Bond markets, analysis, and strategies /
Fabozzi, Frank J.
Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th ed. - Boston, MA : Pearson/Prentice Hall, c2010. - xiii, 778 p. : ill. ; 26 cm.
Includes index.
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 -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling.
9780136078975 0136078974
2008050371
Bonds.
Investment analysis.
Portfolio management.
Bond market.
HG4651 / .F28 2008
332.632
Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th ed. - Boston, MA : Pearson/Prentice Hall, c2010. - xiii, 778 p. : ill. ; 26 cm.
Includes index.
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 -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling.
9780136078975 0136078974
2008050371
Bonds.
Investment analysis.
Portfolio management.
Bond market.
HG4651 / .F28 2008
332.632