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The handbook of fixed income securities / Frank J. Fabozzi, editor.

Contributor(s): Publication details: New York : McGraw Hill, c2001.Edition: 6th edDescription: xxix, 1373 p. : ill. ; 23 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0071358056 :
Subject(s): LOC classification:
  • HG4651 .H265 2001
Contents:
Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, Steven V. Mann -- Risks Associated with Investing in Fixed Income Securities / Ravi E. Dattatreya, Frank J. Fabozzi -- A Review of the Time Value of Money / Frank J. Fabozzi -- Bond Pricing and Return Measures / Frank J. Fabozzi -- Measuring Interest Rate Risk / Frank J. Fabozzi, Gerald W. Buetow, Jr., Robert R. Johnson -- The Structure of Interest Rates / Frank J. Fabozzi -- Bond Market Indexes / Frank K. Reilly, David J. Wright -- Government and Private Debt Obligations -- U.S. Treasury and Agency Securities / Frank J. Fabozzi, Michael J. Fleming -- Municipal Bonds / Sylvan G. Feldstein, Frank J. Fabozzi, Patrick M. Kennedy -- Private Money Market Instruments / Frank J. Fabozzi, Steven V. Mann -- Corporate Bonds / Frank J. Fabozzi, Richard S. Wilson, Richard Todd -- Medium-Term Notes / Leland E. Crabbe -- Inflation-Indexed Bonds (TIPS) / John B. Brynjolfsson -- Floating-Rate Securities / Steven V. Mann, Frank J. Fabozzi -- Nonconvertible Preferred Stock / Richard S. Wilson -- International Bond Markets and Instruments / Christopher B. Steward -- Brady Bonds / Jane Sachar Brauer, Douglas Chen -- Stable Value Investments / Kenneth L. Walker -- Credit Analysis -- Credit Analysis for Corporate Bonds / Jane Tripp Howe -- Credit Considerations in Evaluating High-Yield Bonds / Jane Tripp Howe -- Investing in Chapter 11 and Other Distressed Companies / Jane Tripp Howe -- Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds / Sylvan G. Feldstein -- High-Yield Analysis of Emerging Markets Debt / Allen A. Vine -- Mortgage-Backed and Asset-Backed Securities -- Mortgages and Overview of Mortgage-Backed Securities / Frank J. Fabozzi, Chuck Ramsey -- Mortgage Pass-Throughs / Lakhbir S. Hayre, Cyrus Mohebbi, Thomas A. Zimmerman -- Collateralized Mortgage Obligations / Lehman Brothers Inc. -- Nonagency CMOS / Frank J. Fabozzi, Anthony B. Sanders, David Yuen, Chuck Ramsey -- Commercial Mortgage-Backed Securities / Anthony B. Sanders -- Securities Backed by Automobile Loans / W. Alexander Roever, John N. McElravey, Glenn M. Schultz -- Securities Backed by Closed-End Home Equity Loans / R. Russell Hurst -- Securities Backed by Manufactured Housing Loans / James S. Anderson, Kristina L. Clark -- Securities Backed by Credit Card Receivables / John N. McElravey -- Fixed Income Analytics and Modeling -- Characteristics of and Strategies with Callable Securities / Douglas Johnston -- Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew J. Kalotay, George O. Williams -- Valuation of CMOs / Frank J. Fabozzi, Scott F. Richard, David S. Horowitz -- Fixed Income Risk Modeling / Ronald N. Kahn -- OAS and Effective Duration / David Audley, Richard Chin, Shrikant Ramamurthy -- Evaluating Amortizing ABS: A Primer on Static Spread / Anthony V. Thompson -- Portfolio Management -- Bond Management: Past, Current, and Future / H. Gifford Fong -- The Active Decisions in the Selection of Passive Management and Performance Bogeys / Chris P. Dialynas -- Managing Indexed and Enhanced Indexed Bond Portfolios / Kenneth E. Volpert -- Global Corporate Bond Portfolio Management / Jack Malvey -- Management of a High-Yield Bond Portfolio / J. Thomas Madden, Joseph Balestrino -- Bond Immunization: An Asset/Liability Optimization Strategy / Frank J. Fabozzi, Peter F. Christensen -- Dedicated Bond Portfolios / Frank J. Fabozzi, Peter F. Christensen -- Managing Market Risk Proactively at Long-Term Investment Funds / Lang Gibson -- Improving Insurance Company Portfolio Returns / Kevin Edward Grant -- International Bond Investing and Portfolio Management / Christopher B. Steward, Adam M. Greshin -- International Fixed Income Investing: Theory and Practice / Michael R. Rosenberg -- Equity-Linked Securities and Their Valuation -- Convertible Securities and Their Investment Characteristics / Chris P. Dialynas, Sandra Durn, John C. Ritchie, Jr. -- Convertible Securities and Their Valuation / Mihir Bhattacharya -- Derivative Instruments and Their Portfolio Management Applications -- Introduction to Interest-Rate Futures and Options Contracts / Mark Pitts, Frank J. Fabozzi -- Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts -- Treasury Bond Futures Mechanics and Basis Valuation / David T. Kim -- The Basics of Interest-Rate Options / William J. Gartland, Nicholas C. Letica -- Controlling Interest Rate Risk with Futures and Options / Frank J. Fabozzi, Shrikant Ramamurthy, Mark Pitts -- Interest-Rate Swaps / Anand K. Bhattacharya, Frank J. Fabozzi -- Interest-Rate Caps and Floors and Compound Options / Anand K. Bhattacharya.
Summary: For nearly two decades, individual and institutional investors have relied on The Handbook of Fixed Income Securities as the world's leading reference for fixed income information. This new edition continues to define the field, while broadening its focus with new chapters on derivatives, a greater focus on structured finance and international markets, and more emphasis on applied material for today's time-pressed practitioner. Influential editor Frank J. Fabozzi and today's top fixed income authorities address the latest developments, financial instruments, and portfolio strategies. Money managers and institutional investors will turn to this thoroughly revised edition for: - Strategies for managing corporate bond portfolios - Expanded coverage on asset backed securities - Techniques for hedging risk in emerging markets
Holdings
Item type Current library Home library Shelving location Call number Materials specified Status Barcode
Books Books American University in Dubai American University in Dubai Main Collection HG 4651 .H265 2001 (Browse shelf(Opens below)) Copy Type:01 - Books Available 620500

Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, Steven V. Mann -- Risks Associated with Investing in Fixed Income Securities / Ravi E. Dattatreya, Frank J. Fabozzi -- A Review of the Time Value of Money / Frank J. Fabozzi -- Bond Pricing and Return Measures / Frank J. Fabozzi -- Measuring Interest Rate Risk / Frank J. Fabozzi, Gerald W. Buetow, Jr., Robert R. Johnson -- The Structure of Interest Rates / Frank J. Fabozzi -- Bond Market Indexes / Frank K. Reilly, David J. Wright -- Government and Private Debt Obligations -- U.S. Treasury and Agency Securities / Frank J. Fabozzi, Michael J. Fleming -- Municipal Bonds / Sylvan G. Feldstein, Frank J. Fabozzi, Patrick M. Kennedy -- Private Money Market Instruments / Frank J. Fabozzi, Steven V. Mann -- Corporate Bonds / Frank J. Fabozzi, Richard S. Wilson, Richard Todd -- Medium-Term Notes / Leland E. Crabbe -- Inflation-Indexed Bonds (TIPS) / John B. Brynjolfsson -- Floating-Rate Securities / Steven V. Mann, Frank J. Fabozzi -- Nonconvertible Preferred Stock / Richard S. Wilson -- International Bond Markets and Instruments / Christopher B. Steward -- Brady Bonds / Jane Sachar Brauer, Douglas Chen -- Stable Value Investments / Kenneth L. Walker -- Credit Analysis -- Credit Analysis for Corporate Bonds / Jane Tripp Howe -- Credit Considerations in Evaluating High-Yield Bonds / Jane Tripp Howe -- Investing in Chapter 11 and Other Distressed Companies / Jane Tripp Howe -- Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds / Sylvan G. Feldstein -- High-Yield Analysis of Emerging Markets Debt / Allen A. Vine -- Mortgage-Backed and Asset-Backed Securities -- Mortgages and Overview of Mortgage-Backed Securities / Frank J. Fabozzi, Chuck Ramsey -- Mortgage Pass-Throughs / Lakhbir S. Hayre, Cyrus Mohebbi, Thomas A. Zimmerman -- Collateralized Mortgage Obligations / Lehman Brothers Inc. -- Nonagency CMOS / Frank J. Fabozzi, Anthony B. Sanders, David Yuen, Chuck Ramsey -- Commercial Mortgage-Backed Securities / Anthony B. Sanders -- Securities Backed by Automobile Loans / W. Alexander Roever, John N. McElravey, Glenn M. Schultz -- Securities Backed by Closed-End Home Equity Loans / R. Russell Hurst -- Securities Backed by Manufactured Housing Loans / James S. Anderson, Kristina L. Clark -- Securities Backed by Credit Card Receivables / John N. McElravey -- Fixed Income Analytics and Modeling -- Characteristics of and Strategies with Callable Securities / Douglas Johnston -- Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew J. Kalotay, George O. Williams -- Valuation of CMOs / Frank J. Fabozzi, Scott F. Richard, David S. Horowitz -- Fixed Income Risk Modeling / Ronald N. Kahn -- OAS and Effective Duration / David Audley, Richard Chin, Shrikant Ramamurthy -- Evaluating Amortizing ABS: A Primer on Static Spread / Anthony V. Thompson -- Portfolio Management -- Bond Management: Past, Current, and Future / H. Gifford Fong -- The Active Decisions in the Selection of Passive Management and Performance Bogeys / Chris P. Dialynas -- Managing Indexed and Enhanced Indexed Bond Portfolios / Kenneth E. Volpert -- Global Corporate Bond Portfolio Management / Jack Malvey -- Management of a High-Yield Bond Portfolio / J. Thomas Madden, Joseph Balestrino -- Bond Immunization: An Asset/Liability Optimization Strategy / Frank J. Fabozzi, Peter F. Christensen -- Dedicated Bond Portfolios / Frank J. Fabozzi, Peter F. Christensen -- Managing Market Risk Proactively at Long-Term Investment Funds / Lang Gibson -- Improving Insurance Company Portfolio Returns / Kevin Edward Grant -- International Bond Investing and Portfolio Management / Christopher B. Steward, Adam M. Greshin -- International Fixed Income Investing: Theory and Practice / Michael R. Rosenberg -- Equity-Linked Securities and Their Valuation -- Convertible Securities and Their Investment Characteristics / Chris P. Dialynas, Sandra Durn, John C. Ritchie, Jr. -- Convertible Securities and Their Valuation / Mihir Bhattacharya -- Derivative Instruments and Their Portfolio Management Applications -- Introduction to Interest-Rate Futures and Options Contracts / Mark Pitts, Frank J. Fabozzi -- Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts -- Treasury Bond Futures Mechanics and Basis Valuation / David T. Kim -- The Basics of Interest-Rate Options / William J. Gartland, Nicholas C. Letica -- Controlling Interest Rate Risk with Futures and Options / Frank J. Fabozzi, Shrikant Ramamurthy, Mark Pitts -- Interest-Rate Swaps / Anand K. Bhattacharya, Frank J. Fabozzi -- Interest-Rate Caps and Floors and Compound Options / Anand K. Bhattacharya.

For nearly two decades, individual and institutional investors have relied on The Handbook of Fixed Income Securities as the world's leading reference for fixed income information. This new edition continues to define the field, while broadening its focus with new chapters on derivatives, a greater focus on structured finance and international markets, and more emphasis on applied material for today's time-pressed practitioner. Influential editor Frank J. Fabozzi and today's top fixed income authorities address the latest developments, financial instruments, and portfolio strategies. Money managers and institutional investors will turn to this thoroughly revised edition for: - Strategies for managing corporate bond portfolios - Expanded coverage on asset backed securities - Techniques for hedging risk in emerging markets

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