Fixed income analysis
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9781118999493
- 332.632044 22 PE-F
- HG4650 .F329 2007
![](/opac-tmpl/bootstrap/itemtypeimg/bridge/book.png)
Item type | Home library | Collection | Shelving location | Call number | Materials specified | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|---|
![]() |
OPJGU Sonepat- Campus | General Books | Main Library | 332.632044 PE-F (Browse shelf(Opens below)) | Available | 132089 |
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.
There are no comments on this title.