TY  - BOOK
AU  - Fabozzi,Frank J.
TI  - Bond markets, analysis, and strategies
SN  - 9780136099741 (pbk.)
U1  - 332.6323 22
PY  - 2010///
CY  - Boston, Mass., Hong Kong
PB  - Pearson
KW  - Bonds
KW  - Investment analysis
KW  - Portfolio management
KW  - Bond market
N1  - Previous ed.: Upper Saddle River, N.J. : Pearson Prentice Hall, 2007; Includes bibliographical references and index; Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Active bond portfolio management strategies -- Indexing -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit derivatives
ER  -