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Bond markets, analysis, and strategies

By: Frank J. FabozziPublication details: New Delhi : Dorling Kindersley, c2011. Edition: 7th edDescription: xiii, 778 p. : ill. ; 25 cmISBN: 9788131759332Subject(s): 1. Bonds. 2. Investment analysis. 3. Portfolio management. 4. Bond marketDDC classification: 332.6323 FAB
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Item type Current library Home library Call number Status Date due Barcode Item holds
English Lending English Lending Villa College Library
Villa College Library
332.6323 FAB (Browse shelf(Opens below)) Available 3437
Total holds: 0

Contents:
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. Nonagency residential mortgage-backed securities
14. Commercial mortgage loans and commercial mortgage-backed securities
15. Asset-backed securities
16. Collateralized debt obligations
17. Interest-rate models
18. Analysis of bonds embedded options
19. Analysis of residential 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 contracts
28. Interest-rate options
29. Interest-rate swaps, caps, and floors
30. Credit derivatives.

Includes index.

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