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Fixed income analysis /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Fixed income analysis /Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
作者:	Fabozzi, Frank J.
其他作者:	Fabozzi, Frank J.
出版者:	Hoboken, N.J. :Wiley,c2007.
面頁冊數:	xxix, 733 p. :ill. ;26 cm.
附註:	Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
叢書名:	CFA Institute investment series
標題:	Fixed-income securities.
ISBN:	9780470052211 (cloth)

Fixed income analysis /
Fabozzi, Frank J.

Fixed income analysis /Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. - 2nd ed. - Hoboken, N.J. :Wiley,c2007. - xxix, 733 p. :ill. ;26 cm. - CFA Institute investment series.

Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.

Includes bibliographical references and index.

Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- 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 bond market -- Valuing mortgage-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-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.

ISBN: 9780470052211 (cloth)

LCCN: 2006052818

Nat. Bib. No.: GBA685650bnbSubjects--Topical Terms:

206837
Fixed-income securities.

LC Class. No.: HG4650 / F121 2007

Dewey Class. No.: 332.63/23

Fixed income analysis /
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100 $a Fabozzi, Frank J. $3 202979
245 1 0 $a Fixed income analysis / $c Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
250 $a 2nd ed.
260 $a Hoboken, N.J. : $c c2007. $b Wiley,
300 $a xxix, 733 p. : $b ill. ; $c 26 cm.
440 0 $a CFA Institute investment series
500 $a Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
504 $a Includes bibliographical references and index.
505 0 $a Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- 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 bond market -- Valuing mortgage-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-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.
650 $a Fixed-income securities. $3 206837
700 $a Fabozzi, Frank J. $3 202979
700 $a Anson, Mark Jonathan Paul. $3 266475
710 $a CFA Institute. $3 266782
740 0 $a Fixed income analysis for the chartered financial analyst program.