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| 005 | 20160517181245.0 | ||
| 008 | 100709s2007 njua b 001 0 eng | ||
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| 050 | 0 | 0 |
_aHG4650 _b.F329 2007 |
| 082 |
_a332.6323 _bFAF |
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| 100 | 1 | _aFabozzi, Frank J. | |
| 245 | 1 | 0 |
_aFixed income analysis / _cFrank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. |
| 250 | _a2nd ed. | ||
| 260 |
_aHoboken, N.J. : _bWiley, _cc2007. |
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| 300 |
_axxix, 733 p. : _bill. ; _c26 cm. |
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| 440 | 0 | _aCFA Institute investment series | |
| 500 | _aFully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aForeword -- 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. | |
| 650 | 0 | _aFixed-income securities. | |
| 650 | 0 | 7 |
_aFestverzinsliches Wertpapier. _2swd |
| 700 | 1 | _aAnson, Mark Jonathan Paul. | |
| 700 | 1 |
_aFabozzi, Frank J. _tFixed income analysis for the chartered financial analyst program. |
|
| 710 | 2 | _aCFA Institute. | |
| 830 | 0 | _aCFA Institute investment series. | |
| 942 |
_2ddc _cBK |
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| 955 | _bxj01 2010-07-09 z-processor | ||
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