08476nam a2200421 a 4500 36418 BD-DhAAL 20211129101151.0 191023t20121983nyua b 001 0 eng 41595 41595 2011036389 9780071768467 (alk. paper) 0071768467 (alk. paper) 9780071768474 DLC DLC DLC BD-DhAAL pcc HG4651 .H265 2012 332.632044 23 The handbook of fixed income securities / edited by Frank J. Fabozzi ; with the assistance of Steven V. Mann. Eight edition New York : McGraw-Hill, c2012. xxx, 1809 pages : illustrations ; 23 cm. Includes bibliographical references and index. 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. BBS Karim International 36418 Bonds Handbooks, manuals, etc. 36383 Preferred stocks Handbooks, manuals, etc. 36384 Money market funds Handbooks, manuals, etc. 36385 Mutual funds Handbooks, manuals, etc. 36386 Fixed-income securities Handbooks, manuals, etc. 36387 Finance 36388 Business & finance 43260 Fabozzi, Frank J. 36389 Mann, Steven V. 36390 Ayesha Abed Library General Stacks ddc BK 0 0 ddc 0 332_632044000000000_HAN 0 66782 BRACUL BRACUL GEN 2019-10-17 Karim International 16500.00 0 332.632044 HAN 3010036418 2019-10-17 1 16500.00 2019-10-17 BK