Bond Markets, Analysis, and Strategies - Couverture rigide

Fabozzi, Frank J.

 
9780136078975: Bond Markets, Analysis, and Strategies

Synopsis

For students enrolled in Fixed Income Securities Courses or Bond Markets Courses

Learn how to assess and invest in bonds with this best-selling text.

Fabozzi's Bond Markets is the most applied book on the market.  It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory.

The new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.

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 students enrolled in Fixed Income Securities Courses or Bond Markets Courses

Learn how to assess and invest in bonds with this best-selling text.

Fabozzi's Bond Markets is the most applied book on the market.  It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory.

The new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.

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

Autres éditions populaires du même titre