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- Product code: 27101
- ISBN: 0131986430,
ISBN13: 9780131986435,
760 pages, paperback
Published by Prentice Hall on 2006
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Description of Bond Markets |
Target Market: Fixed Income Securities Courses or Bond Markets Courses
Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios.
Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives.
Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios.
Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This text covers Bonds, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives.
Do you want your students to be prepared to manange Bond Portfolios upon leaving this course?
The author's extensive experience in this field has fueled the most applied book on the market.
His many discussions with portfolio managers and analysts, as well as his experiences serving on the board of directors of several funds and consulting assignments, have been invaluable in improving the content of the book. Moreover, his fixed income course at Yale’s School of Management and various presentations to institutional investor groups throughout the world provided him with the testing ground for new material. See Back Cover
Two new appendices in chapter 20 featuring Wachovia Securities.
These two appendices are excellent readings for students who want to see how credit analysis is tackled in the real-world rather than presenting a mere crunching of numbers from financial statements that is often presented in textbooks. See Page 459 & 489
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Contents of Bond Markets |
Chapter 1. Introduction
Chapter 2. Pricing of Bonds
Chapter 3. Measuring Yields
Chapter 4. Bond Price Volatility
Chapter 5. Factors Affecting Bond Yields and the Term Structure of Interest Rates
Chapter 6. Treasury and Agency Securities Markets
Chapter 7. Corporate Debt Instruments
Chapter 8. Municipal Securities
Chapter 9. Non-U.S. Bonds
Chapter 10. Residential Mortgage Loans
Chapter 11. Mortgage Pass-Through Securities
Chapter 12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Chapter 13. Commercial Mortgage-Backed Securities
Chapter 14. Asset-Backed Securities
Chapter 15. Collateralized Debt Obligations
Chapter 16. Interest Rate Models
Chapter 17. Analysis of Bonds with Embedded Options
Chapter 18. Analysis of Residential Mortgage-Backed Securities
Chapter 19. Analysis of Convertible Bonds
Chapter 20. Corporate Bond Credit Analysis
Chapter 21. Credit Risk Modeling
Chapter 22. Active Bond Portfolio Management Strategies
Chapter 23. Indexing
Chapter 24. Liability Funding Strategies
Chapter 25. Bond Performance Measurement and Evaluation
Chapter 26. Interest-Rate Futures Contracts
Chapter 27. Interest-Rate Options
Chapter 28. Interest-Rate Swaps and Agreements
Chapter 29. Credit Derivatives
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