000 01204nam a22001577a 4500
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020 _a188324983
050 _aHG4650.F329
100 _aFabozzi, Frank J.
245 _aFixed income analysis for the chartered financial analyst program. /
_cFrank J.Fabozzi
260 _aPennsylvania:
_bFrank J.Fabossi Associates,
_c2000.
300 _axvii,717p.:
_bill.;
_c24cm.
500 _aIncludes index.
505 _aContents: 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.
942 _2lcc
_cBK
999 _c3126
_d10626