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| Document Type: | Book |
|---|---|
| All Authors / Contributors: |
Frank J Fabozzi |
| ISBN: | 9780132743549 013274354X |
| OCLC Number: | 743040642 |
| Notes: | Includes index. |
| Description: | x, 733 p. : ill. ; 26 cm. |
| Contents: | Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps. |
| Responsibility: | Frank J. Fabozzi. |
| More information: |
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