000 01332nam a2200325 a 4500
999 _c41595
_d41595
001 36418
003 BD-DhAAL
005 20211129101151.0
008 191023t20121983nyua b 001 0 eng
010 _a 2011036389
020 _a9780071768467 (alk. paper)
020 _a0071768467 (alk. paper)
020 _a9780071768474
040 _aDLC
_cDLC
_dDLC
_dBD-DhAAL
042 _apcc
050 0 0 _aHG4651
_b.H265 2012
082 0 0 _a332.632044
_223
245 0 4 _aThe handbook of fixed income securities /
_cedited by Frank J. Fabozzi ; with the assistance of Steven V. Mann.
250 _aEight edition
260 _aNew York :
_bMcGraw-Hill,
_cc2012.
300 _axxx, 1809 pages :
_billustrations ;
_c23 cm.
504 _aIncludes bibliographical references and index.
505 _aPART 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 _aBBS
650 0 _aBonds
_vHandbooks, manuals, etc.
_936383
650 0 _aPreferred stocks
_vHandbooks, manuals, etc.
_936384
650 0 _aMoney market funds
_vHandbooks, manuals, etc.
_936385
650 0 _aMutual funds
_vHandbooks, manuals, etc.
_936386
650 0 _aFixed-income securities
_vHandbooks, manuals, etc.
_936387
650 0 _aFinance
_936388
650 0 _aBusiness & finance
_943260
700 1 _aFabozzi, Frank J.
_936389
700 1 _aMann, Steven V.
_936390
852 _aAyesha Abed Library
_cGeneral Stacks
942 _2ddc
_cBK