Synopsis
This edition has been completely updated and revised to reflect the recent developments in this field. It features contributions from today's fixed income experts. Twenty new or revised chapters include: risks associated with investing in fixed income securities; eurocapital markets; non-agency mortgage based securities; car, home equity and credit card receivable-backed securities; fixed income risk modelling; interest rate risk modelling; interest rate risk models for the banking industries; and managing a corporate bond portfolio.
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About the Author
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.
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The Handbook of Fixed Income Securities
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McGraw-Hill School Education Group, 1996
ISBN 10: 0786310952
ISBN 13: 9780786310951
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