The Handbook of Fixed Income Securities / Edition 7

The Handbook of Fixed Income Securities / Edition 7

2.8 4
by Frank J. Fabozzi
     
 

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ISBN-10: 0071440992

ISBN-13: 9780071440998

Pub. Date: 04/15/2005

Publisher: McGraw-Hill Companies, The

The world’s #1 fixed

income book, now with

21 all-new chapters

The Handbook of Fixed Income Securities

occupies the top spot as the most authoritative,

widely read reference in the global

fixed income marketplace. First published in

1983, this comprehensive survey of current

knowledge features contributions from

leading academics and

Overview

The world’s #1 fixed

income book, now with

21 all-new chapters

The Handbook of Fixed Income Securities

occupies the top spot as the most authoritative,

widely read reference in the global

fixed income marketplace. First published in

1983, this comprehensive survey of current

knowledge features contributions from

leading academics and practitioners and has

carved out a niche that cannot and will not

be equaled by any other single sourcebook.

Now, the thoroughly revised and updated

seventh edition gives finance professionals

the facts and formulas they need to compete

in today’s transformed marketplace. It

places increased emphasis on applications,

electronic trading, and global portfolio

management, and features new chapters on

topics including:

  • Eurobonds
  • Emerging market debt
  • Credit risk modeling
  • Synthetics
  • CDOs
  • Transition management
  • And many more

Product Details

ISBN-13:
9780071440998
Publisher:
McGraw-Hill Companies, The
Publication date:
04/15/2005
Edition description:
REV
Pages:
1500
Product dimensions:
6.40(w) x 9.40(h) x 2.36(d)

Table of Contents

Prefacexxiii
Acknowledgmentsxxv
Contributorsxxvii
Part 1Background
Chapter 1Overview of the Types and Features of Fixed Income Securities3
Chapter 2Risks Associated with Investing in Fixed Income Securities21
Chapter 3A Review of the Time Value of Money31
Chapter 4Bond Pricing and Return Measures51
Chapter 5Measuring Interest Rate Risk85
Chapter 6The Structure of Interest Rates131
Chapter 7Bond Market Indexes155
Part 2Government and Private Debt Obligations
Chapter 8U.S. Treasury and Agency Securities175
Chapter 9Municipal Bonds197
Chapter 10Private Money Market Instruments231
Chapter 11Corporate Bonds253
Chapter 12Medium-Term Notes283
Chapter 13Inflation-Indexed Bonds (TIPS)301
Chapter 14Floating-Rate Securities325
Chapter 15Nonconvertible Preferred Stock337
Chapter 16International Bond Markets and Instruments361
Chapter 17Brady Bonds379
Chapter 18Stable Value Investments399
Part 3Credit Analysis
Chapter 19Credit Analysis for Corporate Bonds417
Chapter 20Credit Considerations in Evaluating High-Yield Bonds459
Chapter 21Investing in Chapter 11 and Other Distressed Companies469
Chapter 22Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds491
Chapter 23High-Yield Analysis of Emerging Markets Debt519
Part 4Mortgage-Backed and Asset-Backed Securities
Chapter 24Mortgages and Overview of Mortgage-Backed Securities549
Chapter 25Mortgage Pass-Throughs573
Chapter 26Collateralized Mortgage Obligations619
Chapter 27Nonagency CMOS649
Chapter 28Commercial Mortgage-Backed Securities663
Chapter 29Securities Backed by Automobile Loans679
Chapter 30Securities Backed by Closed-End Home Equity Loans703
Chapter 31Securities Backed by Manufactured Housing Loans721
Chapter 32Securities Backed by Credit Card Receivables739
Part 5Fixed Income Analytics and Modeling
Chapter 33Characteristics of and Strategies with Callable Securities759
Chapter 34Valuation of Bonds with Embedded Options773
Chapter 35Valuation of CMOs795
Chapter 36Fixed Income Risk Modeling819
Chapter 37OAS and Effective Duration831
Chapter 38Evaluating Amortizing ABS: A Primer on Static Spread847
Part 6Portfolio Management
Chapter 39Bond Management: Past, Current, and Future855
Chapter 40The Active Decisions in the Selection of Passive Management and Performance Bogeys863
Chapter 41Managing Indexed and Enhanced Indexed Bond Portfolios887
Chapter 42Global Corporate Bond Portfolio Management913
Chapter 43Management of a High-Yield Bond Portfolio945
Chapter 44Bond Immunization: An Asset/Liability Optimization Strategy957
Chapter 45Dedicated Bond Portfolios969
Chapter 46Managing Market Risk Proactively at Long-Term Investment Funds985
Chapter 47Improving Insurance Company Portfolio Returns1011
Chapter 48International Bond Investing and Portfolio Management1027
Chapter 49International Fixed Income Investing: Theory and Practice1061
Part 7Equity-Linked Securities and Their Valuation
Chapter 50Convertible Securities and Their Investment Characteristics1103
Chapter 51Convertible Securities and Their Valuation1127
Part 8Derivative Instruments and Their Portfolio Management Applications
Chapter 52Introduction to Interest-Rate Futures and Options Contracts1175
Chapter 53Pricing Futures and Portfolio Applications1197
Chapter 54Treasury Bond Futures Mechanics and Basis Valuation1209
Chapter 55The Basics of Interest-Rate Options1233
Chapter 56Controlling Interest Rate Risk with Futures and Options1259
Chapter 57Interest-Rate Swaps1297
Chapter 58Interest-Rate Caps and Floors and Compound Options1317
Index1337

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