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Handbook of Fixed Income Securities

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ISBN-10: 0071440992

ISBN-13: 9780071440998

Edition: 7th 2005 (Revised)

Authors: Frank J. Fabozzi

List price: $135.00
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Description:

Thoroughly revised and updated, the seventh edition of Frank Fabozzi's classic collection - filled with chapters written by the industry's most trusted, authoritative fixed income experts' delivers every updated fact and formula today's finance professional needs.
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Book details

List price: $135.00
Edition: 7th
Copyright year: 2005
Publisher: McGraw-Hill Companies, The
Publication date: 4/15/2005
Binding: Hardcover
Pages: 1500
Size: 6.50" wide x 9.25" long x 2.25" tall
Weight: 4.290
Language: English

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 Investor All-American Fixed Income Team than any other analyst.FRANK J. FABOZZI, PhD, CFA, CPA, is an Adjunct Professor of Finance and Becton Fellow at Yale University's School of Management and a Fellow of the International Center for Finance. Fabozzi is the Editor of the Journal of Portfolio Management.

Preface
Acknowledgments
Contributors
Background
Overview of the Types and Features of Fixed Income Securities
Risks Associated with Investing in Fixed Income Securities
A Review of the Time Value of Money
Bond Pricing and Return Measures
Measuring Interest Rate Risk
The Structure of Interest Rates
Bond Market Indexes
Government and Private Debt Obligations
U.S. Treasury and Agency Securities
Municipal Bonds
Private Money Market Instruments
Corporate Bonds
Medium-Term Notes
Inflation-Indexed Bonds (TIPS)
Floating-Rate Securities
Nonconvertible Preferred Stock
International Bond Markets and Instruments
Brady Bonds
Stable Value Investments
Credit Analysis
Credit Analysis for Corporate Bonds
Credit Considerations in Evaluating High-Yield Bonds
Investing in Chapter 11 and Other Distressed Companies
Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds
High-Yield Analysis of Emerging Markets Debt
Mortgage-Backed and Asset-Backed Securities
Mortgages and Overview of Mortgage-Backed Securities
Mortgage Pass-Throughs
Collateralized Mortgage Obligations
Nonagency CMOS
Commercial Mortgage-Backed Securities
Securities Backed by Automobile Loans
Securities Backed by Closed-End Home Equity Loans
Securities Backed by Manufactured Housing Loans
Securities Backed by Credit Card Receivables
Fixed Income Analytics and Modeling
Characteristics of and Strategies with Callable Securities
Valuation of Bonds with Embedded Options
Valuation of CMOs
Fixed Income Risk Modeling
OAS and Effective Duration
Evaluating Amortizing ABS: A Primer on Static Spread
Portfolio Management
Bond Management: Past, Current, and Future
The Active Decisions in the Selection of Passive Management and Performance Bogeys
Managing Indexed and Enhanced Indexed Bond Portfolios
Global Corporate Bond Portfolio Management
Management of a High-Yield Bond Portfolio
Bond Immunization: An Asset/Liability Optimization Strategy
Dedicated Bond Portfolios
Managing Market Risk Proactively at Long-Term Investment Funds
Improving Insurance Company Portfolio Returns
International Bond Investing and Portfolio Management
International Fixed Income Investing: Theory and Practice
Equity-Linked Securities and Their Valuation
Convertible Securities and Their Investment Characteristics
Convertible Securities and Their Valuation
Derivative Instruments and Their Portfolio Management Applications
Introduction to Interest-Rate Futures and Options Contracts
Pricing Futures and Portfolio Applications
Treasury Bond Futures Mechanics and Basis Valuation
The Basics of Interest-Rate Options
Controlling Interest Rate Risk with Futures and Options
Interest-Rate Swaps
Interest-Rate Caps and Floors and Compound Options
Index