Bond Markets, Analysis, and Strategies

Hardcover
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Author: Frank J. Fabozzi

ISBN-10: 0136078974

ISBN-13: 9780136078975

Category: Financial Markets

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Learn how to assess and invest in bonds with this best-selling text. Fabozzi's Bond Markets is the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. The author's extensive experience in the field is reflected in this uniquely applied approach. This seventh edition has been painstakingly updated. The author conducted numerous conversations and discussions with analysts and portfolio managers to make sure that this text reflects the field today.Pricing of Bonds; Measuring Yield; Bond Price Volatility; Factors Affecting Bond Yields and the Term Structure of Interest Rates; Treasury and Agency Securities; Corporate Debt Instruments; Municipal Securities; Non-U.S. Bonds; Residential Mortgage Loans; Agency Mortgage Pass-through Securities; Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities; Prime and Subprime Mortgage-Backed Securities; Commercial Loans and Commercial Mortgage-Backed Securities; Asset-Backed Securities; Cash Collateralized Debt Obligations; Interest Rate Models; Analysis of Bonds with Embedded Options; Analysis of Mortgage-Backed Securities; Analysis of Convertible Bonds; Corporate Bond Credit Analysis; Credit Risk Modeling; Active Bond Portfolio Management Strategies; Indexing; Liability Driven Strategies; Bond Performance Measurement and Evaluation; Interest Rate Futures; Interest Rate Options; Interest-Rate Swaps, Caps, and Floors; Credit Derivatives and Synthetic CDOsThe latest edition of Fabozzi’s Bond Markets helps make sense of bond markets and mortgage financing. The 2008 financial crisis is explained as part of the newly added chapter on prime and subprime loans.

1 Introduction2 Pricing of Bonds3 Measuring Yield4 Bond Price Volatility5 Factors Affecting Bond Yields and the Term Structure of Interest Rates6 Treasury and Agency Securities7 Corporate Debt Instruments8 Municipal Securities9 Non-U.S. Bonds10 Residential Mortgage Loans11 Agency Mortgage Pass-through Securities12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities13 Prime and Subprime Mortgage-Backed Securities14 Commercial Loans and Commercial Mortgage-Backed Securities15 Asset-Backed Securities16 Cash Collateralized Debt Obligations17 Interest Rate Models18 Analysis of Bonds with Embedded Options19 Analysis of Mortgage-Backed Securities20 Analysis of Convertible Bonds21 Corporate Bond Credit Analysis22 Credit Risk Modeling23 Active Bond Portfolio Management Strategies24 Indexing25 Liability Driven Strategies26 Bond Performance Measurement and Evaluation27 Interest Rate Futures28 Interest Rate Options29 Interest-Rate Swaps, Caps, and Floors30 Credit Derivatives and Synthetic CDOs Index