Fixed Income Securities / Edition 2

Fixed Income Securities / Edition 2

by Frank J. Fabozzi
     
 

ISBN-10: 0471218308

ISBN-13: 9780471218302

Pub. Date: 12/14/2001

Publisher: Wiley

A Comprehensive Guide to All Aspects of Fixed Income Securities

Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation,

Overview

A Comprehensive Guide to All Aspects of Fixed Income Securities

Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice.

This comprehensive guide provides complete coverage of the wide range of fixed income securities, including:

  • U.S. Treasury securities
  • Agencies
  • Municipal securities
  • Asset-backed securities
  • Corporate and international bonds
  • Mortgage-backed securities, including CMOs
  • Collateralized debt obligations (CDOs)

For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition.
www.wileyfinance.com

Product Details

ISBN-13:
9780471218302
Publisher:
Wiley
Publication date:
12/14/2001
Series:
Frank J. Fabozzi Series, #8
Edition description:
REV
Pages:
480
Sales rank:
840,635
Product dimensions:
1.06(w) x 6.14(h) x 9.21(d)

Table of Contents

About the Authorv
Prefacevii
1.Features and Risks of Fixed Income Securities1
2.Valuation of Fixed Income Securities and the Measurement of Interest Rate Risk27
3.Yield and Yield Spread Measures61
4.U.S. Treasury Securities89
5.Federal Agency Securities109
6.Municipal Securities119
7.Senior Corporate Instruments147
8.Senior Corporate Instruments: II183
9.Agency Mortgage Passthrough Securities215
10.Agency Collateralized Mortgage Obligations253
11.Nonagency Mortgage-Backed Securities285
12.Asset-Backed Securities301
13.Collateralized Debt Obligations327
14.International Bonds337
15.Collateralized Borrowing and Securities Lending355
16.Tax Treatment377
17.Introduction to Fixed Income Portfolio Management395
18.Overview of Fixed Income Portfolio Strategies417
Index447

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