Product Information
A reference guide for information on fixed income securities. This edition has new chapters on derivatives, structured finance and international markets and more emphasis on applied material for the time-pressed practitioner.Product Identifiers
PublisherMcGraw-Hill Companies, T.H.E.
ISBN-100071358056
ISBN-139780071358057
eBay Product ID (ePID)1709622
Product Key Features
Edition6
Book TitleHandbook of Fixed Income Securities
Number of Pages1373 Pages
LanguageEnglish
Publication Year2000
TopicInvestments & Securities / Bonds, Finance / General, Investments & Securities / Mutual Funds, Investments & Securities / General
IllustratorYes
GenreBusiness & Economics
TypeTextbook
AuthorFrank J. Fabozzi
Dimensions
Item Height2.2 in
Item Weight62.4 Oz
Item Length9.2 in
Item Width6.3 in
Additional Product Features
Dewey Edition20
Lccn00-035484
Target AudienceCollege Audience
Dewey Decimal332.63/2044
Lc Classification NumberHg4651.H265 2001
Table of ContentPart 1: Background. Background. Chapter 1: Overview of the Types and Features of Fixed Income Securities. Chapter 2: Risks Associated with Investing in Fixed Income Securities. Chapter 3: A Review of the Time Value of Money. Chapter 4: Bond Pricing and Return Measures. Chapter 5: Measuring Interest Rate Risk. Chapter 6: The Sturcture of Interest Rates. Chapter 7: Bond Market Indexes. Part 2: Government and Private Debt Obligations. Chapter 8: U.S. Treasury and Agency Securities. Chapter 9: Municipal Bonds. Chapter 10: Private Money Market Instruments. Chapter 11: Corporate Bonds. Chapter 12: Medium-Term Notes. Chapter 13: Inflation-Indexed Bonds (Tips). Chapter 14: Floating-Rate Securities. Chapter 15: Nonconvertible Preferred Stock. Chapter 16: International Bond Markets and Instruments. Chapter 17: Brady Bonds. Chapter 18: Stable Value Investments. Part 3: Credit Analysis. Chapter 19: Credit Analysis for Corporate Bonds. Chapter 20: Credit Considerations in Evaluating High-yield Bonds. Chapter 21: Investing in Chapter 11 and Other Distressed Companies. Chapter 22: Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds. Chapter 23: High-Yield Analysis of Emerging Markets Debt. Part 4: Mortgage-Backed and Asset-Backed Securities. Chapter 24: Mortgages and Overview of Mortgage-Backed Securities. Chapter 25: Mortgage Pass-Throughs. Chapter 26: Collateralized Mortgage Obligations. Chapter 27: Nonagency CMOs. Chapter 28: Commercial Mortgage-Backed Securities. Chapter 29: Securities Backed by Automobile Loans. Chapter 30: Securities Backed by Closed-End Home Equity Loans. Chapter 31: Securities Backed by Manufactured Housing Loans. Chapter 32: Securities Backed by Credit Card Receivables. Part 5: Fixed Income Analytics and Modeling. Chapter 33: Characteristics of and Strategies with Callable Securities. Chapter 34: Valuation of Bonds with Embedded Options. Chapter 35: Valuation of CMOs. Chapter 36: Fixed Income Risk Modeling. Chapter 37: OAS and Effective Duration. Chapter 38: Evaluation Amortizing ABS: A Primer on Static Spread. Part 6: Portfolio Management. Chapter 39: Bond Management: Past, Current, and Future. Chapter 40: The Active Decisions in the Selection of Passive Management and Performance Bogeys. Chapter 41: Managing Indexed and Enhanced Indexed Bond Portfolios. Chapter 42: Global Corporate Bond Portfolio Management. Chapter 43: Management of a High-Yield Bond Portfolio. Chapter 44: Bond Immunization: An Asset/Liability Optimization Strategy. Chapter 45: Dedicated Bond Portfolios. Chapter 46: Managing Market Risk Proactively at Long-Term Investment Funds. Chapter 47: Improving Insurance company Portfolio Returns. Chapter 48: International Bond Investing and Portfolio Management. Chapter 49: International Fixed Income Investing: Theory and Practice. Part 7: Equity-Linked Securities and Their Valuation. Chapter 50: Convertible Securities and Their Investment Characterics. chapter 51: Convertible Securities and Their Valuation. Part 8: Derivative Instruments and Their Portfolio Management Applications. Chapter 52: Introduction to Interest-Rate Futures and Options Contracts. Chapter 53: Pricing Futures and Portfolio Applications. Chapter 54: Treasury Bond Futures Mechanics and Basis Valuation. Chapter 55: The Basics of Interest-Rate Options. Chapter 56: Controlling Interest Rate Risk and Futures and Options. Chapter 57: Interest-Rate Swaps. Chapter 58: Interest-Rate Caps and Floors and Compound Options.