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Fabozzi, Frank J.

Fixed income securities / Frank J. Fabozzi. - New Hope, Pa. : Frank J. Fabozzi Associates, 1997. - iv, 481 p. : charts ; 24 cm.

Includes bibliographical references and index.

Features and Risks of Fixed Income Securities -- Valuation of Fixed Income Securities and the Measurement of Interest Rate Risk -- Yield and Yield Spread Measures -- U.S. Treasury and Federal Agency Securities -- Municipal Securities -- Senior Corporates Instruments: I -- Senior Corporates Instruments: II -- Agency Mortgage Passthrough Securities -- Agency Collateralized Mortgage Obligations -- Nonagency Mortgage-Backed Securities -- Asset-Backed Securities -- International Bonds -- Collateralized Borrowing and Short-Term Investments -- Tax Treatment -- Introduction to Fixed Income Portfolio Management -- Overview of Fixed Income Portfolio Strategies. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16.

1883249201


Fixed-income securities.

332.632 / FAF
Last Updated on September 15, 2019
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