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20211129101151.0 |
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191023t20121983nyua b 001 0 eng |
| 999 |
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|c 41595
|d 41595
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| 010 |
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|a 2011036389
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| 020 |
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|a 9780071768467 (alk. paper)
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| 020 |
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|a 0071768467 (alk. paper)
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| 020 |
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|a 9780071768474
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| 040 |
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|a DLC
|c DLC
|d DLC
|d BD-DhAAL
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| 042 |
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|a pcc
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| 050 |
0 |
0 |
|a HG4651
|b .H265 2012
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| 082 |
0 |
0 |
|a 332.632044
|2 23
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| 245 |
0 |
4 |
|a The handbook of fixed income securities /
|c edited by Frank J. Fabozzi ; with the assistance of Steven V. Mann.
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| 250 |
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|a Eight edition
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| 260 |
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|a New York :
|b McGraw-Hill,
|c c2012.
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| 300 |
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|a xxx, 1809 pages :
|b illustrations ;
|c 23 cm.
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
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|a PART ONE BACKGROUND --
Chapter 1 Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann --
Chapter 2 Risks Associated with Investing in Fixed Income Securities / Ravi F. Dattatreya, Frank J. Fabozzi, and Sergio M. Focardi --
Chapter 3 Bond Market Indexes / Frank K. Reilly and David J. Wright --
Chapter 4 Electronic Trading for Fixed Income Markets / Marshall Nicholson --
Chapter 5 Macro-Economic Dynamics and the Corporate Bond Market / Steven I. Dym --
Chapter 6 Bond Pricing, Yield Measures, and Total Return / Frank J. Fabozzi --
Chapter 7 Measuring Interest-Rate Risk / Frank J. Fabozzi [and others]. Chapter 8 The Structure of Interest Rates / Frank J. Fabozzi --
PART TWO GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS --
Chapter 9 U.S. Treasury Securities / Michael J. Fleming and Frank J. Fabozzi --
Chapter 10 Agency Debt Securities / Mark O. Cabana and Frank J. Fabozzi --
Chapter 11 Municipal Bonds / Sylvan G. Feldstein [and others] Chapter 12 Corporate Bonds / Frank J. Fabozzi, Steven V. Mann, and Adam B. Cohen --
Chapter 13 Leveraged Loans / Stephen J. Antczak, Frank J. Fabozzi, and Jung Lee --
Chapter 14 Convertible Securities and Their Investment Application / Jonathan L. Horne and Chris P. Dialynas. Chapter 15 Structured Notes and Credit-Linked Notes / John D. Finnerty and Rachael W. Park --
Chapter 16 Private Money Market Instruments / Frank J. Fabozzi and Steven V. Mann --
Chapter 17 Floating-Rate Securities / Frank J. Fabozzi and Steven V. Mann --
Chapter 18 Inflation-Linked Bonds / John B. Brynjolfsson --
Chapter 19 International Bond Markets and Instruments / Karthik Ramanathan --
Chapter 20 Emerging Markets Bebt / Jane Sachar Brauer --
Chapter 21 Fixed Income Exchange Traded Funds / Matthew Tucker and Stephen Laipply --
Chapter 22 Covered Bonds / Vinod Kothari --
Chapter 23 Nonconvertible Preferred Stock / Steven V. Mann --
PART THREE SECURITIZED PRODUCTS. Chapter 24 An Overview of Mortgages and the Mortgage Market / Anand K. Bhattacharya and William S. Berliner --
Chapter 25 Agency Mortgage-Backed Securities / Andrew Davidson, Anne Ching, and Eknath Belbase --
Chapter 26 Agency Collateralized Mortgage Obligations / Alexander Crawford --
Chapter 27 The Effect of Agency CMO PAC Bond Features on Performance / Linda Lowell --
Chapter 28 Agency CMO Z-Bonds / Linda Lowell --
Chapter 29 Support Bonds with Schedules in Agency CMO Deals / Linda Lowell --
Chapter 30 Stripped Mortgage-Backed Securities / Cyrus Mohebbi [and others] --
Chapter 31Nonagency Residential Mortgage-Backed Securities / Dapeng Hu and Robert Goldstein. Chapter 32 Commercial Mortgage-Backed Securities / Wayne M. Fitzgerald II and Mark D. Paltrowitz --
Chapter 33 Credit Card Asset-Backed Securities / John McElravey --
Chapter 34 Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans / John McElravey --
Chapter 35 Collateralized Loan Obligations / Frank J. Fabozzi --
PART FOUR TERM STRUCTURE OF INTEREST RATES --
Chapter 36 Overview of Forward Rate Analysis / Antti Ilmanen --
Chapter 37 A Framework for Analyzing Yield-Curve Trades / Antti Ilmanen --
Chapter 38 Empirical Yield-Curve Dynamics and Yield-Curve Exposure / Wesley Phoa. Chapter 39 Term Structure Modeling with No-Arbitrage Interest Rate Models / Gerald W. Buetow, Jr., and Brian J. Henderson --
PART FIVE VALUATION MODELING --
Chapter 40 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan --
Chapter 41 Valuation of Agency Mortgage-Backed Securities / Frank J. Fabozzi, Scott F. Richard, and Peter Ru --
Chapter 42 Convertible Securities: Their Structures, Valuation, and Trading / Mihir Bhattacharya --
PART SIX CREDIT RISK --
Chapter 43 Credit Analysis for Corporate Bonds / Martin Fridson, Frank J. Fabozzi, and Adam B. Cohen --
Chapter 44 The Credit Analysis of Municipal General Obligation and Revenue Bonds / Sylvan G. Geldstein, Alexander Grant, and David Ratner. Chapter 45 Credit-Risk Modeling / Tim Backshall, Kay Giesecke, and Lisa Goldberg --
PART SEVEN MULTIFACTOR RISK MODELS --
Chapter 46 Introduction to Multifactor Risk Models in Fixed Income and Their Applications / Anthony Lazanas [and others] --
Chapter 47 Analyzing Risk from Multifactor Fixed Income Models / Anthony Lazanas [and others] --
Chapter 48 Hedging Interest-Rate Risk with Term-Structure Factor Models / Lionel Martellini, Philippe Priaulet, and Frank J. Fabozzi --
PART EIGHT BOND PORTFOLIO MANAGEMENT --
Chapter49 Introduction to Bond Portfolio Management / Kenneth E. Volpert --
Chapter 50 Quantitative Management of Benchmarked Portfolios / Lev Dynkin [and others]. Chapter 51 Global Credit Bond Portfolio Management / Jack Malvey --
Chapter 52 Elements of Managing a High-Yield Bond Portfolio / Mark R. Shenkman and Nicholas R. Sarchese --
Chapter 53 International Bond Portfolio Management / Karthik Ramanathan, James M. Gerard, and Frank J. Fabozzi --
Chapter 54 Fixed Income Transition Management / Ananth Madhavan and Daniel Gallegos --
Chapter 55 Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure / Arik Ben Dor, Lev Dynkin, and Jay Hyman --
Chapter 56 Investing in Distressed Structured Credit Securities / Alfred Murata --
Chapter 57 Hedge Fund Fixed Imcome Strategies / Ellen Rachlin, Chris P. Dialynas, and Vineer Bhansali. Chapter 58 Financing Positions in the Bond Market / Frank J. Fabozzi and Steven V. Mann --
PART NINE DERIVATIVES --
Chapter 59 Introduction to Interest-Rate Futures and Options Contracts / Frank J. Fabozzi [and others] --
Chapter 60 Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts, and Bruce M. Collins --
Chapter 61 Controlling Interest-Rate Risk with Futures and Options / Fran k J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts --
Chapter 62 Interest-Rate Swaps and Swaptions / Fran k J. Fabozzi, Steven V. Mann, and Moorad Choudhry --
Chapter 63 The Valuation of Interest-Rate Swaps and Swaptions / Gerald W. Buetow and Brian J. Henderson. Chapter 64 The Basics of Interest-Rate Options / William J. Gartland and Nicholas C. Letica --
Chapter 65 Interest-Rate Caps and Floors / George L. Albota and Radu S. Tunaru --
Chapter 66 Credit Derivatives / Dominic O'Kane --
Chapter 67 Credit Derivative Valuation and Risk / Dominic O'Kane --
Chapter 68 Hedging Tail Risk / Stephen J. Antczak --
PART TEN PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS --
Chapter 69 Principles of Performance Attribution / Anthony Lazanas [and others] --
Chapter 70 Performance Attribution for Portfolios of Fixed Imcome Securities / Anthony Lazanas [and others] --
Chapter 71 Advanced Topics in Performance Attribution / Anthony Lazanas [and others] --
APPENDIX Methodology for Calculating Currency Exposures in Bond Portfolios and Indexes / Curt Hollingsworth.
|
| 526 |
|
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|a BBS
|
| 541 |
|
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|a Karim International
|e 36418
|
| 650 |
|
0 |
|a Bonds
|v Handbooks, manuals, etc.
|9 36383
|
| 650 |
|
0 |
|a Preferred stocks
|v Handbooks, manuals, etc.
|9 36384
|
| 650 |
|
0 |
|a Money market funds
|v Handbooks, manuals, etc.
|9 36385
|
| 650 |
|
0 |
|a Mutual funds
|v Handbooks, manuals, etc.
|9 36386
|
| 650 |
|
0 |
|a Fixed-income securities
|v Handbooks, manuals, etc.
|9 36387
|
| 650 |
|
0 |
|a Finance
|9 36388
|
| 650 |
|
0 |
|a Business & finance
|9 43260
|
| 700 |
1 |
|
|a Fabozzi, Frank J.
|9 36389
|
| 700 |
1 |
|
|a Mann, Steven V.
|9 36390
|
| 852 |
|
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|a Ayesha Abed Library
|c General Stacks
|
| 942 |
|
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