Fixed income analysis / Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
Material type:
TextSeries: CFA Institute investment seriesPublication details: Hoboken, N.J. : Wiley, c2007Edition: 2nd edDescription: xxix, 733 p. : ill. ; 26 cmISBN: 047005221X (hbk.); 9780470052211 (hbk.)Subject(s): Fixed-income securities | Festverzinsliches WertpapierDDC classification: 332.632044 LOC classification: HG4650 | .F33 2007| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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APU Library Open Shelf | Book | HG4650 .F33 2007 c.1 (Browse shelf (Opens below)) | 1 | Available (No use restrictions) | 00021204 | |
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| HG4551 .L44 2011 c.1 Financial exchanges : | HG4636 .C63 2005 c.1 Asset pricing / | HG4650 .A38 1997 c.1 Advances in fixed income valuation modeling and risk management / | HG4650 .F33 2007 c.2 Fixed income analysis / | HG4652 .M45 2004 c.1 Taxation : | HG4652 .M45 2004 c.2 Taxation : | HG4751 .M37 2002 c.1 The venture imperative : |
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.
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