Fixed income analysis /

Detalles Bibliográficos
Autor principal: Fabozzi, Frank J.
Autor Corporativo: CFA Institute
Otros Autores: Anson, Mark Jonathan Paul
Formato: Libro
Lenguaje:Inglés
Publicado: Hoboken, N.J. : John Wiley, c2007.
Edición:2nd ed.
Colección:CFA Institute investment series
Materias:
Aporte de:Registro referencial: Solicitar el recurso aquí
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100 1 0 |a Fabozzi, Frank J. 
245 1 0 |a Fixed income analysis /  |c Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. 
250 |a 2nd ed. 
260 |a Hoboken, N.J. :  |b John Wiley,  |c c2007. 
300 |a xxix, 733 p. :  |b ill. ;  |c 26 cm. 
440 0 |a CFA Institute investment series 
500 |a Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. 
504 |a Includes bibliographical references and index. 
505 0 |a Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- 
505 0 |a Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management. 
650 0 |a Fixed-income securities. 
700 1 |a Anson, Mark Jonathan Paul. 
700 1 |a Fabozzi, Frank J.  |t Fixed income analysis for the chartered financial analyst program. 
710 2 |a CFA Institute. 
740 0 |a Fixed income analysis for the chartered financial analyst program.