Bond markets, analysis and strategies

By:

Fabozzi Frank J

Contributor(s):

Publication details: London Prentice Hall International Inc. 2000Edition: 4thDescription: 606pISBN:

9780130402660

Subject(s):

1. Company Law - Bond Markets - U S A 2. Securities Market - Bonds - Investment - An Analysis - U S A

DDC classification:

346.066460 FAB

Contents:

Table of contents 1. Introduction. 2. Pricing of Bonds. 3. Measuring Yield. 4. Bond Price Volatility. 5. Factors Affecting Bond Yields and The Term Structure of Interest Rates. 6. Treasury and Agency Securities Markets. 7. Corporate Debt Instruments. 8. Municipal Securities. 9. Non-U.S. Bonds. 10. Mortgage Loans. 11. Mortgage Pass-Through Securities. 12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities. 13. Asset-Backed Securities. 14. Analysis of Bonds with Embedded Options. 15. Analysis of Mortgage-Backed Securities. 16. Analysis of Convertible Bonds. 17. Active Bond Portfolio Management Strategies. 18. Indexing. 19. Liability Funding Strategies. 20. Bond Performance Measurement and Evaluation. 21. Interest-Rate Futures Contracts. 22. Interest-Rate Options. 23. Interest-Rate Swaps and Agreements. Index.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
BOOKs	National Law School	346.06646 FAB (Browse shelf(Opens below))	Available		16701

Table of contents
1. Introduction.
2. Pricing of Bonds.
3. Measuring Yield.
4. Bond Price Volatility.
5. Factors Affecting Bond Yields and The Term Structure of Interest Rates.
6. Treasury and Agency Securities Markets.
7. Corporate Debt Instruments.
8. Municipal Securities.
9. Non-U.S. Bonds.
10. Mortgage Loans.
11. Mortgage Pass-Through Securities.
12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities.
13. Asset-Backed Securities.
14. Analysis of Bonds with Embedded Options.
15. Analysis of Mortgage-Backed Securities.
16. Analysis of Convertible Bonds.
17. Active Bond Portfolio Management Strategies.
18. Indexing.
19. Liability Funding Strategies.
20. Bond Performance Measurement and Evaluation.
21. Interest-Rate Futures Contracts.
22. Interest-Rate Options.
23. Interest-Rate Swaps and Agreements.
Index.

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