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Fixed Income Analysis, 2e


ISBN13: 978-0-470-05221-1|Hardback|768 pages| ©2007|Price:NT$1380

Frank J. Fabozzi, Yale University's School of Management

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.
Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.
If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include:
*The risks associated with investing in fixed income securities
*The fundamentals of valuation and interest rate risk
*The features of structured products--such as mortgage-backed securities and asset-backed securities
*The principles of credit analysis
*The valuation of fixed income securities with embedded options

Table of Contents ( Detail )
1: Features of Debt Securities.
2: Risks Associated with Investing in Bonds.
3: Overview of Bond Sectors and Instruments.
4: Understanding Yield Spreads.
5: Introduction to the Valuation of Debt Securities.
6: Yield Measures, Spot Rates, and Forward Rates.
7: Introduction to the Measurement of Interest Rate Risk.
8: Term Structure and Volatility of Interest Rates.
9: Valuing Bonds with Embedded Options.
10: Mortgage-Backed Sector of the Bond Market.
11: Asset-Backed Sector of the BondMarket.
12: ValuingMortgage-Backed and Asset-Backed Securities.
13: Interest Rate Derivative Instruments.
14: Valuation of Interest Rate Derivative Instruments.
15: General Principles of Credit Analysis.
16: Introduction to Bond Portfolio Management.
17: Measuring a Portfolio’s Risk Profile.
18: Managing Funds against a Bond Market Index.
19: Portfolio Immunization and Cash Flow Matching.
20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management
21: International Bond Portfolio Management
22: Controlling Interest Rate Risk with DerivativesCHAPTER
23: HedgingMortgage Securities to Capture Relative Value
24: Credit Derivatives in Bond Portfolio Management