01204nam a22001577a 4500 140711b xxu||||| |||| 00| 0 eng d 188324983 HG4650.F329 Fabozzi, Frank J. Fixed income analysis for the chartered financial analyst program. / Frank J.Fabozzi Pennsylvania: Frank J.Fabossi Associates, 2000. xvii,717p.: ill.; 24cm. Includes index. 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. lcc BK 3126 10626 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-07-11 0 HG4650.F329 7498/526/13 2014-07-11 00:00:00 1 2014-07-11 BK