Bond Markets, Analysis, and Strategies

Frank J. Fabozzi

760 pages, parution le 31/07/2006 (6^eme édition)

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Résumé

Fabozzi's, Bond Markets, prepares students to analyze the the bond market and use the tools for managing bond portfolios.

Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives.

Do you want your students to be prepared to manange Bond Portfolios upon leaving this course?

The author's extensive experience in this field has fueled the most applied book on the market.

His many discussions with portfolio managers and analysts, as well as his experiences serving on the board of directors of several funds and consulting assignments, have been invaluable in improving the content of the book. Moreover, his fixed income course at Yale's School of Management and various presentations to institutional investor groups throughout the world provided him with the testing ground for new material.

Two new appendices in chapter 20 featuring Wachovia Securities.

These two appendices are excellent readings for students who want to see how credit analysis is tackled in the real-world rather than presenting a mere crunching of numbers from financial statements that is often presented in textbooks.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Introduction
Pricing of Bonds
Measuring Yield
Bond Price Volatility
Factors Affecting Bond Yields and the Term Structure of Interest Rates
Treasury and Agency Securities Markets
Corporate Debt Instruments
Municipal Securities
Non-US. Bonds
Residential Mortgage Loans
Mortgage Pass-Through Securities
Collateralized Mortgage Obligations and Strip
Mortgage-Backed Securities
Commercial Mortgage-Backed Securities
Asset-Backed Securities
Collateralized Debt Obligations
Analysis of Bonds with Embedded Options
Analysis of Residential Mortgage-Backed Securities
Analysis of Convertible Bonds
Active Bond Portfolio Management Strategies
Indexing
Liability Funding Strategies
Bond Performance Measurement and Evaluation
Interest-Rate Futures Contracts
Interest-Rate Options
Interest-Rate Swaps and Agreements
Credit Derivatives

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Pearson, Prentice Hall
Auteur(s)	Frank J. Fabozzi
Parution	31/07/2006
Édition	6^eme édition
Nb. de pages	760
Format	18,5 x 24,5
Couverture	Relié
Poids	1265g
Intérieur	Noir et Blanc
EAN13	9780131986435
ISBN13	978-0-13-198643-5