Bond Markets, Analysis, and Strategies
Autor Frank J. Fabozzien Limba Engleză Paperback – 2009
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 new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.
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Specificații
ISBN-13: 9780136099741
ISBN-10: 0136099742
Pagini: 792
Dimensiuni: 202 x 254 mm
Greutate: 1.38 kg
Ediția:7Nouă
Editura: Prentice-Hall
Locul publicării:Upper Saddle River, United States
ISBN-10: 0136099742
Pagini: 792
Dimensiuni: 202 x 254 mm
Greutate: 1.38 kg
Ediția:7Nouă
Editura: Prentice-Hall
Locul publicării:Upper Saddle River, United States
Cuprins
1 Introduction
2 Pricing of Bonds
3 Measuring Yield
4 Bond Price Volatility
5 Factors Affecting Bond Yields and the Term Structure of Interest Rates
6 Treasury and Agency Securities
7 Corporate Debt Instruments
8 Municipal Securities
9 Non-U.S. Bonds
10 Residential Mortgage Loans
11 Agency Mortgage Pass-through Securities
12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
13 Prime and Subprime Mortgage-Backed Securities
14 Commercial Loans and Commercial Mortgage-Backed Securities
15 Asset-Backed Securities
16 Cash Collateralized Debt Obligations
17 Interest Rate Models
18 Analysis of Bonds with Embedded Options
19 Analysis of Mortgage-Backed Securities
20 Analysis of Convertible Bonds
21 Corporate Bond Credit Analysis
22 Credit Risk Modeling
23 Active Bond Portfolio Management Strategies
24 Indexing
25 Liability Driven Strategies
26 Bond Performance Measurement and Evaluation
27 Interest Rate Futures
28 Interest Rate Options
29 Interest-Rate Swaps, Caps, and Floors
30 Credit Derivatives and Synthetic CDOs
Index
2 Pricing of Bonds
3 Measuring Yield
4 Bond Price Volatility
5 Factors Affecting Bond Yields and the Term Structure of Interest Rates
6 Treasury and Agency Securities
7 Corporate Debt Instruments
8 Municipal Securities
9 Non-U.S. Bonds
10 Residential Mortgage Loans
11 Agency Mortgage Pass-through Securities
12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
13 Prime and Subprime Mortgage-Backed Securities
14 Commercial Loans and Commercial Mortgage-Backed Securities
15 Asset-Backed Securities
16 Cash Collateralized Debt Obligations
17 Interest Rate Models
18 Analysis of Bonds with Embedded Options
19 Analysis of Mortgage-Backed Securities
20 Analysis of Convertible Bonds
21 Corporate Bond Credit Analysis
22 Credit Risk Modeling
23 Active Bond Portfolio Management Strategies
24 Indexing
25 Liability Driven Strategies
26 Bond Performance Measurement and Evaluation
27 Interest Rate Futures
28 Interest Rate Options
29 Interest-Rate Swaps, Caps, and Floors
30 Credit Derivatives and Synthetic CDOs
Index
Caracteristici
For students enrolled in Fixed Income Securities Courses or Bond Markets Courses
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 new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.
Applied Approach—The author's extensive experience in the field is reflected in his 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.
NEW! Updated Chapter 10, “Residential Mortgage Loans”: Chapter has been completely revised to explain prime and subprime residential loans.
NEW! Updated Chapter 11, “Agency Mortgage Pass-through Securities”: This chapter has been revised with ample illustrations taken from actual agency transactions. Only agency pass-through securities are covered in this edition.
NEW! Updated Chapter 12, “Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities”: This chapter has been condensed to discuss only agency derivative securities. An actual transaction has been added.
NEW! Chapter 13, “Prime and Subprime Mortgage-Backed Securities”: This is a new chapter that explains the structuring of non-agency mortgage-backed securities and their investment characteristics. The appendix to this chapter discusses the subprime mortgage meltdown.
NEW! Updated Chapter 16, “Cash Collateralized Debt Obligations”: Text has been extended to provide illustrations from actual cash CDO transactions, discuss the concept of event of default, and discuss the new asset classes used for CDOs.
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 new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.
Applied Approach—The author's extensive experience in the field is reflected in his 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.
NEW! Updated Chapter 10, “Residential Mortgage Loans”: Chapter has been completely revised to explain prime and subprime residential loans.
NEW! Updated Chapter 11, “Agency Mortgage Pass-through Securities”: This chapter has been revised with ample illustrations taken from actual agency transactions. Only agency pass-through securities are covered in this edition.
NEW! Updated Chapter 12, “Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities”: This chapter has been condensed to discuss only agency derivative securities. An actual transaction has been added.
NEW! Chapter 13, “Prime and Subprime Mortgage-Backed Securities”: This is a new chapter that explains the structuring of non-agency mortgage-backed securities and their investment characteristics. The appendix to this chapter discusses the subprime mortgage meltdown.
NEW! Updated Chapter 16, “Cash Collateralized Debt Obligations”: Text has been extended to provide illustrations from actual cash CDO transactions, discuss the concept of event of default, and discuss the new asset classes used for CDOs.
Caracteristici noi
NEW! Updated Chapter 10, “Residential Mortgage Loans”: Chapter has been completely revised to explain prime and subprime residential loans.
NEW! Updated Chapter 11, “Agency Mortgage Pass-through Securities”: This is a new chapter with ample illustrations taken from actual agency transactions. Only agency pass-through securities are covered in this edition.
NEW! Updated Chapter 12, “Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities”: This chapter has been condensed to discuss only agency derivative securities. An actual transaction has been added.
NEW! Chapter 13, “Prime and Subprime Mortgage-Backed Securities”: This is a new chapter that explains the structuring of non-agency mortgage-backed securities and their investment characteristics. The appendix to this chapter discusses the subprime mortgage meltdown.
NEW! Updated Chapter 16, “Cash Collateralized Debt Obligations”: Text has been extended to provide illustrations from actual cash CDO transactions, discuss the concept of event of default, and discuss the new asset classes used for CDOs.
NEW! Updated Chapter 11, “Agency Mortgage Pass-through Securities”: This is a new chapter with ample illustrations taken from actual agency transactions. Only agency pass-through securities are covered in this edition.
NEW! Updated Chapter 12, “Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities”: This chapter has been condensed to discuss only agency derivative securities. An actual transaction has been added.
NEW! Chapter 13, “Prime and Subprime Mortgage-Backed Securities”: This is a new chapter that explains the structuring of non-agency mortgage-backed securities and their investment characteristics. The appendix to this chapter discusses the subprime mortgage meltdown.
NEW! Updated Chapter 16, “Cash Collateralized Debt Obligations”: Text has been extended to provide illustrations from actual cash CDO transactions, discuss the concept of event of default, and discuss the new asset classes used for CDOs.