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003 BD-DhUL
005 20160517181245.0
008 100709s2007 njua b 001 0 eng
010 _a 2010455341
015 _aGBA685650
_2bnb
015 _aGBA685650
_2dnb
016 7 _a013572697
_2Uk
020 _a047005221X (cloth)
020 _a9780470052211 (cloth)
020 _a9780470069196 (pbk.)
020 _a0470069198 (pbk.)
035 _a(OCoLC)ocm86083234
040 _cBD-DhUL
_dBD-DhUL
042 _apcc
050 0 0 _aHG4650
_b.F329 2007
082 _a332.6323
_bFAF
100 1 _aFabozzi, Frank J.
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.
300 _axxix, 733 p. :
_bill. ;
_c26 cm.
440 0 _aCFA Institute investment series
500 _aFully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
504 _aIncludes bibliographical references and index.
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.
650 0 7 _aFestverzinsliches Wertpapier.
_2swd
700 1 _aAnson, Mark Jonathan Paul.
700 1 _aFabozzi, Frank J.
_tFixed income analysis for the chartered financial analyst program.
710 2 _aCFA Institute.
830 0 _aCFA Institute investment series.
942 _2ddc
_cBK
955 _bxj01 2010-07-09 z-processor
999 _c66935
_d66935