Synopsis
Once again, author Frank J. Fabozzi imparts his vast expertise to offer readers a detailed treatment of bond market instruments. This book includes detailed coverage of all bond markets, including mortgage-backed securities such as passthroughs, collateralized mortgage obligations, and stripped MBS. Fabozzi examines the latest analytical techniques, including total return, duration, convexity, and option-adjusted spread, and discusses active portfolio strategies. Interest risk control tools (interest rate futures, options, interest rate swaps, interest rate caps, and floors) are also explored. And, the author investigates structured portfolio strategies, including immunization, dedication, and indexing.
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From the Back Cover
Bond Markets, Analysis, and Strategies, Fifth Edition, takes a practical real-world approach to bond investing and includes a detailed discussion of each type of bond and interest rate derivative instrument. The text features a comprehensive discussion of not only the investment instruments, but also their speculative characteristics, the state-of-the-art technology for valuing them, techniques for quantifying interest rate risk, and the portfolio strategies for using them. These strategies include active strategies and structured portfolio strategies.
In the fifth edition, there are three new chapters:- "Commercial Mortgage-Backed Securities"
- "Collateralized Debt Obligations"
- "Credit Derivatives"
There are major revisions to two chapters: "Treasury and Agency Securities Markets" and "Non-U.S. Bonds." In addition, there is expanded coverage of the factors considered by rating agencies in rating corporate bonds, asset classes securitized, tracking error and active portfolio strategies, and the valuation of interest rate swaps and caps/floors.
About the Author
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.
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Bond Markets, Analysis and Strategies
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Prentice Hall College Div, 1993
ISBN 10: 0130874795
ISBN 13: 9780130874795
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Bond Markets, Analysis and Strategies
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Condition: Muy bueno. : Este libro de Frank J. Fabozzi ofrece un análisis detallado de los mercados de bonos y las estrategias asociadas. Cubre todos los mercados de bonos, incluyendo valores respaldados por hipotecas, técnicas analíticas como el retorno total y estrategias de portafolio activas. También explora herramientas de control de riesgo de interés y estrategias de portafolio estructuradas. EAN: 9780130874795 Tipo: Libros Categoría: Negocios y Economía Título: Bond Markets, Analysis and Strategies Autor: Frank J. Fabozzi Editorial: Pearson Education (US) Idioma: en Páginas: 560 Formato: tapa dura. Seller Inventory # Happ-2025-10-03-6bec3acc