Bond portfolio management / Frank J. Fabozzi
Publication details: New Hope : Frank J. Fabozzi Associates, c2001.Edition: 2nd edDescription: 724 p. : ill. ; 24 cmISBN:- 1883249368
- 332.63/23 22 FAB
- HG4651 .A383 2006
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Book Closed Access | Engineering Library | 332.63/23 FAB 1 (Browse shelf(Opens below)) | 1 | Available | 0009851 |
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THE INSTRUMENTS
bonds
Agency Mortgage-backed securities
credit sensitive mortgage and asset backed securities
interest rate and credit derivatives
financing positions
VALUATION
general principles of bond valuation
valuation methodologies
valuation of interest rate derivative instruments
MEASURING POTENTIAL RETURN AND RISK EXPOSURE
total return framework
measuring risk
measuring interest rate risk
credit analysis
PORTFOLIO MANAGEMENT STRATEGIES
managing funds against a bond market a bond market index
managing funds against liabilities
strategies with futures and swaps
e.tc
Includes index.
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