Bond Markets, Analysis, and Atrategies / Frank J. Fabozzi [book]
Material type: TextPublication details: Boston : Pearson, 2013Edition: 8th edDescription: 743 p.: ill ; 26 cmISBN:- 9780273766131
- 0273766139
- HG 4651 F32B 2013
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
General Book | SPU Library, Bangkok (Main Campus) | SET Publications | Floor 6: SET Corner | HG 4651 F32B 2013 (Browse shelf(Opens below)) | Available | F065662 | |||
General Book | SPU Library, Chonburi campus | SET Publications | HG 4651 F32B 2013 (Browse shelf(Opens below)) | Available | B008447 |
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 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
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