TY  - BOOK
AU  - Fabozzi, Frank J.
TI  - Fixed income analysis for the chartered financial analyst program.
SN  - 188324983
AV  - HG4650.F329 
PY  - 2000///
CY  - Pennsylvania
PB  - Frank J.Fabossi Associates
N1  - 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
ER  -