000 01900cam a22003254a 4500
005 20150623165356.0
008 110725s2013 maua 001 0 eng
020 _a9780132743549
020 _a013274354X
040 _aDLC
_beng
_cDLC
_dYDX
_dYDXCP
_dBWX
_dDLC
042 _apcc
060 _bF B
082 0 0 _a332.6323
_223
084 _a332.6323
_bF B
100 1 _aFabozzi, Frank J.
245 1 0 _aBond markets, analysis, and strategies
_h[[Book] /]
_cFrank J. Fabozzi.
250 _a8th ed.
260 _aBoston :
_bPearson,
_c2013.
300 _ax, 733 p. :
_bill. ;
_c26 cm.
500 _aIncludes index.
505 0 _aIntroduction -- 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.
521 _aAll age.
650 0 _aBonds.
650 0 _aInvestment analysis.
650 0 _aPortfolio management.
650 0 _aBond market.
001 0000086677
003 0000
942 _cBK
999 _c21893
_d21893