Book Cover
Book
Author Fabozzi, Frank J.

Title Bond markets, analysis, and strategies / Frank J. Fabozzi
Edition Seventh edition
Published Boston, MA : Pearson/Addison-Wesley, [2008]
©2008

Copies

Location Call no. Vol. Availability
 MELB  332.6323 Fab/Bma 2008  AVAILABLE
Description xiii, 778 pages : illustrations ; 26 cm
Contents Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling
Notes Includes index
Bibliography Includes bibliographical references and index
Subject Bonds.
Investment analysis.
Portfolio management.
Bond market.
LC no. 2008050371
ISBN 9780136078975
0136078974