Bond markets, analysis, and strategies / Frank J. Fabozzi.

By: Fabozzi, Frank JMaterial type: TextTextPublication details: Boston, MA : Pearson/Addison-Wesley, c2008Edition: 7th edDescription: xiii, 778 p. : ill. ; 26 cmISBN: 9780136078975; 0136078974Subject(s): Bonds | Investment analysis | Portfolio management | Bond marketDDC classification: 332.63/23 LOC classification: HG 4651 .F28 2008 | .F28 2008
Contents:
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.
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Hard Covered Materials Hard Covered Materials MACHAKOS UNIVERSITY LIBRARY
HG 4651 .F28 2008 (Browse shelf (Opens below)) Available 24,100

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.

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