TY  - BOOK
AU  - Fabozzi,Frank J.
AU  - Fabozzi,Francesco A.
TI  - Bond Markets, Analysis, and Strategies, Tenth Edition
SN  - 9780262367424
AV  - HG4651 .F336 2021 
U1  - 332.6323 
PY  - 2021///
CY  - Cambridge
PB  - MIT Press
KW  - Bond market
KW  - Bonds
KW  - Investment analysis
KW  - Portfolio management
KW  - Electronic books
N1  - Intro -- 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
N2  - The 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
UR  - https://ebookcentral.proquest.com/lib/ppks/detail.action?docID=6811076
ER  -