Tous nos rayons

Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

Bond Markets, Analysis, and Strategies

Librairie Eyrolles - Paris 5e

Bond Markets, Analysis, and Strategies

Bond Markets, Analysis, and Strategies

Frank J. Fabozzi

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


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.


  • 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
Voir tout

Caractéristiques techniques

Éditeur(s) Pearson, Prentice Hall
Auteur(s) Frank J. Fabozzi
Parution 31/07/2006
Édition  6eme 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


Livraison à partir de 0,01 en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles
satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients 0 321 79 56 75
librairie française
Librairie française depuis 1925