02830cam a2200445 a 4500 16325101 BD-DhUL 20160517181245.0 100709s2007 njua b 001 0 eng 2010455341 GBA685650 bnb GBA685650 dnb 013572697 Uk 047005221X (cloth) 9780470052211 (cloth) 9780470069196 (pbk.) 0470069198 (pbk.) (OCoLC)ocm86083234 BD-DhUL BD-DhUL pcc HG4650 .F329 2007 332.6323 FAF 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. Fixed-income securities. Festverzinsliches Wertpapier. swd Anson, Mark Jonathan Paul. Fabozzi, Frank J. Fixed income analysis for the chartered financial analyst program. CFA Institute. CFA Institute investment series. ddc BK xj01 2010-07-09 z-processor 66935 66935 0 0 ddc 0 332_632300000000000_FAF 0 NFIC 113855 DUL DUL GEN 2015-06-11 Purchased 332.6323 FAF 492674 2016-05-17 1 2016-05-17 BK