Frank J. Fabozzi

Fixed Income Analysis, Workbook

• Broschiertes Buch

Produktbeschreibung

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.

Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.

If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:
The risks associated with investing in fixed income securities
The fundamentals of valuation and interest rate risk
The features of structured products--such as mortgage-backed securities and asset-backedsecurities
The principles of credit analysis
The valuation of fixed income securities with embedded options

Produktdetails

• The CFA Institute Series
• Verlag: Wiley & Sons
• 2. Aufl. 2007.
• Erscheinungstermin: März 2007
• Englisch
• Gewicht: 620g
• ISBN-13: 9780470069196
• ISBN-10: 0470069198
• Artikelnr.: 21155011

Autorenporträt

Frank J. Fabozzi, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.

Inhaltsangabe

PART I: Learning Outcomes, Summary Overview, and Problems.
CHAPTER 1: Features of Debt Securities.
CHAPTER 2: Risks Associated with Investing in Bonds.
CHAPTER 3: Overview of Bond Sectors and Instruments.
CHAPTER 4: Understanding Yield Spreads.
CHAPTER 5: Introduction to the Valuation of Debt Securities.
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates.
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk.
CHAPTER 8: Term Structure and Volatility of Interest Rates.
CHAPTER 9: Valuing Bonds with Embedded Options.
CHAPTER 10: Mortgage-Backed Sector of the BondMarket.
CHAPTER 11: Asset-Backed Sector of the BondMarket.
CHAPTER 12: ValuingMortgage-Backed and Asset-Backed Securities.
CHAPTER 13: Interest Rate Derivative Instruments.
CHAPTER 14: Valuation of Interest Rate Derivative Instruments.
CHAPTER 15: General Principles of Credit Analysis.
CHAPTER 16: Introduction to Bond Portfolio Management.
CHAPTER 17: Measuring a Portfolio's Risk Profile.
CHAPTER 18: Managing Funds Against a Bond Market Index.
CHAPTER 19: Portfolio Immunization and Cash Flow Matching.
CHAPTER 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management.
CHAPTER 21: International Bond Portfolio Management.
CHAPTER 22: Controlling Interest Rate Risk with Derivatives.
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value.
CHAPTER 24: Credit Derivatives in Bond Portfolio Management.

PART II: CHAPTER 1: Features of Debt Securities.
CHAPTER 2: Risks Associated with Investing in Bonds.
CHAPTER 3: Overview of Bond Sectors and Instruments.
CHAPTER 4: Understanding Yield Spreads.
CHAPTER 5: Introduction to the Valuation of Debt Securities.
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates.
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk.
CHAPTER 8: Term Structure and Volatility of Interest Rates.
CHAPTER 9: Valuing Bonds with Embedded Options.
CHAPTER 10: Mortgage-Backed Sector of the Bond Market.
CHAPTER 11: Asset-Backed Sector of the BondMarket.
CHAPTER 12: ValuingMortgage-Backed and Asset-Backed Securities.
CHAPTER 13: Interest Rate Derivative Instruments.
CHAPTER 14: Valuation of Interest Rate Derivative Instruments.
CHAPTER 15: General Principles of Credit Analysis.
CHAPTER 16: Introduction to Bond Portfolio Management.
CHAPTER 17: Measuring a Portfolio's Risk Profile.
CHAPTER 18: Managing Funds Against a Bond Market Index.
CHAPTER 19: Portfolio Immunization and Cash Flow Matching.
CHAPTER 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management.
CHAPTER 21: International Bond Portfolio Management.
CHAPTER 22: Controlling Interest Rate Risk with Derivatives.
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value.
CHAPTER 24: Credit Derivatives in Bond Portfolio Management.

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