Bond markets, analysis, and strategies /
by Fabozzi, Frank J.
Material type:
BookPublisher: Boston : Pearson, c2013Edition: Glabal edi.Description: x, 733 p. : ill. ; 26 cm.ISBN: 9780132743549; 013274354X.Subject(s): Bonds | Investment analysis | Portfolio management | Bond market| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Dhaka University Library General Stacks | Non Fiction | 332.6323 FAB (Browse shelf) | 1 | Available | 479173 |
Browsing Dhaka University Library Shelves , Shelving location: General Stacks , Collection code: Non Fiction Close shelf browser
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| 332.6323 COG Government bonds / | 332.6323 COH Hedging interest-rate exposures / | 332.6323 COI Interest-rate options / | 332.6323 FAB Bond markets, analysis, and strategies / | 332.6323 FAB Bond markets, analysis and strategies / | 332.6323 FAF Fixed income analysis / | 332.6323 INN Innovations in bond portfolio management : |
Includes index.
Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps.
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