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

While there are several books published on various aspects of the fixed income market, no other author has offered as detailed an account of the features and investment characteristics of all fixed income sectors. In the Second Edition of Fixed Income Securities, Frank Fabozzi returns to provide comprehensive coverage of a wide range of fixed income securities and

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Overview

While there are several books published on various aspects of the fixed income market, no other author has offered as detailed an account of the features and investment characteristics of all fixed income sectors. In the Second Edition of Fixed Income Securities, Frank Fabozzi returns to provide comprehensive coverage of a wide range of fixed income securities and their markets. For investors and financial professionals who need to understand the fundamental and unique characteristics of fixed income securities and the bond market, this valuable resource contains all the answers.

Revised and updated to keep pace with today's fast-changing financial markets, this informative Second Edition provides an expert overview of every sector of the fixed income market, including . . .

• U.S. Treasury securities

• Agencies

• Municipal securities

• Asset-backed securities

• Corporate and international bonds

• Mortgage-backed securities, including CMOs

• Collateralized debt obligations (CDOs)

. . . and addresses the vital, related topics of valuation, interest rate risk management, collateralized borrowing, and tax treatment. This in-depth coverage, analysis, and guidance will allow you to maximize returns as you minimize risk in the fixed income marketplace.

Fixed Income Securities, Second Edition also contains special chapters that will prepare financial professionals for even the most complex of fixed income securities situations. These topics include an examination of specific yield measures (yield to maturity, yield to call measures, and yield to put) and spread measures (the nominal spread, zero-volatility spread, and discount margins), as well as an overview of fixed income portfolio management and strategies.

With the increased use of derivatives, 24-hour marketplaces, and electronic trading, the new investing age is filled with new fixed income opportunities and risks. Providing updated facts and proven fixed income formulas, Fixed Income Securities, Second Edition will show you how to take advantage of these opportunities and properly assess the various risks.

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Product Details

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

Table of Contents

About the Author.

Preface.

Features and Risks of Fixed Income Securities.

Valuation of Fixed Income Securities and the Measurement of Interest Rate Risk.

Yield and Yield Spread Measures.

U.S. Treasury Securities.

Federal Agency Securities.

Municipal Securities.

Senior Corporate Instruments: I.

Senior Corporate Instruments: II.

Agency Mortgage Passthrough Securites.

Agency Collateralized Mortgage Obligations.

Nonagency Mortgage-Backed Securities.

Asset-Backed Securities.

Collateralized Debt Obligations.

International Bonds.

Collateralized Borrowing and Securities Lending.

Tax Treatment.

Introduction to Fixed Income Portfolio Management.

Overview of Fixed Income Portfolio Strategies.

Index.

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