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
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
About Frank J. Fabozzi
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.