The handbook of fixed income securities /
| Other Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York :
McGraw-Hill,
c2012.
|
| Edition: | Eight edition |
| Subjects: | |
| Classic Catalogue: | View this record in Classic Catalogue |
Table of Contents:
- 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.