000 | 02863cam a2200433 a 4500 | ||
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001 | 16325101 | ||
003 | APU | ||
005 | 20151006051502.0 | ||
008 | 100709s2007 njua b 001 0 eng c | ||
010 | _a 2010455341 | ||
015 |
_aGBA685650 _2bnb |
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015 |
_aGBA685650 _2dnb |
||
016 | 7 |
_a013572697 _2Uk |
|
020 | _a047005221X (hbk.) | ||
020 | _a9780470052211 (hbk.) | ||
035 | _a(OCoLC)ocm86083234 | ||
040 |
_aMIA _cAPU _dSM _beng |
||
042 | _apcc | ||
050 | 0 | 0 |
_aHG4650 _b.F33 2007 |
082 | 0 | 0 |
_a332.632044 _222 _bFAB 2007 |
100 | 1 |
_aFabozzi, Frank J. _92411 |
|
245 | 1 | 0 |
_aFixed income analysis / _cFrank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. |
250 | _a2nd ed. | ||
260 |
_aHoboken, N.J. : _bWiley, _cc2007. |
||
300 |
_axxix, 733 p. : _bill. ; _c26 cm. |
||
490 | 0 | _aCFA Institute investment series | |
500 | _aFully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. | ||
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aForeword -- 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. | |
650 | 0 |
_aFixed-income securities. _92412 |
|
650 | 0 | 7 |
_aFestverzinsliches Wertpapier. _2swd _92413 |
700 | 1 |
_aAnson, Mark Jonathan Paul. _92414 |
|
700 | 1 |
_aFabozzi, Frank J. _tFixed income analysis for the chartered financial analyst program. _92415 |
|
710 | 2 |
_aCFA Institute. _92416 |
|
830 | 0 |
_aCFA Institute investment series. _92303 |
|
906 |
_a7 _bcbc _cpccadap _d2 _encip _f20 _gy-gencatlg |
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942 |
_2lcc _cBook _05 |
||
999 |
_c969 _d969 |