ESCP Europe

Item type

Ebook

Language

English

Publication year

2002

Edition no.

2nd ed.

ISBN

978-0-471-45063-4

Note

• Unlimited access

"A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities" - from publisher.

About the author --- Preface --- Features and risks of fixed income securities --- Valuation of fixed income securities and the measurement of interest rate risk --- Yield and yield spread measures --- U.S. Treasury securities --- Federal Agency securities --- Municipal securities --- Senior corporate instruments: I --- Senior corporate instruments: II --- Agency mortgage passthrough securities --- Agency collateralized mortgage obligations --- Nonagency mortgage-backed securities --- Asset-backed securities --- Collateralized debt obligations --- International bonds --- Collateralized borrowing and securities lending --- Tax treatment --- Introduction to fixed income portfolio management --- Overview of fixed income portfolio strategies --- Index..