ISBN 13 : 978-0262049450

Sommaire :
Part I Introduction
1. Features and attributes of fixed-income instruments
2. All about interest rates

Part II Analysis of fixed-income instruments
3. Cash flow of debt instruments
4. Fundamentals of the valuation of debt instruments
5. Yield measures and total return
6. Measuring interest-rate risk
7. Analysis of the yield curve
8. Traditional credit analysis

Part III Sectors of the fixed-income market
9. US treasury and agency debt
10. US municipal securities
11. Corporate fixed-income instruments
12. Equity-related corporate debt
13. Money market instruments
14. Residential real estate - backed debt instruments
15. Commercial mortgage loans and commercial mortgage - backed securities
16. Asset-backed securities
17. Non-US debt instruments
18. Collective investment vehicles

Part IV Portfolio management and strategies
19. Overview of fixed-income portfolio management
20. Active fixed-income portfolio strategies
21. Trading of debt instruments
22. Constructing a fixed-income portfolio
23. Controlling interest-rate risk with derivatives
24. Controlling credit risk with credit default swaps
25. Fixed-income performance measurement and evaluation

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque