000 02302 a2200193 4500
008 141204b xxu||||| |||| 00| 0 eng d
020 _a978-93-325-1828-5
082 _a332.6323
100 _aFABOZZI, FRANK J.
_915656
245 _aBOND MARKETS, ANALYSIS AND STRTEGIES
_cFRANK J. FABOZZI
250 _a8TH
260 _bPEARSON
_c2014
_aDELHI
300 _a702 P.
_bPAPER
505 _a Table of Content Chapter 1: Introduction Chapter 2: Pricing of Bonds Chapter 3: Measuring Yield Chapter 4: Bond Price Volatility Chapter 5: Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6: Treasury and Federal Agency Securities Chapter 7: Corporate Debt Instruments Chapter 8: Municipal Securities Chapter 9: International Bonds Chapter 10: Residential Mortgage Loans Chapter 11: Agency Mortgage Pass-Through Securities Chapter 12: Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities Chapter 13: Nonagency Residential Mortgage-Backed Securities Chapter 14: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities Chapter 15: Asset-Backed Securities Chapter 16: Interest Rate Models Chapter 17: Analysis of Bonds with Embedded Options Chapter 18: Analysis of Residential Mortgage-Backed Securities Chapter 19: Analysis of Convertible Bonds Chapter 20: Corporate Bond Credit Analysis Chapter 21: Credit Risk Modeling Chapter 22: Bond Portfolio Management Strategies Chapter 23: Bond Portfolio Construction Chapter 24: Liability-Driven Strategies Chapter 25: Bond Performance Measurement and Evaluation Chapter 26: Interest-Rate Futures Contracts Chapter 27: Interest Rate Options Chapter 28: Interest-Rate Swaps, Caps, and Floors Chapter 29: Credit Default Swaps
520 _aAn applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions' reader and instructor feedback.
650 _aBOND MARKETS
_915657
942 _2ddc
_cBK
999 _c33303
_d33303