02018cam a22003374a 4500 16887850 BD-DhUL 20160517181723.0 110725s2013 xxua 001 0 eng 2011031156 9780132743549 013274354X (OCoLC)ocn743040642 BD-DhUL BD-DhUL pcc HG4651 .F28 2013 332.6323 FAB Fabozzi, Frank J. Bond markets, analysis, and strategies / Frank J. Fabozzi. Glabal edi. Boston : Pearson, c2013. x, 733 p. : ill. ; 26 cm. Includes index. Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps. Bonds. Investment analysis. Portfolio management. Bond market. ddc BK xj10 2011-07-25 xj10 2011-07-25 telework to DEWEY xe14 2012-04-19 1 copy rec'd., to CIP ver. 66946 66946 0 0 ddc 0 332_632300000000000_FAB 0 NFIC 113871 DUL DUL GEN 2013-05-27 Purchased 332.6323 FAB 479173 2016-05-17 1 2016-05-17 BK