The Handbook of Fixed Income Securities, 6th Edition / Edition 6

The Handbook of Fixed Income Securities, 6th Edition / Edition 6

by Frank J. Fabozzi
     
 

ISBN-10: 0071358056

ISBN-13: 9780071358057

Pub. Date: 08/24/2000

Publisher: McGraw-Hill Companies, The

For nearly two decades, individual and institutional investors have relied onThe Handbook of Fixed Income Securities as the world's leading reference for fixed income information. This new edition continues to define the field, while broadening its focus with new chapters on derivatives, a greater focus on structured finance and international markets, and more…  See more details below

Overview

For nearly two decades, individual and institutional investors have relied onThe Handbook of Fixed Income Securities as the world's leading reference for fixed income information. This new edition continues to define the field, while broadening its focus with new chapters on derivatives, a greater focus on structured finance and international markets, and more emphasis on applied material for today's time-pressed practitioner. Influential editor Frank J. Fabozzi and today's top fixed income authorities address the latest developments, financial instruments, and portfolio strategies. Money managers and institutional investors will turn to this thoroughly revised edition for: • Strategies for managing corporate bond portfolios • Expanded coverage on asset backed securities • Techniques for hedging risk in emerging markets

Product Details

ISBN-13:
9780071358057
Publisher:
McGraw-Hill Companies, The
Publication date:
08/24/2000
Edition description:
Older Edition
Pages:
1373
Product dimensions:
6.29(w) x 9.25(h) x 2.22(d)

Table of Contents

1Overview of the Types and Features of Fixed Income Securities3
2Risks Associated with Investing in Fixed Income Securities20
3A Review of the Time Value of Money28
4Bond Pricing and Return Measures49
5Price Volatility Characteristics of Fixed Income Securities83
6The Structure of Interest Rates113
7Treasury and Agency Securities141
8Municipal Bonds155
9Private Money Market Instruments186
10Corporate Bonds203
11Medium-Term Notes233
12Domestic Floating-Rate and Adjustable-Rate Debt Securities255
13Nonconvertible Preferred Stock265
14Convertible Securities290
15The High-Yield Corporate Bond Market307
16Eurocapital Markets327
17Stable Value Investments354
18Credit Analysis for Corporate Bonds375
19Credit Considerations in Evaluating High-Yield Bonds411
20Investing in Chapter 11 and Other Distressed Companies421
21Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds443
22Sovereign Risk from a Corporate Bond Analyst Perspective470
23Mortgages483
24Mortgage Pass-Through Securities502
25Collateralized Mortgage Obligations549
26Asset-Backed Securities583
27Evaluating Credit Risk of Asset-Backed Securities602
28Valuation of Bonds with Embedded Options611
29Option-Adjusted Spread Analysis635
30OAS and Effective Duration665
31New Duration Measures for Risk Management682
32Interest-Rate Risk Models Used in the Banking and Thrift Industries695
33Risk Measures for Foreign Bonds709
34Fixed Income Risk Modeling720
35Valuation and Risk Analysis of International Bonds733
36Valuation and Analysis of Convertible Securities750
37The Term Structure of Interest Rates779
38Bond Management: Past, Current, and Future833
39The Active Decisions in the Selection of Passive Management and Performance Bogeys840
40A Sponsor's View of Benchmark Portfolios864
41Indexing Fixed Income Assets882
42Bond Immunization: An Asset/Liability Optimization Strategy896
43Dedicated Bond Portfolios927
44Beyond Cash Matching942
45Improving Insurance Company Portfolio Returns955
46Asset/Liability Management for Property/Casualty Insurers971
47The Management of High-Yield Bond Portfolios995
48International Bond Investing and Portfolio Management1007
49International Fixed Income Investing: Theory and Practice1045
50Introduction to Interest-Rate Futures and Options Contracts1079
51Pricing Futures and Portfolio Applications1106
52Treasury Bond Futures Mechanics and Basis Valuation1119
53The Basics of Interest-Rate Options1145
54An Overview of Fixed Income Option Models1171
55Hedging with Futures and Options1204
56Interest-Rate Swaps1236
57Interest-Rate Caps and Floors and Compound Options1255
58Forecasting Interest Rates1277

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