Bond Markets, Analysis, and Strategies

商家名称	信用等级	购买信息	订购本书
		Bond Markets, Analysis, and Strategies
		Bond Markets, Analysis, and Strategies

基本信息·出版社：Pearson Education (US)
·页码：792 页
·出版日期：2009年02月
·ISBN：0136099742
·International Standard Book Number：0136099742
·条形码：9780136099741
·EAN：9780136099741
·版本：International ed of 7th revised ed
·装帧：平装
·正文语种：英语
·丛书名：Twentieth century interpretations

内容简介 For students enrolled in Fixed Income Securities Courses or Bond Markets Courses Learn how to assess and invest in bonds with this best-selling text. Fabozzi's Bond Markets is the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. The new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.
目录
1 Introduction 2 Pricing of Bonds 3 Measuring Yield 4 Bond Price Volatility 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates 6 Treasury and Agency Securities 7 Corporate Debt Instruments 8 Municipal Securities 9 Non-U.S. Bonds 10 Residential Mortgage Loans 11 Agency Mortgage Pass-through Securities 12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities 13 Prime and Subprime Mortgage-Backed Securities 14 Commercial Loans and Commercial Mortgage-Backed Securities 15 Asset-Backed Securities 16 Cash Collateralized Debt Obligations 17 Interest Rate Models 18 Analysis of Bonds with Embedded Options 19 Analysis of Mortgage-Backed Securities 20 Analysis of Convertible Bonds 21 Corporate Bond Credit Analysis 22 Credit Risk Modeling 23 Active Bond Portfolio Management Strategies 24 Indexing 25 Liability Driven Strategies 26 Bond Performance Measurement and Evaluation 27 Interest Rate Futures 28 Interest Rate Options 29 Interest-Rate Swaps, Caps, and Floors 30 Credit Derivatives and Synthetic CDOs Index
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