The Handbook of Fixed Income Securities 8th Edition 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
