Product Information
The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.Product Identifiers
PublisherMIT Press LTD
ISBN-139780262046275
eBay Product ID (ePID)18049965354
Product Key Features
Publication Year2021
SubjectFinance
Number of Pages880 Pages
LanguageEnglish
Publication NameBond Markets, Analysis, and Strategies, Tenth Edition
TypeTextbook
AuthorFrancesco A. Fabozzi, Frank J. Fabozzi
FormatHardcover
Dimensions
Item Height254 mm
Item Width203 mm
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorFrancesco A. Fabozzi, Frank J. Fabozzi