash Collateralized Debt Obligations; Interest Rate Models; Analysis of Bonds with Embedded Options; Analysis of Mortgage-Backed Securities; Analysis of Convertible Bonds; Corporate Bond Credit Analysis; Credit Risk Modeling; Active Bond Portfolio Management Strategies; Indexing; Liability Driven Strategies; Bond Performance Measurement and Evaluation; Interest Rate Futures; Interest Rate Options; Interest-Rate Swaps, Caps, and Floors; Credit Derivatives and Synthetic CDOs
The latest edition of Fabozzi’sBond Marketshelps make sense of bond markets and mortgage financing. The 2008 financial crisis is explained as part of the newly added chapter on prime and subprime loans.
目录1 Introduction
2 Pricing of Bonds
3 Measuring Yield
4 Bond Price Volatility
5 Factors Affecting Bond Yields and the Term Structure of Interest Rates
6 Treasury and Agency Securities
7 Corporate Debt Instruments
8 Municipal Securities
9 Non-U.S. Bonds
10 Residential Mortgage Loans
11 Agency Mortgage Pass-through Securities
12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
13 Prime and Subprime Mortgage-Backed Securities
14 Commercial Loans and Commercial Mortgage-Backed Securities
15 Asset-Backed Securities
16 Cash Collateralized Debt Obligations
17 Interest Rate Models
18 Analysis of Bonds with Embedded Options
19 Analysis of Mortgage-Backed Securities
20 Analysis of Convertible Bonds
21 Corporate Bond Credit Analysis
22 Credit Risk Modeling
23 Active Bond Portfolio Management Strategies
24 Indexing
25 Liability Driven Strategies
26 Bond Performance Measurement and Evaluation
27 Interest Rate Futures
28 Interest Rate Options
29 Interest-Rate Swaps, Caps, and Floors
30 Credit Derivatives and Synthetic CDOs
Index
