000 02018cam a22003374a 4500
001 16887850
003 BD-DhUL
005 20160517181723.0
008 110725s2013 xxua 001 0 eng
010 _a 2011031156
020 _a9780132743549
020 _a013274354X
035 _a(OCoLC)ocn743040642
040 _cBD-DhUL
_dBD-DhUL
042 _apcc
050 0 0 _aHG4651
_b.F28 2013
082 _a332.6323
_bFAB
100 1 _aFabozzi, Frank J.
245 1 0 _aBond markets, analysis, and strategies /
_cFrank J. Fabozzi.
250 _aGlabal edi.
260 _aBoston :
_bPearson,
_cc2013.
300 _ax, 733 p. :
_bill. ;
_c26 cm.
500 _aIncludes index.
505 0 _aIntroduction -- 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.
650 0 _aBonds.
650 0 _aInvestment analysis.
650 0 _aPortfolio management.
650 0 _aBond market.
942 _2ddc
_cBK
955 _bxj10 2011-07-25
_ixj10 2011-07-25 telework to DEWEY
_axe14 2012-04-19 1 copy rec'd., to CIP ver.
999 _c66946
_d66946