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Bond markets, analysis and strategies / Frank J Fabozzi
Publication details: London : Prentice Hall International, 2000.Edition: 4thDescription: xvi, 606 p. ; 23 cmISBN:- 0130859133 (pbk.)
- 346.06646 FAB
Contents:
Chapter 1: Introduction ;
Chapter 2: Pricing of bonds ;
Chapter 3: Measuring yield ;
Chapter 4: Bond price volatility ;
Chapter 5: Factors affecting bond yields and the term structure of interest rates ;
Chapter 6: Treasury and agency securities markets ;
Chapter 7: Corporate debt instruments ;
Chapter 8: Municipal securities ;
Chapter 9: Non-U.S. bonds ;
Chapter 10: Mortgage loans ;
Chapter 11: Mortgage pass-through securities ;
Chapter 12: Collateralized mortgage obligations and stripped mortgage-backed securities ;
Chapter 13: Asset-backed securities ;
Chapter 14: Analysis of bonds with embedded options ;
Chapter 15: Analysis of mortgage-backed securities ;
Chapter 16: Analysis of convertible bonds ;
Chapter 17: Active bond portfolio management strategies ;
Chapter 18: Indexing ;
Chapter 19: Liability funding strategies ;
Chapter 20: Bond performance measurement and evaluation ;
Chapter 21: Interest-rate futures contracts ;
Chapter 22: Interest-rate options ;
Chapter 23: Interest-rate swaps and agreements .
| Item type | Current library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|
BOOKs
|
NLS | 346.06646 FAB (Browse shelf(Opens below)) | Available | 16701 | ||
Rare collections
|
NLS | Xerox Bound Volumes | 346.06646 FAB-1 (Browse shelf(Opens below)) | Available | XB1310 | |
|
Rare collections
|
NLS | Xerox Bound Volumes | 346.06646 FAB-2 (Browse shelf(Opens below)) | Available | XB1311 |
Chapter 1: Introduction ;
Chapter 2: Pricing of bonds ;
Chapter 3: Measuring yield ;
Chapter 4: Bond price volatility ;
Chapter 5: Factors affecting bond yields and the term structure of interest rates ;
Chapter 6: Treasury and agency securities markets ;
Chapter 7: Corporate debt instruments ;
Chapter 8: Municipal securities ;
Chapter 9: Non-U.S. bonds ;
Chapter 10: Mortgage loans ;
Chapter 11: Mortgage pass-through securities ;
Chapter 12: Collateralized mortgage obligations and stripped mortgage-backed securities ;
Chapter 13: Asset-backed securities ;
Chapter 14: Analysis of bonds with embedded options ;
Chapter 15: Analysis of mortgage-backed securities ;
Chapter 16: Analysis of convertible bonds ;
Chapter 17: Active bond portfolio management strategies ;
Chapter 18: Indexing ;
Chapter 19: Liability funding strategies ;
Chapter 20: Bond performance measurement and evaluation ;
Chapter 21: Interest-rate futures contracts ;
Chapter 22: Interest-rate options ;
Chapter 23: Interest-rate swaps and agreements .