ESCP Europe

An applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions reader and instructor feedback." - from publisher

Chapter 1: Introduction --- Chapter 2: Pricing of bonds --- Chapter 3: Measuring yield --- Chapter 4: Bond price volatility --- Chapter 5: Factors affecting bond yields and the term structure of interest rates --- Chapter 6: Treasury and federal agency securities --- Chapter 7: Corporate debt instruments --- Chapter 8: Municipal securities --- Chapter 9: International bonds --- Chapter 10: Residential mortgage loans --- Chapter 11: Agency mortgage pass-through securities --- Chapter 12: Agency collateralized mortgage obligations and stripped mortgage-backed securities --- Chapter 13: Nonagency residential mortgage-backed securities --- Chapter 14: Commercial mortgage loans and commercial mortgage-backed securities --- Chapter 15: Asset-backed securities --- Chapter 16: Interest rate models --- Chapter 17: Analysis of bonds with embedded options --- Chapter 18: Analysis of residential mortgage-backed securities --- Chapter 19: Analysis of convertible bonds --- Chapter 20: Corporate bond credit analysis --- Chapter 21: Credit risk modeling --- Chapter 22: Bond portfolio management strategies --- Chapter 23: Liability-driven strategies --- Chapter 24: Bond performance measurement and evaluation --- Chapter 25: Interest-rate futures contracts --- Chapter 26: Interest-rate options --- Chapter 27: Interest-rate swaps, caps, and floors --- Index..