The Handbook of Fixed Income Securities / Edition 7

The Handbook of Fixed Income Securities / Edition 7

2.8 4
by Frank J. Fabozzi
     
 

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

…  See more details below

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

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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

Ch. 1Overview of the types and features of fixed income securities3
Ch. 2Risks associated with investing in fixed income securities21
Ch. 3The primary and secondary bond markets31
Ch. 4Bond market indexes53
Ch. 5Bond pricing, yield measures, and total return73
Ch. 6Calculating investment returns107
Ch. 7The structure of interest rates135
Ch. 8Overview of forward rate analysis159
Ch. 9Measuring interest-rate risk183
Ch. 10U.S. treasury and agency securities229
Ch. 11Municipal bonds251
Ch. 12Private money market instruments285
Ch. 13Corporate bonds305
Ch. 14Medium-term notes339
Ch. 15Inflation-linked bonds351
Ch. 16Floating-rate securities373
Ch. 17Nonconvertible preferred stock385
Ch. 18International bond markets and instruments393
Ch. 19The eurobond market409
Ch. 20Emerging markets debt441
Ch. 21Stable value investments471
Ch. 22An overview of mortgages and the mortgage market487
Ch. 23Agency mortgage-backed securities513
Ch. 24Collateralized mortgage obligations541
Ch. 25Nonagency CMOs579
Ch. 26Residential asset-backed securities589
Ch. 27Commercial mortgage-backed securities615
Ch. 28Credit card asset-backed securities629
Ch. 29Securities backed by automobile loans and leases647
Ch. 30Cash-collateralized debt obligations669
Ch. 31Synthetic CDOs695
Ch. 32Credit analysis for corporate bonds733
Ch. 33Credit risk modeling779
Ch. 34Guidelines in the credit analysis of municipal general obligation and revenue bonds799
Ch. 35Rating agency approach to structured finance827
Ch. 36Fixed income risk modeling839
Ch. 37Valuation of bonds with embedded options851
Ch. 38Valuation of mortgage-backed securities873
Ch. 39OAS and effective duration897
Ch. 40A framework for analyzing yield-curve trades913
Ch. 41The market yield curve and fitting the term structure of interest rates939
Ch. 42Hedging interest-rate risk with term-structure factor models967
Ch. 43Introduction to bond portfolio management989
Ch. 44Quantitative management of benchmarked portfolios1017
Ch. 45Financing positions in the bond market1047
Ch. 46Global credit bond portfolio management1061
Ch. 47Bond immunization : an asset/liability optimizatin strategy1091
Ch. 48Dedicated bond portfolios1103
Ch. 49International bond portfolio management1119
Ch. 50Transition management1147
Ch. 51Introduction to interest-rate futures and options contracts1163
Ch. 52Pricing futures and portfolio applications1187
Ch. 53Treasury bond futures mechanics and basis valuation1201
Ch. 54The basics of interest-rate options1225
Ch. 55Interest-rate swaps and swaptions1249
Ch. 56Interest-rate caps and floors and compound options1283
Ch. 57Controlling interest-rate risk with futures and options1301
Ch. 58Introduction to credit derivatives1337
Ch. 59Convertible securities and their investment characteristics1371
Ch. 60Convertible securities and their valuation1393
App. AA review of the time value of money1443

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