Fixed income analysis / Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
By: Fabozzi, Frank J.
Contributor(s): Anson, Mark Jonathan Paul | Fabozzi, Frank J. Fixed income analysis for the chartered financial analyst program | CFA Institute.Series: CFA Institute investment series. Publisher: Hoboken, N.J. : Wiley, c2007Edition: 2nd ed.Description: xxix, 733 p. : ill. ; 26 cm.ISBN: 047005221X (cloth); 9780470052211 (cloth); 9780470069196 (pbk.); 0470069198 (pbk.).Subject(s): Fixed-income securitiesDDC classification: 332.63/23 Online resources: ԿԱՐԴԱԼ ԱՌՑԱՆՑ
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.