000 02863cam a2200433 a 4500
001 16325101
003 APU
005 20151006051502.0
008 100709s2007 njua b 001 0 eng c
010 _a 2010455341
015 _aGBA685650
_2bnb
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
942 _2lcc
_cBook
_05
999 _c969
_d969