Bond Markets: Analysis and Strategies - Hardcover

Fabozzi, Frank J.; Fabozzi, T.Dessa

Hardcover

ISBN 10: 0130874795 ISBN 13: 9780130874795

Verlag: Pearson Education (US), 1992

Inhaltsangabe

Book by Fabozzi Frank J

Über diesen Titel

Reseña del editor:

Once again, author Frank J. Fabozzi imparts his vast expertise to offer readers a detailed treatment of bond market instruments. This book includes detailed coverage of all bond markets, including mortgage-backed securities such as passthroughs, collateralized mortgage obligations, and stripped MBS. Fabozzi examines the latest analytical techniques, including total return, duration, convexity, and option-adjusted spread, and discusses active portfolio strategies. Interest risk control tools (interest rate futures, options, interest rate swaps, interest rate caps, and floors) are also explored. And, the author investigates structured portfolio strategies, including immunization, dedication, and indexing.

Über diese Auflage

• Verlag: Pearson Education (US)
• Erscheinungsdatum: 1992
• ISBN 10: 0130874795
• ISBN 13: 9780130874795
• Einband: Tapa dura
• Anzahl der Seiten: 500