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9781883249366

Bond Portfolio Management

by
  • ISBN13:

    9781883249366

  • ISBN10:

    1883249368

  • Edition: 2nd
  • Format: Hardcover
  • Copyright: 2001-11-09
  • Publisher: Wiley

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Supplemental Materials

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Summary

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Author Biography

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Table of Contents

Introduction
1(7)
Investment Objectives of Institutional Investors
7(26)
Section I The Instruments 33(176)
Bonds
35(34)
Agency Mortgage-Backed Securities
69(42)
Credit Sensitive Mortgage- and Asset-Backed Securities
111(38)
Interest Rate and Credit Derivatives
149(38)
Financing Positions
187(22)
Section II Valuation 209(146)
General Principles of Bond Valuation
211(48)
Valuation Methodologies
259(48)
Valuation of Interest Rate Derivative Instruments
307(48)
Section III Measuring Potential Return and Risk Exposure 355(154)
Total Return Framework
357(30)
Measuring Risk
387(34)
Measuring Interest Rate Risk
421(42)
Credit Analysis
463(46)
Section IV Portfolio Management Strategies 509(180)
Managing Funds Against a Bond Market Index
511(38)
Managing Funds Against Liabilities
549(26)
Strategies with Futures and Swaps
575(44)
Strategies with Options, Caps, and Floors
619(26)
Managing a Global Bond Portfolio
645(22)
Measuring and Evaluating Performance
667(22)
Appendix: Tax Considerations 689(20)
Index 709

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

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