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The Handbook of Fixed Income Securities (Hardcover)

Frank Fabozzi


The Handbook of Fixed Income Securities (Hardcover) 
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ISBN : 0071440992
Издание: Печатное, твердый переплет
Язык: Английский
Год издания: 
Страниц: 896
Формат: 70x100/16 (~170х240 мм)
Жанр:  Инвестиционная деятельность
Практика предпринимательства
Финансы
Ценные бумаги
Вес, кг:  1.500
Код Товара: 146208
DC270607_vol59




1500 pages. This book is designed to provide extensive coverage of the wide range of fixed income products and fixed income portfolio management strategies. Each chapter is written by an authority on the subject. The seventh edition of the Handbook is divided into eight parts. Part 1 provides general information about the investment features of fixed income securities, the risks associated with investing in fixed income securities, and background information about fixed income primary and secondary markets. The basics of fixed income analytics—bond pricing, yield measures, spot rates, forward rates, total return, and price volatility measures (duration and convexity)—are described in Part2 Part 3 covers bonds (domestic and foreign), money market instruments, and structured products (mortgages, mortgage-backed securities, and asset-backed securities). Credit analysis of corporate bonds, municipal bonds, and structured products and credit risk modeling are covered in Part 4. Part 5 builds on the analytical framework explained in Part 2. In this part, two methodologies for valuing fixed income securities are discussed: the lattice model and the Monte Carlo model. A by-product of these models is the option-adjusted spread. Comprehensive coverage on analyzing and fitting the yield curve and measuring interest-rate risk for the purpose of controlling risk by hedging are provided. The more popular fixed income portfolio management strategies are cov¬ered in Part 6. In addition to active strategies and structured portfolio strate¬gies (indexing, immunization, and dedication), coverage includes managing international fixed income portfolios, transition management, and financing positions in the bond market. Part 7 covers interest-rate derivative instruments and their portfolio man¬agement applications. Derivative instruments include futures/forward contracts, options, interest-rate swaps, and interest-rate agreements (caps and floors). The basic feature of each instrument is described as well as how it is valued and used to control the risk of a fixed income portfolio. The basics of credit derivatives are also explained.Part 8 has two chapters on equity-linked securities. Not only are the securities described, but state-of-the-art valuation models and portfolio strategies are explained. The following 22 chapters are new to the seventh edition: • The Primary and Secondary Bond Markets • Calculating Investment Returns • Overview of Forward Rate Analysis • The Eurobond Market • Emerging Markets Debt • Stable Value Investments • An Overview of Mortgages and the Mortgage Market • Agency Mortgage-Backed Securities • Collateralized Mortgage Obligations • Residential Asset-Backed Securities • Credit Card Asset-Backed Securities • Cash-Collateralized Debt Obligations • Synthetic CDOs • Credit Risk Modeling • Rating Agency Approach to Structured Finance • A Framework for Analyzing Yield-Curve Trades • The Market Yield Curve and Fitting the Term Structure of Interest Rates • Hedging Interest-Rate Risk with Term-Structure Factor Models • Quantitative Management of Benchmarked Portfolios • Financing Positions in the Bond Market • Transition Management • Introduction to Credit Derivatives ISBN:0071440992
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