Ebook Particulars :
Language English
Pages 1841
Format PDF
Measurement 42.4 MB

 

The Handbook of Fixed Income Securities by Frank Fabozzi


 

The Handbook of Fixed Income Securities by Frank J. Fabozzi | PDF Free Download.

Contents of Fixed Income Securities Handbook


PART ONE: BACKGROUND

  • Chapter 1. Overview of the Sorts and Options of Fixed Income Securities
  • Chapter 2. Dangers Related to Investing in Fixed Income Securities
  • Chapter 3. Bond Market Indexes
  • Chapter 4. Digital Buying and selling for Fixed Income Markets
  • Chapter 5. Macro-Financial Dynamics and the Company Bond Market
  • Chapter 6. Bond Pricing, Yield Measures, and Complete Return 
  • Chapter 7. Measuring Curiosity-Price Danger
  • Chapter 8. The Construction of Curiosity Charges

PART TWO: GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS

  • Chapter 9. U.S. Treasury Securities
  • Chapter 10. Company Debt Securities
  • Chapter 11. Municipal Bonds
  • Chapter 12. Company Bonds
  • Chapter 13. Leveraged Loans
  • Chapter 14. Convertible Securities and Their Funding Software 
  • Chapter 15. Structured Notes and Credit score-Linked Notes
  • Chapter 16. Personal Cash Market Devices
  • Chapter 17. Floating-Price Securities
  • Chapter 18. Inflation-Linked Bonds
  • Chapter 19. Worldwide Bond Markets and Devices
  • Chapter 20. Rising Markets Debt
  • Chapter 21. Fixed Income Change Traded Funds
  • Chapter 22. Coated Bonds
  • Chapter 23. Nonconvertible Most popular Inventory

PART THREE: SECURITIZED PRODUCTS

  • Chapter 24. An Overview of Mortgages and the Mortgage Market
  • Chapter 25. Company Mortgage-Backed Securities
  • Chapter 26. Company Collateralized Mortgage Obligations
  • Chapter 27. The Impact ofAgency CMO PAC Bond Options on Efficiency
  • Chapter 28. Company CMO Z-Bonds
  • Chapter 29. Help Bonds with Schedules in Company CMO Offers
  • Chapter 30. Stripped Mortgage-Backed Securities
  • Chapter 31. Nonagency Residential Mortgage-Backed Securities
  • Chapter 32. Business Mortgage-Backed Securities
  • Chapter 33. Credit score Card Asset-Backed Securities
  • Chapter 34. Securities Backed by Auto Loans and Leases, Tools Loans and Leases, and Pupil Loans
  • Chapter 35. Collateralized Mortgage Obligations

PART FOUR: TERM STRUCTURE OF INTEREST RATES

  • Chapter 36. Overview of Ahead Price Evaluation
  • Chapter 37. A Framework for Analyzing Yield-Curve Trades
  • Chapter 38. Empirical Yield-Curve Dynamics and Yield-Curve Publicity
  • Chapter 39. Time period Construction Modeling with No-Arbitrage Curiosity Price Fashions

PART FIVE: VALUATION MODELING

  • Chapter 40. Valuation of Bonds with Embedded Choices
  • Chapter 41. Valuation of Company Mortgage-Backed Securities
  • Chapter 42. Convertible Securities: Their Buildings, Valuation, and Buying and selling

PART SIX: CREDIT RISK

  • Chapter 43. Credit score Evaluation for Company Bonds
  • Chapter 44. The Credit score Evaluation of Municipal Basic Obligation and Income Bonds
  • Chapter 45. Credit score-Danger Modeling

PART SEVEN: MULTIFACTOR RISK MODELS

  • Chapter 46. Introduction to Multifactor Danger Fashions in Fixed Income and Their Purposes
  • Chapter 47. Analyzing Danger from Multifactor Fixed Income Fashions
  • Chapter 48. Hedging Curiosity-Price Danger with Time period-Construction Issue Fashions

PART EIGHT: BOND PORTFOLIO MANAGEMENT

  • Chapter 49. Introduction to Bond Portfolio Administration
  • Chapter 50. Quantitative Administration of Benchmarked Portfolios
  • Chapter 51. World Credit score Bond Portfolio Administration
  • Chapter 52. Components of Managing a Excessive-Yield Bond Portfolio
  • Chapter 53. Worldwide Bond Portfolio Administration
  • Chapter 54. Fixed Income Transition Administration
  • Chapter 55. Managing the Unfold Danger of Credit score Portfolios Utilizing the Length Occasions Unfold Measure
  • Chapter 56. Investing in Distressed Structured Credit score Securities
  • Chapter 57. Hedge Fund Fixed Income Methods
  • Chapter 58. Financing Positions within the Bond Market

PART NINE: DERIVATIVES

  • Chapter 59. Introduction to Curiosity-Price Futures and Choices Contracts
  • Chapter 60. Pricing Futures and Portfolio Purposes
  • Chapter 61. Controlling Curiosity-Price Danger with Futures and Choices
  • Chapter 62. Curiosity-Price Swaps and Swaptions
  • Chapter 63. The Valuation of Curiosity-Price Swaps and Swaptions
  • Chapter 64. The Fundamentals of Curiosity-Price Choices
  • Chapter 65. Curiosity-Price Caps and Flooring
  • Chapter 66. Credit score Derivatives
  • Chapter 67. Credit score By-product Valuation and Danger
  • Chapter 68. Hedging Tail Danger

PART TEN: PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS

  • Chapter 69. Ideas of Efficiency Attribution
  • Chapter 70. Efficiency Attribution for Portfolios of Fixed Income Securities
  • Chapter 71. Superior Matters in Efficiency Attribution

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