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Bond Markets

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ISBN-10: 0133391515

ISBN-13: 9780133391510

Edition: 3rd 1996

Authors: Frank J. Fabozzi

List price: $88.00
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Description:

Covers all sectors of the bond market, including techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio, with chapter summaries and questions. This third edition contains material on collateralize
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Book details

List price: $88.00
Edition: 3rd
Copyright year: 1996
Publisher: Prentice Hall PTR
Binding: Hardcover
Pages: 595
Size: 7.25" wide x 9.75" long x 1.25" tall
Weight: 2.288

Douglas J. Lucas is Executive Director and Head of CDO Research at UBS. He is also Chairman of The Bond Market Association's CDO Research Committee and ranked top three in CDO research in the Institutional Investor's fixed income analyst survey. Lucas has been involved in the CDO market for nearly two decades, having developed Moody's rating methodology for CDOs in 1989.LAURIE S. GOODMAN, PhD, is Managing Director and co-Head of Global Fixed Income Research at UBS. She manages U.S. Securitized Products and Treasury/Agency/Derivatives Research. Goodman has worked on Wall Street for over twenty years and is well regarded by the investor community, having won more #1 slots on the Institutional…    

Preface
Introduction
Pricing of Bonds
Measuring Yield
Bond Price Volatility
Factors Affecting Bond Yields and the Term Structure of Interest Rates
Treasury and Agency Securities Markets
Corporate Debt Instruments
Municipal Securities
Non-U.S. Bonds
Mortgage Loans
Mortgage Pass-Through Securities
Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Asset-Backed Securities
Analysis of Bonds with Embedded Options
Analysis of Mortgage-Backed Securities
Analysis of Convertible Bonds
Active Bond Portfolio Management Strategies
Indexing
Liability Funding Strategies
Bond Performance Measurement and Evaluation
Interest-Rate Futures Contracts
Interest-Rate Options
Interest-Rate Swaps and Agreements
Index