03377nam a22004453i 4500001001100000003000700011005001700018006001900035007001500054008004100069020003600110020001800146035002300164035002400187035002200211040004100233050002200274082001300296100002200309245005900331250001200390264003500402264001300437300003400450336002600484337002600510338003600536341003200572505155000604520035102154588007202505650001702577650001102594650002502605650002602630655002202656700002602678776013702704856009002841EBC6811076MiAaPQ20260706084524.0m     o  d |      cr cnu||||||||260706s2021    xx      o     ||||0 eng d  a9780262367424q(electronic bk.)  z9780262046275  a(MiAaPQ)EBC6811076  a(Au-PeEL)EBL6811076  a(OCoLC)1287129001  aMiAaPQbengerdaepncMiAaPQdMiAaPQ 4aHG4651 .F336 20210 a332.63231 aFabozzi, Frank J.10aBond Markets, Analysis, and Strategies, Tenth Edition.  a1st ed. 1aCambridge :bMIT Press,c2021. 4c�2021.  a1 online resource (981 pages)  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier0 bUnknown accessibility2onix0 aIntro -- Title Page -- Copyright -- Dedication -- Table of Contents -- Preface -- Acknowledgments -- 1. Introduction -- 2. Pricing of Bonds -- 3. Measuring Yield -- 4. Bond Price Volatility -- 5. The Theory and History of Interest Rates -- 6. Factors Affecting Bond Yields and the Term Structure of Interest Rates -- 7. Treasury and Federal Agency Securities -- 8. Corporate Debt Instruments -- 9. Municipal Securities -- 10. International Bonds -- 11. Residential Mortgage Loans -- 12. Agency Mortgage Pass-Through Securities -- 13. Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- 14. Nonagency Residential Mortgage-Backed Securities -- 15. Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- 16. Asset-Backed Securities -- 17. Collective Investment Vehicles -- 18. Liquidity and Trading of Credit/Spread Products -- 19. Analysis of Bonds with Embedded Options -- 20. Analysis of Residential Mortgage-Backed Securities -- 21. Analysis of Convertible Bonds -- 22. Corporate Bond Credit Analysis -- 23. Credit Risk Modeling -- 24. Bond Portfolio Management Strategies -- 25. Bond Portfolio Construction -- 26. Managing a Corporate Bond Portfolio -- 27. Liability-Driven Investing for Defined Benefit Pension Plans -- 28. Bond Performance Measurement and Evaluation -- 29. Interest-Rate Futures Contracts -- 30. Interest-Rate Options -- 31. Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors -- 32. Credit Default Swaps -- Appendix: The Investment Management Agreement -- Index.  aThe updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy.  This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio.  aDescription based on publisher supplied metadata and other sources. 0aBond market. 0aBonds. 0aInvestment analysis. 0aPortfolio management. 4aElectronic books.1 aFabozzi, Francesco A.08iPrint version:aFabozzi, Frank J.tBond Markets, Analysis, and Strategies, Tenth EditiondCambridge : MIT Press,c2021z978026204627540uhttps://ebookcentral.proquest.com/lib/ppks/detail.action?docID=6811076zClick to View