| 000 | 02314cam a2200289 a 4500 | ||
|---|---|---|---|
| 005 | 20160711113903.0 | ||
| 008 | 100709s2007 njua b 001 0 eng c | ||
| 020 | _a047005221X (cloth) | ||
| 020 | _a9780470052211 (cloth) | ||
| 020 | _a9780470069196 (pbk.) | ||
| 020 | _a0470069198 (pbk.) | ||
| 041 | _aeng | ||
| 082 | 0 | 0 |
_a332.6323 _bFAB |
| 100 | 1 |
_aFabozzi, Frank J. _9221 |
|
| 245 | 1 | 0 |
_aFixed income analysis / _cFrank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.]. |
| 250 | _a2nd ed. | ||
| 260 |
_aHoboken, N.J. : _bWiley, _cc2007. |
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| 300 | _axxix, 733 p. : | ||
| 440 | 0 |
_aCFA Institute investment series _9418 |
|
| 500 | _aFully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. | ||
| 505 | 0 | _aForeword -- 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. | |
| 650 | 0 |
_aFixed-income securities. _9419 |
|
| 650 | 0 | 7 |
_aFestverzinsliches Wertpapier. _9420 |
| 700 | 1 |
_aAnson, Mark Jonathan Paul. _9421 |
|
| 700 | 1 |
_aFabozzi, Frank J. _9221 |
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| 942 | _cBK | ||
| 999 |
_c31713 _d31713 |
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