Bond Markets, Analysis, and Strategies, tenth edition by Frank J. Fabozzi (Engli

Description: Bond Markets, Analysis, and Strategies, tenth edition by Frank J. Fabozzi, Francesco A. Fabozzi "An upper-level undergraduate/graduate finance textbook"-- FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy.The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy.This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a clients objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised.The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk. Author Biography Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at EDHEC Business School, Princeton, MIT, NYU, and Carnegie Mellon. He is the author of Capital Markets (fifth edition, MIT Press) and Entrepreneurial Finance and Accounting for High-Tech Companies (MIT Press) and coauthor of Foundations of Global Financial Markets and Institutions. Francesco A. Fabozzi is Managing Editor of the Journal of Financial Data Science, coauthor of two books on asset management, and a doctoral student in data science at Stevens Institute of Technology. Table of Contents Preface ixAcknowledgments xi1 Introduction 12 Pricing of Bonds 193 Measuring Yield 454 Bond Price Volatility 715 The Theory and History of Interest Rates 1096 Factors Affecting Bond Yields and the Term Structure of Interest Rates 1257 Treasury and Federal Agency Securities 1618 Corporate Debt Instruments 1759 Municipal Securities 20910 International Bonds 22911 Residential Mortgage Loans 25912 Agency Mortgage Pass-Through Securities 27313 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities 30714 Nonagency Residential Mortgage-Backed Securities 34915 Commercial Mortgage Loans and Commercial Mortgage-Backed Securities 36516 Asset-Backed Securities 37917 Collective Investment Vehicles 40318 Liquidity and Trading of Credit/Spread Products 42319 Analysis of Bonds with Embedded Options 44520 Analysis of Residential Mortgage-Backed Securities 47721 Analysis of Convertible Bonds 51122 Corporate Bond Credit Analysis 53123 Credit Risk Modeling 56124 Bond Portfolio Management Strategies 58325 Bond Portfolio Construction 62926 Managing a Corporate Bond Portfolio 66127 Liability-Driven Investing for Defined Benefit Pension Plans 69328 Bond Performance Measurement and Evaluation 71329 Interest-Rate Futures Contracts 73130 Interest-Rate Options 77531 Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors 81932 Credit Default Swaps 857Appendix: The Investment Management Agreement 881Index 891 Details ISBN026204627X Author Francesco A. Fabozzi Language English Year 2021 ISBN-10 026204627X ISBN-13 9780262046275 Format Hardcover Publication Date 2021-12-07 Imprint MIT Press Country of Publication United States AU Release Date 2021-12-07 NZ Release Date 2021-12-07 US Release Date 2021-12-07 UK Release Date 2021-12-07 Pages 880 Publisher MIT Press Ltd Illustrations 52 figures DEWEY 332.6323 Audience General We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:141685678;

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