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The Handbook of Fixed Income Securities by Frank Fabozzi

PDF Free Download|The Handbook of Fixed Income Securities by Frank J. Fabozzi .

Contents of Fixed Income Securities Handbook

PART ONE: BACKGROUND

  • Chapter 1. Overview of the Types and Features of Fixed Income Securities
  • Chapter 2. Risks Associated with Investing in Fixed Income Securities
  • Chapter 3. Bond Market Indexes
  • Chapter 4. Electronic Trading for Fixed Income Markets
  • Chapter 5. Macro-Economic Dynamics and the Corporate Bond Market
  • Chapter 6. Bond Pricing, Yield Measures, and Total Return
  • Chapter 7. Measuring Interest-Rate Risk
  • Chapter 8. The Structure of Interest Rates

PART TWO: GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS

  • Chapter 9. U.S. Treasury Securities
  • Chapter 10. Agency Debt Securities
  • Chapter 11. Municipal Bonds
  • Chapter 12. Corporate Bonds
  • Chapter 13. Leveraged Loans
  • Chapter 14. Convertible Securities and Their Investment Application
  • Chapter 15. Structured Notes and Credit-Linked Notes
  • Chapter 16. Private Money Market Instruments
  • Chapter 17. Floating-Rate Securities
  • Chapter 18. Inflation-Linked Bonds
  • Chapter 19. International Bond Markets and Instruments
  • Chapter 20. Emerging Markets Debt
  • Chapter 21. Fixed Income Exchange Traded Funds
  • Chapter 22. Covered Bonds
  • Chapter 23. Nonconvertible Preferred Stock

PART THREE: SECURITIZED PRODUCTS

  • Chapter 24. An Overview of Mortgages and the Mortgage Market
  • Chapter 25. Agency Mortgage-Backed Securities
  • Chapter 26. Agency Collateralized Mortgage Obligations
  • Chapter 27. The Effect ofAgency CMO PAC Bond Features on Performance
  • Chapter 28. Agency CMO Z-Bonds
  • Chapter 29. Support Bonds with Schedules in Agency CMO Deals
  • Chapter 30. Stripped Mortgage-Backed Securities
  • Chapter 31. Nonagency Residential Mortgage-Backed Securities
  • Chapter 32. Commercial Mortgage-Backed Securities
  • Chapter 33. Credit Card Asset-Backed Securities
  • Chapter 34. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans
  • Chapter 35. Collateralized Loan Obligations

PART FOUR: TERM STRUCTURE OF INTEREST RATES

  • Chapter 36. Overview of Forward Rate Analysis
  • Chapter 37. A Framework for Analyzing Yield-Curve Trades
  • Chapter 38. Empirical Yield-Curve Dynamics and Yield-Curve Exposure
  • Chapter 39. Term Structure Modeling with No-Arbitrage Interest Rate Models

PART FIVE: VALUATION MODELING

  • Chapter 40. Valuation of Bonds with Embedded Options
  • Chapter 41. Valuation of Agency Mortgage-Backed Securities
  • Chapter 42. Convertible Securities: Their Structures, Valuation, and Trading


PART SIX: CREDIT RISK

  • Chapter 43. Credit Analysis for Corporate Bonds
  • Chapter 44. The Credit Analysis of Municipal General Obligation and Revenue Bonds
  • Chapter 45. Credit-Risk Modeling

PART SEVEN: MULTIFACTOR RISK MODELS

  • Chapter 46. Introduction to Multifactor Risk Models in Fixed Income and Their Applications
  • Chapter 47. Analyzing Risk from Multifactor Fixed Income Models
  • Chapter 48. Hedging Interest-Rate Risk with Term-Structure Factor Models

PART EIGHT: BOND PORTFOLIO MANAGEMENT

  • Chapter 49. Introduction to Bond Portfolio Management
  • Chapter 50. Quantitative Management of Benchmarked Portfolios
  • Chapter 51. Global Credit Bond Portfolio Management
  • Chapter 52. Elements of Managing a High-Yield Bond Portfolio
  • Chapter 53. International Bond Portfolio Management
  • Chapter 54. Fixed Income Transition Management
  • Chapter 55. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure
  • Chapter 56. Investing in Distressed Structured Credit Securities
  • Chapter 57. Hedge Fund Fixed Income Strategies
  • Chapter 58. Financing Positions in the Bond Market

PART NINE: DERIVATIVES

  • Chapter 59. Introduction to Interest-Rate Futures and Options Contracts
  • Chapter 60. Pricing Futures and Portfolio Applications
  • Chapter 61. Controlling Interest-Rate Risk with Futures and Options
  • Chapter 62. Interest-Rate Swaps and Swaptions
  • Chapter 63. The Valuation of Interest-Rate Swaps and Swaptions
  • Chapter 64. The Basics of Interest-Rate Options
  • Chapter 65. Interest-Rate Caps and Floors
  • Chapter 66. Credit Derivatives
  • Chapter 67. Credit Derivative Valuation and Risk
  • Chapter 68. Hedging Tail Risk

PART TEN: PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS

  • Chapter 69. Principles of Performance Attribution
  • Chapter 70. Performance Attribution for Portfolios of Fixed Income Securities
  • Chapter 71. Advanced Topics in Performance Attribution

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