Fabozzi, Frank J. <br/><br/>
Fixed income analysis for the chartered financial analyst program. / 
Frank J.Fabozzi 
 - Pennsylvania:  Frank J.Fabossi Associates,  2000. 
 - xvii,717p.:  ill.;  24cm. 
<br/><br/> Includes index. 
<br/><br/>Contents: Features of fixed income securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of fixed income securities -- Yield measures, spot rates and forward rates -- Introduction to the measurement of interest rate risk -- The term structure and the volatility of interest rates -- Valuing bonds with with embedded options -- Mortgatge-backed securities -- Asset-backed securities -- Valuing mortgage- backed and asset-backed securities -- A framework for assing trading strategies -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis. 
<br/><br/><label>ISBN: </label>188324983 
<br/><br/><label>LC Class. No.: </label>HG4650.F329