TY  - BOOK
AU  - Petitt,Barbara S
AU  - Pinto,Jerals E
AU  - Anson,Mark Jonathan Paul
AU  - Fabozzi,Frank J.
ED  - CFA Institute.
TI  - Fixed income analysis  
SN  - 9781118999493
AV  - HG4650 .F329 2007
U1  - 332.632044 22
PY  - 2015///
CY  - New Jersey
PB  - Wiley
KW  - Fixed-income securities
KW  - Festverzinsliches Wertpapier
KW  - swd
N1  - 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
ER  -