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Fabozzi, Frank J.

Fixed income analysis / Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. - 2nd ed. - Hoboken, N.J. : Wiley, c2007. - xxix, 733 p. : ill. ; 26 cm. - CFA Institute investment series . - CFA Institute investment series. .

Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.

Includes bibliographical references and index.

Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.

047005221X (cloth) 9780470052211 (cloth) 9780470069196 (pbk.) 0470069198 (pbk.)

GBA685650 bnb GBA685650 dnb

013572697 Uk


Fixed-income securities.

332.63/23
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