| 000 | 01204nam a22001577a 4500 | ||
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| 008 | 140711b xxu||||| |||| 00| 0 eng d | ||
| 020 | _a188324983 | ||
| 050 | _aHG4650.F329 | ||
| 100 | _aFabozzi, Frank J. | ||
| 245 |
_aFixed income analysis for the chartered financial analyst program. / _cFrank J.Fabozzi |
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| 260 |
_aPennsylvania: _bFrank J.Fabossi Associates, _c2000. |
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| 300 |
_axvii,717p.: _bill.; _c24cm. |
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| 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 |
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| 999 |
_c3126 _d10626 |
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