Voir iotafinance en FrançaisYou are viewing the English version of iotafinance.comIotafinance auf Deutsch sehen
Icon for the financial resource section

The Handbook of Fixed Income Securities

Authors :
Frank J. FABOZZI, Stephen V. MANN
Editor :
McGraw Hill
Year :
2012
Pages :
1840
For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks.

Contents

  • Part One - Background
    • Chapter 1 - Overview of the Types and Features of Fixed Income Securities
    • Chapter 2 - Risks Associated with Investing in Fixed Income Securities
    • Chapter 3 - Bond Market Indexes
    • Chapter 4 - Electronic Trading for Fixed Income Markets
    • Chapter 5 - Macro-Economic Dynamics and the Corporate Bond Market
    • Chapter 6 - Bond Pricing, Yield Measures, and Total Return
    • Chapter 7 - Measuring Interest-Rate Risk
    • Chapter 8 - The Structure of Interest Rates
  • Part Two - Government Securities And Corporate Debt Obligations
    • Chapter 9 - U.S. Treasury Securities
    • Chapter 10 - Agency Debt Securities
    • Chapter 11 - Municipal Bonds
    • Chapter 12 - Corporate Bonds
    • Chapter 13 - Leveraged Loans
    • Chapter 14 - Convertible Securities and Their Investment Application
    • Chapter 15 - Structured Notes and Credit-Linked Notes
    • Chapter 16 - Private Money Market Instruments
    • Chapter 17 - Floating-Rate Securities
    • Chapter 18 - Inflation-Linked Bonds
    • Chapter 19 - International Bond Markets and Instruments
    • Chapter 20 - Emerging Markets Debt
    • Chapter 21 - Fixed Income Exchange Traded Funds
    • Chapter 22 - Covered Bonds
    • Chapter 23 - Nonconvertible Preferred Stock
  • Part three - Securitized Products
    • Chapter 24 - An Overview of Mortgages and the Mortgage Market
    • Chapter 25 - Agency Mortgage-Backed Securities
    • Chapter 26 - Agency Collateralized Mortgage Obligations
    • Chapter 27 - The Effect of Agency CMO PAC Bond Features on Performance
    • Chapter 28 - Agency CMO Z-Bonds
    • Chapter 29 - Support Bonds with Schedules in Agency CMO Deals
    • Chapter 30 - Stripped Mortgage-Backed Securities
    • Chapter 31 - Nonagency Residential Mortgage-Backed Securities
    • Chapter 32 - Commercial Mortgage-Backed Securities
    • Chapter 33 - Credit Card Asset-Backed Securities
    • Chapter 34 - Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans
    • Chapter 35 - Collateralized Loan Obligations
  • Part four - Term Structure Of Interest Rates
    • Chapter 36 - Overview of Forward Rate Analysis
    • Chapter 37 - A Framework for Analyzing Yield-Curve Trades
    • Chapter 38 - Empirical Yield-Curve Dynamics and Yield-Curve Exposure
    • Chapter 39 - Term Structure Modeling with No-Arbitrage Interest Rate Models
  • Part five - Valuation Modeling
    • Chapter 40 - Valuation of Bonds with Embedded Options
    • Chapter 41 - Valuation of Agency Mortgage-Backed Securities
    • Chapter 42 - Convertible Securities: Their Structures, Valuation, and Trading
  • Part six - Credit Risk
    • Chapter 43 - Credit Analysis for Corporate Bonds
    • Chapter 44 - The Credit Analysis of Municipal General Obligation and Revenue Bonds
    • Chapter 45 - Credit-Risk Modeling
  • Part seven - Multifactor Risk Models
    • Chapter 46 - Introduction to Multifactor Risk Models in Fixed Income and Their Applications
    • Chapter 47 - Analyzing Risk from Multifactor Fixed Income Models
    • Chapter 48 - Hedging Interest-Rate Risk with Term-Structure Factor Models
  • Part eight - Bond Portfolio Management
    • Chapter 49 - Introduction to Bond Portfolio Management
    • Chapter 50 - Quantitative Management of Benchmarked Portfolios
    • Chapter 51 - Global Credit Bond Portfolio Management
    • Chapter 52 - Elements of Managing a High-Yield Bond Portfolio
    • Chapter 53 - International Bond Portfolio Management
    • Chapter 54 - Fixed Income Transition Management
    • Chapter 55 - Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure
    • Chapter 56 - Investing in Distressed Structured Credit Securities
    • Chapter 57 - Hedge Fund Fixed Income Strategies
    • Chapter 58 - Financing Positions in the Bond Market
  • Part nine - Derivatives
    • Chapter 59 - Introduction to Interest-Rate Futures and Options Contracts
    • Chapter 60 - Pricing Futures and Portfolio Applications
    • Chapter 61 - Controlling Interest-Rate Risk with Futures and Options
    • Chapter 62 - Interest-Rate Swaps and Swaptions
    • Chapter 63 - The Valuation of Interest-Rate Swaps and Swaptions
    • Chapter 64 - The Basics of Interest-Rate Options
    • Chapter 65 - Interest-Rate Caps and Floors
    • Chapter 66 - Credit Derivatives
    • Chapter 67 - Credit Derivative Valuation and Risk
    • Chapter 68 - Hedging Tail Risk
  • Part ten - Performance Evaluation And Return Attribution Analysis
    • Chapter 69 - Principles of Performance Attribution
    • Chapter 70 - Performance Attribution for Portfolios of Fixed Income Securities
    • Chapter 71 - Advanced Topics in Performance Attribution
  • Appendix
    • Methodology for Calculating Currency Exposures in Bond Portfolios and Indexes

This book available here:

Amazon US

This book available here:

Amazon France

This book available here:

Amazon UK

This book available here:

Amazon Germany