Zum Hauptinhalt springen
Dekorationsartikel gehören nicht zum Leistungsumfang.
Bond Markets, Analysis, and Strategies, tenth edition
Buch von Francesco A. Fabozzi (u. a.)
Sprache: Englisch

171,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:
Beschreibung
"An upper-level undergraduate/graduate finance textbook"--
"An upper-level undergraduate/graduate finance textbook"--
Über den Autor
Frank J. Fabozzi and Francesco A. Fabozzi
Inhaltsverzeichnis
Preface ix
Acknowledgments xi
1 Introduction 1
2 Pricing of Bonds 19
3 Measuring Yield 45
4 Bond Price Volatility 71
5 The Theory and History of Interest Rates 109
6 Factors Affecting Bond Yields and the Term Structure of Interest Rates 125
7 Treasury and Federal Agency Securities 161
8 Corporate Debt Instruments 175
9 Municipal Securities 209
10 International Bonds 229
11 Residential Mortgage Loans 259
12 Agency Mortgage Pass-Through Securities 273
13 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities 307
14 Nonagency Residential Mortgage-Backed Securities 349
15 Commercial Mortgage Loans and Commercial Mortgage-Backed Securities 365
16 Asset-Backed Securities 379
17 Collective Investment Vehicles 403
18 Liquidity and Trading of Credit/Spread Products 423
19 Analysis of Bonds with Embedded Options 445
20 Analysis of Residential Mortgage-Backed Securities 477
21 Analysis of Convertible Bonds 511
22 Corporate Bond Credit Analysis 531
23 Credit Risk Modeling 561
24 Bond Portfolio Management Strategies 583
25 Bond Portfolio Construction 629
26 Managing a Corporate Bond Portfolio 661
27 Liability-Driven Investing for Defined Benefit Pension Plans 693
28 Bond Performance Measurement and Evaluation 713
29 Interest-Rate Futures Contracts 731
30 Interest-Rate Options 775
31 Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors 819
32 Credit Default Swaps 857
Appendix: The Investment Management Agreement 881
Index 891
Details
Erscheinungsjahr: 2021
Fachbereich: Einzelne Wirtschaftszweige
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780262046275
ISBN-10: 026204627X
Sprache: Englisch
Einband: Gebunden
Autor: Fabozzi, Francesco A.
Fabozzi, Frank J.
Hersteller: MIT Press Ltd
Verantwortliche Person für die EU: Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 254 x 208 x 38 mm
Von/Mit: Francesco A. Fabozzi (u. a.)
Erscheinungsdatum: 07.12.2021
Gewicht: 1,86 kg
Artikel-ID: 120175572
Über den Autor
Frank J. Fabozzi and Francesco A. Fabozzi
Inhaltsverzeichnis
Preface ix
Acknowledgments xi
1 Introduction 1
2 Pricing of Bonds 19
3 Measuring Yield 45
4 Bond Price Volatility 71
5 The Theory and History of Interest Rates 109
6 Factors Affecting Bond Yields and the Term Structure of Interest Rates 125
7 Treasury and Federal Agency Securities 161
8 Corporate Debt Instruments 175
9 Municipal Securities 209
10 International Bonds 229
11 Residential Mortgage Loans 259
12 Agency Mortgage Pass-Through Securities 273
13 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities 307
14 Nonagency Residential Mortgage-Backed Securities 349
15 Commercial Mortgage Loans and Commercial Mortgage-Backed Securities 365
16 Asset-Backed Securities 379
17 Collective Investment Vehicles 403
18 Liquidity and Trading of Credit/Spread Products 423
19 Analysis of Bonds with Embedded Options 445
20 Analysis of Residential Mortgage-Backed Securities 477
21 Analysis of Convertible Bonds 511
22 Corporate Bond Credit Analysis 531
23 Credit Risk Modeling 561
24 Bond Portfolio Management Strategies 583
25 Bond Portfolio Construction 629
26 Managing a Corporate Bond Portfolio 661
27 Liability-Driven Investing for Defined Benefit Pension Plans 693
28 Bond Performance Measurement and Evaluation 713
29 Interest-Rate Futures Contracts 731
30 Interest-Rate Options 775
31 Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors 819
32 Credit Default Swaps 857
Appendix: The Investment Management Agreement 881
Index 891
Details
Erscheinungsjahr: 2021
Fachbereich: Einzelne Wirtschaftszweige
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780262046275
ISBN-10: 026204627X
Sprache: Englisch
Einband: Gebunden
Autor: Fabozzi, Francesco A.
Fabozzi, Frank J.
Hersteller: MIT Press Ltd
Verantwortliche Person für die EU: Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 254 x 208 x 38 mm
Von/Mit: Francesco A. Fabozzi (u. a.)
Erscheinungsdatum: 07.12.2021
Gewicht: 1,86 kg
Artikel-ID: 120175572
Sicherheitshinweis

Ähnliche Produkte

Ähnliche Produkte