Bond Markets: Analysis and Strategies - Softcover

Fabozzi, Frank J.; Fabozzi, T.Dessa

Softcover

ISBN 10: 0130322105 ISBN 13: 9780130322104

Publisher: Pearson Education (US), 1993

Synopsis

Good: A copy that has been read, but remains in clean condition. All pages are intact, and the cover is intact (including dust cover, if applicable). The spine may show signs of wear. Pages can include limited notes and highlighting, and the copy can include "From the library of" labels.Some of our books may have slightly worn corners, and minor creases to the covers. Please note the cover may sometimes be different to the one shown.

About this title

Product Description

Aiming to provide a complete overview of the fixed income markets, this book is a detailed treatment of bond market instruments to control interest rate risks, analytical tools, and portfolio strategies. It includes mortgage-backed securities and discusses active portfolio strategies and structured portfolio strategies.

From the Back Cover

Bond Markets, Analysis, and Strategies, Fifth Edition, takes a practical real-world approach to bond investing and includes a detailed discussion of each type of bond and interest rate derivative instrument. The text features a comprehensive discussion of not only the investment instruments, but also their speculative characteristics, the state-of-the-art technology for valuing them, techniques for quantifying interest rate risk, and the portfolio strategies for using them. These strategies include active strategies and structured portfolio strategies.

In the fifth edition, there are three new chapters:

• "Commercial Mortgage-Backed Securities"
• "Collateralized Debt Obligations"
• "Credit Derivatives"

There are major revisions to two chapters: "Treasury and Agency Securities Markets" and "Non-U.S. Bonds." In addition, there is expanded coverage of the factors considered by rating agencies in rating corporate bonds, asset classes securitized, tracking error and active portfolio strategies, and the valuation of interest rate swaps and caps/floors.

Edition details

• Publisher: Pearson Education (US)
• Publication date: 1993
• ISBN 10: 0130322105
• ISBN 13: 9780130322104
• Binding: Paperback
• Language: English
• Edition number: 2
• Number of pages: 500