Bond Markets, Analysis and Strategies,9780133391510

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Bond Markets, Analysis and Strategies

by FABOZZI,F

ISBN13:

9780133391510

ISBN10:

0133391515

Format:

Hardcover

Pub. Date:

10/1/1995

Publisher(s):

Prentice Hall

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This is the edition with a publication date of 10/1/1995.

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Summary

With substantial revision, Bond Markets, Analysis and Strategies, Third Edition, provides extensive coverage on all sectors of the bond market, the techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio. The revised edition provides extensive coverage of collateralized mortgage obligations and a new chapter on bond performance measurement and evaluation.

Author Biography

Frank J. Fabozzi, CFA, is editor of the Journal of Portfolio Management and an adjunct professor of finance at Yale University's School of Management.

Preface
Introduction	p. 1
Pricing of Bonds	p. 11
Measuring Yield	p. 33
Bond Price Volatility	p. 53
Factors Affecting Bond Yields and the Term Structure of Interest Rates	p. 80
Treasury and Agency Securities Markets	p. 109
Corporate Debt Instruments	p. 136
Municipal Securities	p. 167
Non-U.S. Bonds	p. 189
Mortgage Loans	p. 214
Mortgage Pass-Through Securities	p. 232
Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities	p. 259
Asset-Backed Securities	p. 315
Analysis of Bonds with Embedded Options	p. 322
Analysis of Mortgage-Backed Securities	p. 350
Analysis of Convertible Bonds	p. 373
Active Bond Portfolio Management Strategies	p. 385
Indexing	p. 411
Liability Funding Strategies	p. 426
Bond Performance Measurement and Evaluation	p. 458
Interest-Rate Futures Contracts	p. 478
Interest-Rate Options	p. 507
Interest-Rate Swaps and Agreements	p. 548
Index	p. 575
Table of Contents provided by Blackwell. All Rights Reserved.

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