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Book Cover

Title The handbook of fixed income securities / Frank J. Fabozzi, editor
Edition Sixth edition
Published New York : McGraw Hill, [2001]
Table of Contents
Part 1Background 
 Chapter 1Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, Steven V. Mann3
 Chapter 2Risks Associated with Investing in Fixed Income Securities / Ravi E. Dattatreya, Frank J. Fabozzi21
 Chapter 3A Review of the Time Value of Money / Frank J. Fabozzi31
 Chapter 4Bond Pricing and Return Measures / Frank J. Fabozzi51
 Chapter 5Measuring Interest Rate Risk / Frank J. Fabozzi, Gerald W. Buetow, Jr., Robert R. Johnson85
 Chapter 6The Structure of Interest Rates / Frank J. Fabozzi131
 Chapter 7Bond Market Indexes / Frank K. Reilly, David J. Wright155
Part 2Government and Private Debt Obligations 
 Chapter 8U.S. Treasury and Agency Securities / Frank J. Fabozzi, Michael J. Fleming175
 Chapter 9Municipal Bonds / Sylvan G. Feldstein, Frank J. Fabozzi, Patrick M. Kennedy197
 Chapter 10Private Money Market Instruments / Frank J. Fabozzi, Steven V. Mann231
 Chapter 11Corporate Bonds / Frank J. Fabozzi, Richard S. Wilson, Richard Todd253
 Chapter 12Medium-Term Notes / Leland E. Crabbe283
 Chapter 13Inflation-Indexed Bonds (TIPS) / John B. Brynjolfsson301
 Chapter 14Floating-Rate Securities / Steven V. Mann, Frank J. Fabozzi325
 Chapter 15Nonconvertible Preferred Stock / Richard S. Wilson337
 Chapter 16International Bond Markets and Instruments / Christopher B. Steward361
 Chapter 17Brady Bonds / Jane Sachar Brauer, Douglas Chen379
 Chapter 18Stable Value Investments / Kenneth L. Walker399
Part 3Credit Analysis 
 Chapter 19Credit Analysis for Corporate Bonds / Jane Tripp Howe417
 Chapter 20Credit Considerations in Evaluating High-Yield Bonds / Jane Tripp Howe459
 Chapter 21Investing in Chapter 11 and Other Distressed Companies / Jane Tripp Howe469
 Chapter 22Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds / Sylvan G. Feldstein491
 Chapter 23High-Yield Analysis of Emerging Markets Debt / Allen A. Vine519
Part 4Mortgage-Backed and Asset-Backed Securities 
 Chapter 24Mortgages and Overview of Mortgage-Backed Securities / Frank J. Fabozzi, Chuck Ramsey549
 Chapter 25Mortgage Pass-Throughs / Lakhbir S. Hayre, Cyrus Mohebb, Thomas A. Zimmerman573
 Chapter 26Collateralized Mortgage Obligations Lehman Brothers Inc.619
 Chapter 27Nonagency CMOS / Frank J. Fabozzi, Anthony B. Sanders, David Yuen, Chuck Ramsey649
 Chapter 28Commercial Mortgage-Backed Securities / Anthony B. Sanders663
 Chapter 29Securities Backed by Automobile Loans / W. Alexander Roever, John N. McElravey, Glenn M. Schultz679
 Chapter 30Securities Backed by Closed-End Home Equity Loans / R. Russell Hurst703
 Chapter 31Securities Backed by Manufactured Housing Loans / James S. Anderson, Kristina L. Clark721
 Chapter 32Securities Backed by Credit Card Receivables / John N. McElravey739
Part 5Fixed Income Analytics and Modeling 
 Chapter 33Characteristics of and Strategies with Callable Securities / Douglas Johnston759
 Chapter 34Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew J. Kalotay, George O. Williams773
 Chapter 35Valuation of CMOs / Frank J. Fabozzi, Scott F. Richard, David S. Horowitz795
 Chapter 36Fixed Income Risk Modeling / Ronald N. Kahn819
 Chapter 37OAS and Effective Duration / David Audley, Richard Chin, Shrikant Ramamurthy831
 Chapter 38Evaluating Amortizing ABS: A Primer on Static Spread / Anthony V. Thompson847
Part 6Portfolio Management 
 Chapter 39Bond Management: Past, Current, and Future / H. Gifford Fong855
 Chapter 40The Active Decisions in the Selection of Passive Management and Performance Bogeys / Chris P. Dialynas863
 Chapter 41Managing Indexed and Enhanced Indexed Bond Portfolios / Kenneth E. Volpert887
 Chapter 42Global Corporate Bond Portfolio Management / Jack Malvey913
 Chapter 43Management of a High-Yield Bond Portfolio / J. Thomas Madden, Joseph Balestrino945
 Chapter 44Bond Immunization: An Asset/Liability Optimization Strategy / Frank J. Fabozzi, Peter F. Christensen957
 Chapter 45Dedicated Bond Portfolios / Frank J. Fabozzi, Peter F. Christensen969
 Chapter 46Managing Market Risk Proactively at Long-Term Investment Funds / Lang Gibson985
 Chapter 47Improving Insurance Company Portfolio Returns / Kevin Edward Grant1011
 Chapter 48International Bond Investing and Portfolio Management / Christopher B. Steward, Adam M. Greshin1027
 Chapter 49International Fixed Income Investing: Theory and Practice / Michael R. Rosenberg1061
Part 7Equity-Linked Securities and Their Valuation 
 Chapter 50Convertible Securities and Their Investment Characteristics / Chris P. Dialynas, Sandra Durn, John C. Ritchie, Jr.1103
 Chapter 51Convertible Securities and Their Valuation / Mihir Bhattacharya1127
Part 8Derivative Instruments and Their Portfolio Management Applications 
 Chapter 52Introduction to Interest-Rate Futures and Options Contracts / Mark Pitts, Frank J. Fabozzi1175
 Chapter 53Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts1197
 Chapter 54Treasury Bond Futures Mechanics and Basis Valuation / David T. Kim1209
 Chapter 55The Basics of Interest-Rate Options / William J. Gartland, Nicholas C. Letica1233
 Chapter 56Controlling Interest Rate Risk with Futures and Options / Frank J. Fabozzi, Shrikant Ramamurthy, Mark Pitts1259
 Chapter 57Interest-Rate Swaps / Anand K. Bhattacharya, Frank J. Fabozzi1297
 Chapter 58Interest-Rate Caps and Floors and Compound Options / Anand K. Bhattacharya1317


Location Call no. Vol. Availability
 W'PONDS  332.632046 Fab/Hof 2001  AVAILABLE
 MELB  332.632046 Fab/Hof 2001  UNAVAILABLE C19