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CFA Institute Investment Series: Fixed Income Analysis by Frank J. Fabozzi, 2019
Condition:
“Like new condition. Book: Binding tight. No edge wear. Silver imprinting on spine in excellent ”... Read moreabout condition
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US $5.75
ApproximatelyPHP 336.49
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Located in: Milwaukee, Wisconsin, United States
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Estimated between Thu, 13 Jun and Mon, 17 Jun to 43230
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Item specifics
- Condition
- Like New
- Seller Notes
- Personalize
- No
- Signed
- No
- Book Series
- Cfa Institute Investment Ser.
- Ex Libris
- No
- Narrative Type
- Nonfiction
- Personalized
- No
- Original Language
- English
- Country/Region of Manufacture
- United States
- Intended Audience
- Adults
- Inscribed
- No
- Edition
- 2
- Vintage
- No
- ISBN
- 9780470052211
- Book Title
- Fixed Income Analysis
- Item Length
- 10.3 in
- Publisher
- Wiley & Sons, Incorporated, John
- Publication Year
- 2007
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.6 in
- Features
- Revised
- Genre
- Business & Economics
- Topic
- Investments & Securities / General
- Item Width
- 7.5 in
- Item Weight
- 0 Oz
- Number of Pages
- 768 Pages
About this product
Product Information
In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
047005221x
ISBN-13
9780470052211
eBay Product ID (ePID)
9038286984
Product Key Features
Book Title
Fixed Income Analysis
Edition
2
Format
Hardcover
Language
English
Features
Revised
Topic
Investments & Securities / General
Publication Year
2007
Book Series
Cfa Institute Investment Ser.
Illustrator
Yes
Genre
Business & Economics
Number of Pages
768 Pages
Dimensions
Item Length
10.3 in
Item Height
1.6 in
Item Width
7.5 in
Item Weight
0 Oz
Additional Product Features
Intended Audience
Trade
Series Volume Number
6
Lc Classification Number
Hg4650
Edition Description
Revised Edition
Table of Content
Foreword. Acknowledgments. Introduction. Note on Rounding Differences. CHAPTER 1: Features of Debt Securities. I. Introduction. II. Indenture and Covenants. III. Maturity. IV. Par Value. V. Coupon Rate. VI. Provisions for Paying Off Bonds. VII. Conversion Privilege. VIII. Put Provision. IX. Currency Denomination. X. Embedded Options. XI. Borrowing Funds to Purchase Bonds. CHAPTER 2: Risks Associated with Investing in Bonds. I. Introduction. II. Interest Rate Risk. III. Yield Curve Risk. IV. Call and Prepayment Risk. V. Reinvestment Risk. VI. Credit Risk. VII. Liquidity Risk. VIII. Exchange Rate or Currency Risk. IX. Inflation or Purchasing Power Risk. X. Volatility Risk. XI. Event Risk. XII. Sovereign Risk. CHAPTER 3: Overview of Bond Sectors and Instruments. I. Introduction. II. Sectors of the Bond Market. III. Sovereign Bonds. IV. Semi-Government/Agency Bonds. V. State and Local Governments. VI. Corporate Debt Securities. VII. Asset-Backed Securities. VIII. Collateralized Debt Obligations. IX. Primary Market and Secondary Market for Bonds. CHAPTER 4: Understanding Yield Spreads. I. Introduction. II. Interest Rate Determination. III. U.S. Treasury Rates. IV. Yields on Non-Treasury Securities. V. Non-U.S. Interest Rates. VI. Swap Spreads. CHAPTER 5: Introduction to the Valuation of Debt Securities. I. Introduction. II. General Principles of Valuation. III. Traditional Approach to Valuation. IV. The Arbitrage-Free Valuation Approach. V. Valuation Models. CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates. I. Introduction. II. Sources of Return. III. Traditional Yield Measures. IV. Theoretical Spot Rates. V. Forward Rates. CHAPTER 7: Introduction to the Measurement of Interest Rate Risk. I. Introduction. II. The Full Valuation Approach. III. Price Volatility Characteristics of Bonds. IV. Duration. V. Convexity Adjustment. VI. Price Value of a Basis Point. VII. The Importance of Yield Volatility. CHAPTER 8: Term Structure and Volatility of Interest Rates. I. Introduction. II. Historical Look at the Treasury Yield Curve. III. Treasury Returns Resulting from Yield Curve Movements. IV. Constructing the Theoretical Spot Rate Curve for Treasuries. V. The Swap Curve (LIBOR Curve). VI. Expectations Theories of the Term Structure of Interest Rates. VII. Measuring Yield Curve Risk. VIII. Yield Volatility and Measurement. CHAPTER 9: Valuing Bonds with Embedded Options. I. Introduction. II. Elements of a Bond Valuation Model. III. Overview of the Bond Valuation Process. IV. Review of How to Value an Option-Free Bond. V. Valuing a Bond with an Embedded Option Using the Binomial Model. VI. Valuing and Analyzing a Callable Bond. VII. Valuing a Putable Bond. VIII. Valuing a Step-Up Callable Note. IX. Valuing a Capped Floater. X. Analysis of Convertible Bonds. CHAPTER 10: Mortgage-Backed Sector of the Bond Market. I. Introduction. II. Residential Mortgage Loans. III. Mortgage Passthrough Securities. IV. Collateralized Mortgage Obligations. V. Stripped Mortgage-Backed Securities. VI. Nonagency Residential Mortgage-Backed Securities. VII. Commercial Mortgage-Backed Securities. CHAPTER 11: Asset-Backed Sec
Copyright Date
2007
Lccn
2006-052818
Dewey Decimal
332.63/23
Dewey Edition
22
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Milwaukee, Wisconsin, United States
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