Fixed income analysis
Petitt, Barbara S Pinto, Jerals E
Fixed income analysis - 3rd - New Jersey Wiley 2015 - xxii,714p. ill. ; 26 cm. - CFA Institute investment series . - CFA Institute investment series. .
Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
Includes bibliographical references and index.
Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.
9781118999493
2010455341
GBA685650 bnb GBA685650 dnb
013572697 Uk
Fixed-income securities.
Festverzinsliches Wertpapier.
HG4650 / .F329 2007
332.632044 / PE-F
Fixed income analysis - 3rd - New Jersey Wiley 2015 - xxii,714p. ill. ; 26 cm. - CFA Institute investment series . - CFA Institute investment series. .
Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
Includes bibliographical references and index.
Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index.
9781118999493
2010455341
GBA685650 bnb GBA685650 dnb
013572697 Uk
Fixed-income securities.
Festverzinsliches Wertpapier.
HG4650 / .F329 2007
332.632044 / PE-F