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Title Information

ISBN:

9781883249083

Pages:

524 pages

Format:

Hardback

Product Code:

4796

Publisher:

Frank J. Fabozzi Associates

Published:

01/01/1970

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Contents of Bond Portfolio Management

1. Introduction
2. Investment Objectives of Institutional Investors

Section I: The Instruments
3. Bonds
4. Mortgage-Backed Securities and Asset-Backed Securities
5. Interest Rate Derivative Instruments

Section II: Valuation
6. General Principles of Bond Valuation
7. Valuation Methodologies
8. Valuation of Derivative Instruments

Section III: Portfolio Strategies
9. Tax Considerations
10. Total Return Framework
11. Measuring Interest Rate Risk
12. Historical Returns and Bond Indexes
13. Active Strategies
14. Structured Portfolio Strategies
15. Strategies with Futures and Swaps
16. Strategies with Options, Caps, and Floors
17. Investing in Non-U.S. Bonds
18. Measuring and Evaluating Performance

Questions
Index