Articles liés à Bond Markets, Analysis and Strategies

Bond Markets, Analysis and Strategies - Couverture rigide

Fabozzi, Frank J.; Fabozzi, T.Dessa

 
9780130874795: Bond Markets, Analysis and Strategies
Couverture rigide
ISBN 10 : 0130874795 ISBN 13 : 9780130874795
Editeur : Pearson Education (US), 1992

Synopsis

Book by Fabozzi Frank J

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Quatrième de couverture

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.

Présentation de l'éditeur

For undergraduate or graduate-level courses in Bonds and Investments, and other upper-level college courses in Economics or Finance that focus on bond markets.

This comprehensive textbook on bonds takes a practical real-world approach to the subject. It contains detailed presentations of each type of bond and includes a wide range of products. Extensive discussions include not only the instruments, but also their investment characteristics, the state-of-the art technology for valuing them, and portfolio strategies for using them.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Pearson Education (US)
Date d'édition
1992
Langue
anglais
ISBN 10 
0130874795
ISBN 13 
9780130874795
Reliure
Relié
Numéro d'édition
2
Nombre de pages
500
Coordonnées du fabricant
non disponible
Personne responsable
non disponible