Fixed income analysis / Frank J. Fabozzi

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Fixed income analysis / Frank J. Fabozzi

Book

FABOZZI, Frank J.. Author

Published by Wiley - 2007 , 2nd ed.

Library: Paris Champerret

Source : Syracuse

Item type: Book
Language: English

Publication year: 2007
Edition no.: 2nd ed.

ISBN: 978-0-470-05221-1

This book presents the fixed income analysis. It offers a wealth of practical information and exercises, tools and techniques associated with this discipline. Topics reviewed include : the risks associated with investing in fixed income securities ; the fundamentals of valuation and interest rate risk ; the features of structured products, such as mortgage-backed securities and asset-backed securities ; the principles of credit analysis ; the valuation of fixed income securities with embedded options.

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