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Fixed Income Analysis / Frank J. Fabozzi [book]

By: Material type: TextTextSeries: CFA Institute investment seriesPublication details: Hoboken, N.J. : Wiley, 2007Edition: 2nd edNotes: v.1. Fixed income analysis -- v.2. Fixed income analysis workbookDescription: xi, 343 p. ; 25 cm; 2 v. (xxix, 733; xi, 343 p.) : ill. ; 26 cmISBN:
  • 9780470069196
  • 9780470052211
Other title:
  • Fixed Income Analysis Workbook
Subject(s): LOC classification:
  • HG 4650 F32F 2007
Contents:
Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolios risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management.
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Holdings
Item type Current library Collection Shelving location Call number Copy number Status Date due Barcode Item holds
General Book General Book SPU Library, Bangkok (Main Campus) SET Publications Floor 6: SET Corner HG 4650 F32F 2007 (Browse shelf(Opens below)) C.2 Available F065667
General Book General Book SPU Library, Bangkok (Main Campus) SET Publications Floor 6: SET Corner HG 4650 F32F 2007 (Browse shelf(Opens below)) C.2 Available F065665
General Book General Book SPU Library, Chonburi campus SET Publications HG 4650 F32F 2007 (Browse shelf(Opens below)) Available B008472
General Book General Book SPU Library, Chonburi campus SET Publications HG 4650 F32F 2007 (Browse shelf(Opens below)) Available B008471
Total holds: 0

v.1. Fixed income analysis -- v.2. Fixed income analysis workbook

Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolios risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management.

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