Fabozzi, Frank J.
Bond markets, analysis and strategies /
Frank J. Fabozzi.
- 8th ed.
- New Jersey : Pearson Education, 2013.
- x, 733 p. : tables.
Includes index.
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 Federal Agency Securities; 7. Corporate debt instruments; 8. Municipal securities; 9. International bonds; 10. Residential mortgage loans; 11. Agency Mortage Pass - Through securities; 12. Agency Collateralized Mortage 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. Interest - Rate models; 17. Analysis of bonds with embedded options; 18. Analysis of Residential Mortgage - Backed securities; 19. Analysis of convertible bonds; 20. Corporate bond credit analysis; 21. Credit risk modeling; 22. Bond portfolio management strategies; 23. Bond portfolio construction; 24. Liability - Driven strategies; 25. Bond performance measurement and evaluation; 26. Interest - Rate futures contracts; 27. Interest - Rate options; 28. Interest - Rate swaps, caps, and floors; 29. Credit default swaps.
9780132743549
INSTRUMENTOS FINANCIEROS
BONOS
332.6323 / F121 8a ed.