Fixed Income Analysis

Frank J. Fabozzi - Collection CFA Investment

768 pages, parution le 12/03/2007 (2^eme édition)

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Résumé

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.

Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.

If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:

The risks associated with investing in fixed income securities
The fundamentals of valuation and interest rate risk
The features of structured products--such as mortgage-backed securities and asset-backed securities
The principles of credit analysis
The valuation of fixed income securities with embedded options

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

Features of Debt Securities.
Risks Associated with Investing in Bonds.
Overview of Bond Sectors and Instruments.
Understanding Yield Spreads.
Introduction to the Valuation of Debt Securities.
Yield Measures, Spot Rates, and Forward Rates.
Introduction to the Measurement of Interest Rate Risk.
Term Structure and Volatility of Interest Rates.
Valuing Bonds with Embedded Options.
Mortgage-Backed Sector of the Bond Market.
Asset-Backed Sector of the BondMarket.
ValuingMortgage-Backed and Asset-Backed Securities.
Interest Rate Derivative Instruments.
Valuation of Interest Rate Derivative Instruments.
General Principles of Credit Analysis.
Introduction to Bond Portfolio Management.
Measuring a Portfolio's Risk Profile.
Managing Funds against a Bond Market Index.
Portfolio Immunization and Cash Flow Matching.
Relative-ValueMethodologies for Global Credit Bond Portfolio
International Bond Portfolio Management
Controlling Interest Rate Risk with Derivatives
HedgingMortgage Securities to Capture Relative Value
Credit Derivatives in Bond Portfolio Management

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Frank J. Fabozzi
Collection	CFA Investment
Parution	12/03/2007
Édition	2^eme édition
Nb. de pages	768
Format	19 x 26
Couverture	Relié
Poids	1456g
Intérieur	Noir et Blanc
EAN13	9780470052211
ISBN13	978-0-470-05221-1