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The Handbook of fixed income securities 4th ed

The Handbook of fixed income securities 4th ed (7회 대출)

자료유형
단행본
개인저자
Fabozzi, T. Dessa, 1960-. Fabozzi, Frank J.
서명 / 저자사항
The Handbook of fixed income securities / Frank J. Fabozzi, editor, and T. Dessa Fabozzi, editor.
판사항
4th ed.
발행사항
Burr Ridge, Ill. :   Irwin Professional Pub.,   c1995.  
형태사항
xxxiii, 1402 p. : ill. ; 24 cm.
ISBN
0786300019
서지주기
Includes bibliographical references and index.
일반주제명
Preferred stocks --Handbooks, manuals, etc. Money market funds --Handbooks, manuals, etc. Mutual funds --Handbooks, manuals, etc. Bonds --Handbooks, manuals, etc.
000 00983camuuu200289 a 4500
001 000000068288
005 19981116120448.0
008 931222s1995 ilua bf 001 0 eng
010 ▼a 93048217
020 ▼a 0786300019
040 ▼a DLC ▼c DLC ▼d DLC
049 1 ▼l 111048945
050 0 0 ▼a HG4651 ▼b .H265 1995
082 0 0 ▼a 332.63/2044 ▼2 20
090 ▼a 332.63 ▼b H236-4
245 0 4 ▼a The Handbook of fixed income securities / ▼c Frank J. Fabozzi, editor, and T. Dessa Fabozzi, editor.
250 ▼a 4th ed.
260 ▼a Burr Ridge, Ill. : ▼b Irwin Professional Pub., ▼c c1995.
300 ▼a xxxiii, 1402 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Preferred stocks ▼x Handbooks, manuals, etc.
650 0 ▼a Money market funds ▼x Handbooks, manuals, etc.
650 0 ▼a Mutual funds ▼x Handbooks, manuals, etc.
650 0 ▼a Bonds ▼x Handbooks, manuals, etc.
700 1 0 ▼a Fabozzi, T. Dessa, ▼d 1960-.
700 1 0 ▼a Fabozzi, Frank J.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.63 H236-4 등록번호 111048945 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

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CONTENTS
PART 1 BACKGROUND = 1
 1 oVERVIEW OF THE TYPES AND FEATURES OF FIXED INCOME SECURITIES / Frank J. Fabozzi ; TDessa Fabozzi ; Michael G. Ferri = 3
 2 RISKS ASSOCIATED WITH INVESTING IN FIXED INCOME SECURITIES / Ravi E. Dattatreya ; Frank J. Fabozzi ; T. Bessa Fabozzi = 20
 3 A REVIEW OF THE TIME VALUE OF MONEY / Frank J. Fabozzi = 28
 4 BOND PRICING AND RETURN MEASURES / Frank J. Faboozi = 49
 5 PRICE VOLATILITY CHARACTERISTICS OF FIXED INCOME SECURITIES / Frank J. Fabozzi ; Mark Pitts ; Ravi E. Dattatreya = 83
 6 THE STRUCTURE OF INTEREST RATES / Frank J. Fabozzi = 113
PART 2 GOVERNMENT AND PRIVATE DEST OBLIGATIONS = 139
 7 TREASURY AND AGENCY SECURITIES / Frank J. Fabozzi / T. Dessa Fabozzi = 141
 8 MUNIPAL BONDS / Syivan G. Feldstein ; Frank J. Fabozzi ; T. Dessa Fabozzi = 155
 9 PRIVATE MONEY MARKET INSTRUMENTS / Frank J. Fabozzi = 186
 10 CORPORATE BONDS / Frank J. Faboozi ; Richard S. Wilson ; Harry C. Sauvain ; John C. Ritchil, Jr = 203
 11 MEDIUE-TERM NOTES / Leland E. Crabbe = 233
 12 DOMESTIC FOLATING-RATE AND ADJUSTABLE-RATE DEBT SECURITIES / Richard S. Willson = 255
 13 NONCONVERTIBLE PREFERRED STOCK / Richard S. Willson = 265
 14 CONVERTIBLE SECURITIES / John C. Ritchie, Jr = 290
 15 THE HIGH-YIELD CORPORTATE BOND MARKET / Joseph C. Bencivenga = 307
 16 EUROCAPITAL MARKETS / Hung Q. Tran ; Patrick Paradiso = 327
 17 STABLE VALUE INVESTMENTS / Kenneth L. Walker = 354
PART 3 CREDIT ANALYSIS = 373
 18 CREDIT ANALYSIS FOR CORPORATE BONDS / Jane Tripp Howe = 375
 19 CREDIT CONSIDERATIONS IN EVALUATING HIGH-YIELD BONDS / Jane Tripp Howe = 411
 20 INVESTING IN CHAPTER 11 AND OTHER DISTRESSED COMPANIES / Jane Tripp Howe = 421
 21 GUIDELINES IN THE CREDIT ANALYSIS OF GENERAL OBLIGATION AND REVENUE MUNICIPAL BONDS / Syivan G. Feldstein = 443
 22 SOVEREIGN RISK FROM A CORPORATE BOND ANALYST PERSPECTIVE / Martin S. Fridson = 470
PART 4 MORTGAGE-BACKED AND ASSET-BACKED SECURITIES = 481
 23 MORTGAGES / Frank J. Fabozzi ; Lynn M. Edens = 483
 24 MORTGAGE PASS-THROUGH SECHRITIES / Lakhbir S. Hayre ; Cyrus Mohebbi ; Thomas A. Zimmerman = 502
 25 COLLATERALIZED MORTGAGE OBLIGATIONS / Andrew S. Carron = 549
 26 ASSET-BACKED SECURITIES / Tracy Hudson Van Eck = 583
 27 EVALUATING CREDIT RISK OF ASSET-BACKED SECURITIES / Mary Griffith Metz ; Suzanne Mistretta = 602
PART 5 ADVANCED ANALYTICS AND MODELING = 609
 28 VALUATION OF BONDS WITH EMBEDDED OPTIONS / Frank J. Fabozzi ; Andrew J. Kalotay ; George O. Williams = 611
 29 OPTING-ADJUSTED SPREAD ANALYSIS / Lankhbir S. Hayre ; Kenneth Lauterbach = 635
 30 OAS AND EFFECTIVE DURATION ; David Audley ; Richard Chin ; Shrikant Ramamurthy ; Susan Volin = 665
 31 NEW DURATION MEASURES FOR RISK MANAGEMENT / Thoms E. Klaffky ; Ardavar Nozari ; Michael Waldman = 682
 32 INTEREST-RATE RISK MODELS USED IN THE BANKING AND THRIFT INDUSTRIES ; Elizabeth Mays = 695
 33 RISK MEASURES FOR FOREIGN BONDS ; Steven Dym = 709
 34 FIXED INCOME RISK MODELING ; Ronald N. Kahh = 720
 35 VALUATION AND ANALYSIS OF CONVERTIBEL SECURITIES ; Mihir Bhattacharya ; Yu Zhu = 750
 37 THE TERM STRUCTURE OF INTEREST RATES ; Richard W. McEnally ; James V. Jordan = 779
PART 6 PORTFOLIO MANAGEMENT = 931
 38 BOND MANAGEMENT : PAST, CURRENT, AND FUTURE / H. Gifford Fong = 833
 39 THE ACTIVE DECISIONS IN THE SELECTION OF APSSIVE MANAGEMENT AND PERFORMANCE BOGEYS / Chris P. Dialynas = 840
 40 A SPONSOR'S VIEW OF BENCHMARK PORTFOLIOS / Daralyn B. Peifer = 864
 41 INDEXING FIXED INCOME ASSETS / Sharmin Mossavar-Rahmani = 882
 42 BOND IMMUNIZATION : AN ASSET/LIABILITY OPTIMIZATION STRATEGY / Peter E. Christensen = 896
 43 DEDICATED BOND PORTFOLIOS / Peter E. Christensen ; Frank J. Fabozzi = 927
 44 BEYOND CASH MATCHING / T. Dessa Fabozzi ; Tom Tong ; Yu Zhu = 942
 45 IMPROVING INSURANCE COMPANY PORTFOLIO AND RETURNS / Kevin E. Grant = 955
 46 ASSET/LIABILITY MANAGEMENT FOR PROPERTY/CASUALTY INSURERS / Frank D. Campbell = 971
 47 THE MANACEMENT OF HIGH-YIELD BOND PORTFOLIOS / Howard S. Marks = 995
 48 INTERNATIONAL BOND INVESTING AND PORTFOLIO MANAGEMENT / Adam M. Greshin ; Margaret Darasz Hadzima = 1007
 49 INTERNATIONAL FIXED INCOME INVESTING : THEORY AND PRACTICE / Michael R. Rosenberg = 1045
PART 7 DERIVATIVE INSTRUMENTS AND THEIR PORTFOLIO MANAGEMENT APPLICATIONS = 1077
 50 INTROUCTION TO INTEREST-RATE FUTURES AND OPTIONS CONTRACTS / Mark Pitts ; Frank J. Fabozzi = 1079
 51 PRICING FUTURES AND PORTFOLIO APPLICATIONS / Frank J. Fabozzi ; Mark Pitts = 1106
 52 TREASURY BOND FUTURES MECHANICS AND BASIS VALUATION / David T. Kim = 1119
 53 THE BASICS OF INTEREST-RATE OPTIONS / Willam J. Gartland ; Nicholas C. Letica ; Thomas W. Ritchford = 1145
 54 AN OVERVIEW OF FIXED INCOME OPTION MODELS / Lawrence J. Dyer ; David P, Jacob = 1171
 55 HEDGING WITH FUTURES AND OPTIONS / Mark Pitts ; Frank J. Fabozzi = 1204
 56 INTEREST-RATE SWAPS / Anand K. Bhattacharya ; Frank J. Fabozzi = 1236
 57 INTEREST-RATE CAPS AND FLOORS AND COMPOUND OPTIONS / Anand K. Bhattacharya = 1255
PART 8 INTEREST-RATE FORECASTING = 1275
 58 FORECASTING INTEREST RATES / W. David Woolford = 1277


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