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Description of Fixed Income Securities

A Comprehensive Guide to All Aspects of Fixed Income Securities

Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today′s fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all–inclusive text with one cohesive voice.

This comprehensive guide provides complete coverage of the wide range of fixed income securities, including:
∗ U.S. Treasury securities
∗ Agencies
∗ Municipal securities
∗ Asset–backed securities
∗ Corporate and international bonds
∗ Mortgage–backed securities, including CMOs
∗ Collateralized debt obligations (CDOs)

For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up–to–date facts and formulas needed to navigate today′s fast–changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long–term with Fixed Income Securities, Second Edition.

www.wileyfinance.com

Title Information

ISBN:

9780471218302

Pages:

480 pages

Format:

Hardback

Product Code:

16750

Publisher:

John Wiley & Sons Ltd

Published:

21/12/2001

Edition:

2nd Edition

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About Frank J. Fabozzi CFA

FRANK J. FABOZZI, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University’s School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.

Contents of Fixed Income Securities

About the Author
Preface

Features and Risks of Fixed Income Securities

Valuation of Fixed Income Securities and the Measurement of Interest Rate Risk

Yield and Yield Spread Measures

U.S. Treasury Securities

Federal Agency Securities

Municipal Securities

Senior Corporate Instruments: I

Senior Corporate Instruments: II

Agency Mortgage Passthrough Securites

Agency Collateralized Mortgage Obligations

Nonagency Mortgage-Backed Securities

Asset-Backed Securities

Collateralized Debt Obligations

International Bonds

Collateralized Borrowing and Securities Lending

Tax Treatment

Introduction to Fixed Income Portfolio Management

Overview of Fixed Income Portfolio Strategies

Index