Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780071502054

Contents : Contents

Contributeurs : Frank J. Fabozzi, Michael G. Ferri, Steven V. Mann, Ravi F. Dattatreya, Frank J. Jones, Frank K. Reilly, David J. Wright, Bruce J. Feibel, Antti Ilmanen, Gerald, W. Buetow Jr., Robert R. Johnson, Michael J. Fleming, Sylvain G. Feldstein, Alexander M. Grant Jr., Patrick M. Kennedy, Richard S. Wilson, Leland E. Crabbe, John B. Brynjolfsson, Christopher B. Steward, David Munves, Jane Sachar Brauer, John R. Caswell, Karl Tourville, Anand K. Bhattacharya, William S. Berliner, Andrew Davidson, Anne Ching, Alexander Crawford, Anthony B. Sanders, David Yuen, Chuck Ramsey, John McElravey, Anthony B. Sanders, W. Alexander Roever, Laurie S. Goodman, Douglas J. Lucas, Jeffrey T. Prince, Arturo Cifuentes, Nichol Bakalar, Tim Backshall, Kay Giesecke, Lisa Goldberg, Hedi Katz, Ronald N. Kahn, Andrew Kalotay, Michael Dorigan, Scott F. Richard, David Horowitz, David Audley, Richard Chin, Shrikant Ramamurthy, Moorad Choudhry, Lionel Martellini, Philippe Priaulet, Kenneth E. Volpert, Lev Dynkin, Jay Hyman, Vadim Konstantinovsky, Jack Malvey, J. Hank Lynch, Daniel Gallegos, Mark Pitts, Bruce M. Collins, David K. Tim, William J. Gartland, Nicholas C. Letica, Dominic O'Kane, Chris P. Dialynas, John C. Ritchie Jr., Mihir Battacharya.

PART 1.
1. Overview of the types and features of fixed income securities
2. Risks associated with investing in fixed income securities
3. The primary and secondary bond markets
4. Bond market indexes
PART 2.
5. Bond pricing, yield measures, and total return
6. Calculating investment returns
7. The structure of interest rates
8. Overview of forward rate analysis
9. Measuring interest-rate risk
PART 3.
10. U.S. treasury and agency securities
11. Municipal bonds
12. Private money market instruments
13. Corporate bonds
14. Medium-term notes
15. Inflation-linked bonds
16. Floating-rate securities
17. Nonconvertible preferred stock
18. International bond markets and instruments
19. The eurobond market
20. Emerging markets debt
21. Stable value investments
22. An overview of mortgages and the mortgage market
23. Agency mortgage-backed securities
24. Collateralized mortgage obligations
25. Nonagency CMOs
26. Residential asset-backed securities
27. Commercial mortgage-backed securities
28. Credit card asset-backed securities
29. Securities backed by automobile loans and leases
30. Cash-collateralized debt obligations
31. Synthetic CDOs
PART 4.
32. Credit analysis for corporate bonds
33. Credit risk modeling
34. Guidelines in the credit analysis of municipal general obligation and revenue bonds
35. Rating agency approach to structured finance
PART 5.
36. Fixed income risk modeling
37. Valuation of bonds with embedded options
38. Valuation of mortgage-backed securities
39. OAS and effective duration
40. A framework for analyzing yield-curve trades
41. The market yield curve and fitting the term structure of interest rates
42. Hedging interest-rate risk with term-structure factor models
PART 6.
43. Introduction to bond portfolio management
44. Quantitative management of benchmarked portfolios
45. Financing positions in the bond market
46. Global credit bond portfolio management
47. Bond immunization : an asset/liability optimizatin strategy
48. Dedicated bond portfolios
49. International bond portfolio management
50. Transition management
PART 7.
51. Introduction to interest-rate futures and options contracts
52. Pricing futures and portfolio applications
53. Treasury bond futures mechanics and basis valuation
54. The basics of interest-rate options
55. Interest-rate swaps and swaptions
56. Interest-rate caps and floors and compound options
57. Controlling interest-rate risk with futures and options
58. Introduction to credit derivatives
PART 8.
59. Convertible securities and their investment characteristics
60. Convertible securities and their valuation
App. A. A review of the time value of money

Language : English

Print : 7ème

Place of publishing : NEW YORK

Figure(s) : Graphique(s) ; Tableau(x)

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque