Fixed Income Securities

Fixed Income Securities

by Frank J. Fabozzi

Hardcover

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Product Details

ISBN-13: 9781883249205
Publisher: Wiley
Publication date: 09/01/1997
Series: Frank J. Fabozzi Series , #20
Pages: 487
Product dimensions: 6.33(w) x 9.23(h) x 1.30(d)

About the Author

FRANK J. FABOZZI, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.

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

What People are Saying About This

Jack Malvey

The Fabozzi series provides the ultimate educational encyclopedia for the global debt capital markets. Each day, billions of dollars of debt securities trade around the world according to the principles clearly and comprehensively explained in this unrivaled series dedicated to the advancement of our knowledge-based profession.(Jack Malvey, Managing Director, Chief Global Fixed-Income Strategist, Lehman Brothers)

Stephen A. Ross

Frank Fabozzi's series is the gold standard for investment reference books. Always topical and often influential this is the first place I send students or practitioners when they want to get up to speed on a new area.(Stephen A. Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT)

Jason Zwieg

When in doubt, you can always look it up in a book by Frank Fabozzi. Fabozzi, who's not called the Prolific Professor for nothing, has written or edited dozens of textbooks on investing—all rock-solid, for advanced investors only.(Jason Zwieg, Money.com)

From the Publisher

"Frank Fabozzi's series is the gold standard for investment reference books. Always topical and often influential this is the first place I send students or practitioners when they want to get up to speed on a new area." (Stephen A. Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT)

"The Fabozzi series provides the ultimate educational encyclopedia for the global debt capital markets. Each day, billions of dollars of debt securities trade around the world according to the principles clearly and comprehensively explained in this unrivaled series dedicated to the advancement of our knowledge-based profession." (Jack Malvey, Managing Director, Chief Global Fixed-Income Strategist, Lehman Brothers)

"When in doubt, you can always look it up in a book by Frank Fabozzi. Fabozzi, who's not called the Prolific Professor for nothing, has written or edited dozens of textbooks on investing—all rock-solid, for advanced investors only." (Jason Zwieg, Money.com)

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