Fixed Income Analysis
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 in...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley
2007.
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| Edición: | 2nd ed |
| Colección: | CFA Institute Investment Series
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627236606719 |
Tabla de Contenidos:
- FIXED INCOME ANALYSIS, Second Edition; CONTENTS; FOREWORD; ACKNOWLEDGMENTS; INTRODUCTION; NOTE ON ROUNDING DIFFERENCES; CHAPTER 1: FEATURES OF DEBT SECURITIES; CHAPTER 2: RISKS ASSOCIATED WITH INVESTING IN BONDS; CHAPTER 3: OVERVIEW OF BOND SECTORS AND INSTRUMENTS; CHAPTER 4: UNDERSTANDING YIELD SPREADS; CHAPTER 5: INTRODUCTION TO THE VALUATION OF DEBT SECURITIES; CHAPTER 6: YIELD MEASURES, SPOT RATES, AND FORWARD RATES; CHAPTER 7: INTRODUCTION TO THE MEASUREMENT OF INTEREST RATE RISK; CHAPTER 8: TERM STRUCTURE AND VOLATILITY OF INTEREST RATES; CHAPTER 9: VALUING BONDS WITH EMBEDDED OPTIONS
- CHAPTER 10: MORTGAGE-BACKED SECTOR OF THE BOND MARKETCHAPTER 11: ASSET-BACKED SECTOR OF THE BOND MARKET; CHAPTER 12: VALUING MORTGAGE-BACKED AND ASSET-BACKED SECURITIES; CHAPTER 13: INTEREST RATE DERIVATIVE INSTRUMENTS; CHAPTER 14: VALUATION OF INTEREST RATE DERIVATIVE INSTRUMENTS; CHAPTER 15: GENERAL PRINCIPLES OF CREDIT ANALYSIS; CHAPTER 16: INTRODUCTION TO BOND PORTFOLIO MANAGEMENT; CHAPTER 17: MEASURING A PORTFOLIO'S RISK PROFILE; CHAPTER 18: MANAGING FUNDS AGAINST A BOND MARKET INDEX; CHAPTER 19: PORTFOLIO IMMUNIZATION AND CASH FLOW MATCHING
- CHAPTER 20: RELATIVE-VALUE METHODOLOGIES FOR GLOBAL CREDIT BOND PORTFOLIO MANAGEMENT*CHAPTER 21: INTERNATIONAL BOND PORTFOLIO MANAGEMENT*; CHAPTER 22: CONTROLLING INTEREST RATE RISK WITH DERIVATIVES*; CHAPTER 23: HEDGING MORTGAGE SECURITIES TO CAPTURE RELATIVE VALUE*; CHAPTER 24: CREDIT DERIVATIVES IN BOND PORTFOLIO MANAGEMENT*; ABOUT THE CFA PROGRAM; ABOUT THE AUTHOR; ABOUT THE CONTRIBUTORS; Index
