MARC details
| 000 -LEADER |
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| fixed length control field |
01332nam a2200325 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
36418 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhAAL |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20211129101151.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
191023t20121983nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2011036389 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780071768467 (alk. paper) |
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| International Standard Book Number |
0071768467 (alk. paper) |
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| International Standard Book Number |
9780071768474 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| -- |
BD-DhAAL |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4651 |
| Item number |
.H265 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.632044 |
| Edition number |
23 |
| 245 04 - TITLE STATEMENT |
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| Title |
The handbook of fixed income securities / |
| Statement of responsibility, etc |
edited by Frank J. Fabozzi ; with the assistance of Steven V. Mann. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
Eight edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
McGraw-Hill, |
| Date of publication, distribution, etc |
c2012. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxx, 1809 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
23 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
PART ONE BACKGROUND --<br/>Chapter 1 Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann --<br/>Chapter 2 Risks Associated with Investing in Fixed Income Securities / Ravi F. Dattatreya, Frank J. Fabozzi, and Sergio M. Focardi --<br/>Chapter 3 Bond Market Indexes / Frank K. Reilly and David J. Wright --<br/>Chapter 4 Electronic Trading for Fixed Income Markets / Marshall Nicholson --<br/>Chapter 5 Macro-Economic Dynamics and the Corporate Bond Market / Steven I. Dym --<br/>Chapter 6 Bond Pricing, Yield Measures, and Total Return / Frank J. Fabozzi --<br/>Chapter 7 Measuring Interest-Rate Risk / Frank J. Fabozzi [and others]. Chapter 8 The Structure of Interest Rates / Frank J. Fabozzi --<br/>PART TWO GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS --<br/>Chapter 9 U.S. Treasury Securities / Michael J. Fleming and Frank J. Fabozzi --<br/>Chapter 10 Agency Debt Securities / Mark O. Cabana and Frank J. Fabozzi --<br/>Chapter 11 Municipal Bonds / Sylvan G. Feldstein [and others] Chapter 12 Corporate Bonds / Frank J. Fabozzi, Steven V. Mann, and Adam B. Cohen --<br/>Chapter 13 Leveraged Loans / Stephen J. Antczak, Frank J. Fabozzi, and Jung Lee --<br/>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 --<br/>Chapter 16 Private Money Market Instruments / Frank J. Fabozzi and Steven V. Mann --<br/>Chapter 17 Floating-Rate Securities / Frank J. Fabozzi and Steven V. Mann --<br/>Chapter 18 Inflation-Linked Bonds / John B. Brynjolfsson --<br/>Chapter 19 International Bond Markets and Instruments / Karthik Ramanathan --<br/>Chapter 20 Emerging Markets Bebt / Jane Sachar Brauer --<br/>Chapter 21 Fixed Income Exchange Traded Funds / Matthew Tucker and Stephen Laipply --<br/>Chapter 22 Covered Bonds / Vinod Kothari --<br/>Chapter 23 Nonconvertible Preferred Stock / Steven V. Mann --<br/>PART THREE SECURITIZED PRODUCTS. Chapter 24 An Overview of Mortgages and the Mortgage Market / Anand K. Bhattacharya and William S. Berliner --<br/>Chapter 25 Agency Mortgage-Backed Securities / Andrew Davidson, Anne Ching, and Eknath Belbase --<br/>Chapter 26 Agency Collateralized Mortgage Obligations / Alexander Crawford --<br/>Chapter 27 The Effect of Agency CMO PAC Bond Features on Performance / Linda Lowell --<br/>Chapter 28 Agency CMO Z-Bonds / Linda Lowell --<br/>Chapter 29 Support Bonds with Schedules in Agency CMO Deals / Linda Lowell --<br/>Chapter 30 Stripped Mortgage-Backed Securities / Cyrus Mohebbi [and others] --<br/>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 --<br/>Chapter 33 Credit Card Asset-Backed Securities / John McElravey --<br/>Chapter 34 Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans / John McElravey --<br/>Chapter 35 Collateralized Loan Obligations / Frank J. Fabozzi --<br/>PART FOUR TERM STRUCTURE OF INTEREST RATES --<br/>Chapter 36 Overview of Forward Rate Analysis / Antti Ilmanen --<br/>Chapter 37 A Framework for Analyzing Yield-Curve Trades / Antti Ilmanen --<br/>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 --<br/>PART FIVE VALUATION MODELING --<br/>Chapter 40 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan --<br/>Chapter 41 Valuation of Agency Mortgage-Backed Securities / Frank J. Fabozzi, Scott F. Richard, and Peter Ru --<br/>Chapter 42 Convertible Securities: Their Structures, Valuation, and Trading / Mihir Bhattacharya --<br/>PART SIX CREDIT RISK --<br/>Chapter 43 Credit Analysis for Corporate Bonds / Martin Fridson, Frank J. Fabozzi, and Adam B. Cohen --<br/>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 --<br/>PART SEVEN MULTIFACTOR RISK MODELS --<br/>Chapter 46 Introduction to Multifactor Risk Models in Fixed Income and Their Applications / Anthony Lazanas [and others] --<br/>Chapter 47 Analyzing Risk from Multifactor Fixed Income Models / Anthony Lazanas [and others] --<br/>Chapter 48 Hedging Interest-Rate Risk with Term-Structure Factor Models / Lionel Martellini, Philippe Priaulet, and Frank J. Fabozzi --<br/>PART EIGHT BOND PORTFOLIO MANAGEMENT --<br/>Chapter49 Introduction to Bond Portfolio Management / Kenneth E. Volpert --<br/>Chapter 50 Quantitative Management of Benchmarked Portfolios / Lev Dynkin [and others]. Chapter 51 Global Credit Bond Portfolio Management / Jack Malvey --<br/>Chapter 52 Elements of Managing a High-Yield Bond Portfolio / Mark R. Shenkman and Nicholas R. Sarchese --<br/>Chapter 53 International Bond Portfolio Management / Karthik Ramanathan, James M. Gerard, and Frank J. Fabozzi --<br/>Chapter 54 Fixed Income Transition Management / Ananth Madhavan and Daniel Gallegos --<br/>Chapter 55 Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure / Arik Ben Dor, Lev Dynkin, and Jay Hyman --<br/>Chapter 56 Investing in Distressed Structured Credit Securities / Alfred Murata --<br/>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 --<br/>PART NINE DERIVATIVES --<br/>Chapter 59 Introduction to Interest-Rate Futures and Options Contracts / Frank J. Fabozzi [and others] --<br/>Chapter 60 Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts, and Bruce M. Collins --<br/>Chapter 61 Controlling Interest-Rate Risk with Futures and Options / Fran k J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts --<br/>Chapter 62 Interest-Rate Swaps and Swaptions / Fran k J. Fabozzi, Steven V. Mann, and Moorad Choudhry --<br/>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 --<br/>Chapter 65 Interest-Rate Caps and Floors / George L. Albota and Radu S. Tunaru --<br/>Chapter 66 Credit Derivatives / Dominic O'Kane --<br/>Chapter 67 Credit Derivative Valuation and Risk / Dominic O'Kane --<br/>Chapter 68 Hedging Tail Risk / Stephen J. Antczak --<br/>PART TEN PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS --<br/>Chapter 69 Principles of Performance Attribution / Anthony Lazanas [and others] --<br/>Chapter 70 Performance Attribution for Portfolios of Fixed Imcome Securities / Anthony Lazanas [and others] --<br/>Chapter 71 Advanced Topics in Performance Attribution / Anthony Lazanas [and others] --<br/>APPENDIX Methodology for Calculating Currency Exposures in Bond Portfolios and Indexes / Curt Hollingsworth. |
| 526 ## - STUDY PROGRAM INFORMATION NOTE |
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| Program name |
BBS |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Bonds |
| Form subdivision |
Handbooks, manuals, etc. |
| 9 (RLIN) |
36383 |
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| Topical term or geographic name as entry element |
Preferred stocks |
| Form subdivision |
Handbooks, manuals, etc. |
| 9 (RLIN) |
36384 |
|
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| Topical term or geographic name as entry element |
Money market funds |
| Form subdivision |
Handbooks, manuals, etc. |
| 9 (RLIN) |
36385 |
|
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| Topical term or geographic name as entry element |
Mutual funds |
| Form subdivision |
Handbooks, manuals, etc. |
| 9 (RLIN) |
36386 |
|
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| Topical term or geographic name as entry element |
Fixed-income securities |
| Form subdivision |
Handbooks, manuals, etc. |
| 9 (RLIN) |
36387 |
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| Topical term or geographic name as entry element |
Finance |
| 9 (RLIN) |
36388 |
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| Topical term or geographic name as entry element |
Business & finance |
| 9 (RLIN) |
43260 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Fabozzi, Frank J. |
| 9 (RLIN) |
36389 |
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| Personal name |
Mann, Steven V. |
| 9 (RLIN) |
36390 |
| 852 ## - LOCATION/CALL NUMBER |
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| Location |
Ayesha Abed Library |
| Shelving location |
General Stacks |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Book |
