Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at Yale, MIT, Princeton, NYU, and Carnegie Mellon. He is the author of Bond Markets, Analysis, and Strategies (tenth edition) and Capital Markets (fifth edition), among other books.
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Chapter 1 Introduction Chapter 2: Interest Rates Chapter 3: U.S. Treasury and Agency Debt Chapter 4: U.S. Municipal Securities Chapter 5: Corporate Debt Instruments Chapter 6: Equity-Related Corporate Debt Chapter 7: Money Market Instruments Chapter 8: Residential Real Estate-Backed Debt Chapter 9: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities Chapter 10: Asset-Backed Securities Chapter 11: Non-U.S. Debt Markets Chapter 12 Collective Investment Vehicles Chapter 13: Cash Flow of Debt Instruments Chapter 14: Valuation of Debt Instruments Chapter 15: Yield and Spread Measures and Total Return Chapter 16: Measuring Interest Rate Risk Chapter 17: Analysis of The Yield Curve Chapter 18: Traditional Credit Analysis and Credit Risk Modeling Chapter 19: Trading of Debt Instruments Chapter 20: Portfolio Strategies Chapter 21: Constructing A Debt Portfolio Chapter 22: Controlling Interest-Rate Risk with Interest-Rate Futures, Forwards, And Swaps Chapter 23: Controlling Credit Risk with Credit Default Swaps Chapter 24: Bond Performance Measurement And Evaluation
