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

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Subjects: Bonds--Handbooks, manuals, etc
Preferred stocks--Handbooks, manuals, etc
Money market funds--Handbooks, manuals, etc
Mutual funds--Handbooks, manuals, etc
Fixed-income securities
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Edition: 5th ed
Published: Chicago : Irwin Professional Pub., 1997
LC Classification: H, HG
Physical Description: xxx, 1339 p. : ill. ; 24 cm
Table of Contents: Ch. 1. Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri 3
Ch. 2. Risks Associated with Investing in Fixed Income Securities / Ravi E. Dattatreya, Frank J. Fabozzi 18
Ch. 3. A Review of the Time Value of Money / Frank J. Fabozzi 25
Ch. 4. Bond Pricing and Return Measures / Frank J. Fabozzi 45
Ch. 5. Price Volatility Characteristics of Fixed Income Securities / Frank J. Fabozzi, Mark Pitts, Ravi E. Dattatreya 77
Ch. 6. The Structure of Interest Rates / Frank J. Fabozzi 106
Ch. 7. Bond Market Indexes / Frank K. Reilly, David J. Wright 129
Ch. 8. Treasury and Agency Securities / Frank J. Fabozzi 149
Ch. 9. Municipal Bonds / Sylvan G. Feldstein, Frank J. Fabozzi 161
Ch. 10. Private Money Market Instruments / Frank J. Fabozzi 190
Ch. 11. Corporate Bonds / Frank J. Fabozzi, Richard S. Wilson, John C. Ritchie, Jr. 206
Ch. 12. Medium-Term Notes / Leland E. Crabbe 234
Ch. 13. Domestic Floating-Rate and Adjustable-Rate Debt Securities / Richard S. Wilson 254
Ch. 14. Nonconvertible Preferred Stock / Richard S. Wilson 263
Ch. 15. Convertible Securities / John C. Ritchie, Jr. 287
Ch. 16. The High-Yield Bond Market / Joseph V. Amato 307
Ch. 17. International Bond Markets and Instruments / Christopher B. Steward, Adam M. Greshin 327
Ch. 18. Brady Bonds / Jane S. Brauer 346
Ch. 19. Stable Value Investments / Kenneth L. Walker 353
Ch. 20. Credit Analysis for Corporate Bonds / Jane Tripp Howe 371
Ch. 21. Credit Considerations in Evaluating High-Yield Bonds / Jane Tripp Howe 405
Ch. 22. Investing in Chapter 11 and Other Distressed Companies / Jane Tripp Howe 414
Ch. 23. Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds / Sylvan G. Feldstein 434
Ch. 24. Standard & Poor's Sovereign Ratings Criteria / David T. Beers 460
Ch. 25. High-Yield Analysis of Emerging Markets Debt / Allen A. Vine 473
Ch. 26. Mortgages and Overview of Mortgage-Backed Securities / Frank J. Fabozzi, Chuck Ramsey 501
Ch. 27. Mortgage Pass-Through Securities / Lakhbir S. Hayre, Cyrus Mohebbi, Thomas A. Zimmerman 524
Ch. 28. Collateralized Mortgage Obligations / Chris Ames 569
Ch. 29. Nonagency CMOs / Frank J. Fabozzi, David Yuen, Chuck Ramsey, Frank R. Ramirez 598
Ch. 30. Commercial Mortgage-Backed Securities / John N. Dunlevy 609
Ch. 31. Auto-Loan-Backed Securities / Thomas A. Zimmerman 625
Ch. 32. Home Equity Loans (HELs) and HEL-Backed Securities / Joseph C. Hu 642
Ch. 33. Manufactured Housing-Backed ABS / John N. Dunlevy, Andrew Shook 659
Ch. 34. Credit Card ABS / David R. Howard 669
Ch. 35. Evaluating Asset-Backed Securities: A Primer on Static Spread / Anthony V. Thompson 685
Ch. 36. Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew J. Kalotay, George O. Williams 693
Ch. 37. A Comparison of Methods for Analyzing Mortgage-Backed Securities / Andrew S. Davidson, Robert Kulason, Michael D. Herskovitz 714
Ch. 38. New Duration Measures for Risk Management / Thomas E. Klaffky, Ardavan Nozari, Michael Waldman 738
Ch. 39. Interest-Rate Risk Models Used by Depository Institutions / Elizabeth Mays 751
Ch. 40. OAS and Effective Duration / David Audley, Richard Chin, Shrikant Ramamurthy 763
Ch. 41. Fixed Income Risk Modeling / Ronald N. Kahn 779
Ch. 42. Valuation and Analysis of Convertible Securities / Mihir Bhattacharya, Yu Zhu 791
Ch. 43. The Term Structure of Interest Rates / Richard W. McEnally, James V. Jordan 818
Ch. 44. Bond Management: Past, Current, and Future / H. Gifford Fong 867
Ch. 45. The Active Decisions in the Selection of Passive Management and Performance Bogeys / Chris P. Dialynas 873
Ch. 46. A Sponsor's View of Benchmark Portfolios / Daralyn B. Peifer 896
Ch. 47. Indexing Fixed Income Assets / Sharmin Mossavar-Rahmani 913
Ch. 48. Bond Immunization: An Asset/Liability Optimization Strategy / Peter E. Christensen, Frank J. Fabozzi, Anthony LoFaso 925
Ch. 49. Dedicated Bond Portfolios / Peter E. Christensen, Frank J. Fabozzi 955
Ch. 50. Improving Insurance Company Portfolio Returns / Kevin E. Grant 969
Ch. 51. Asset/Liability Management for Property/Casualty Insurers / Frank D. Campbell 985
Ch. 52. Global Corporate Bond Portfolio Management / Jack Malvey 1009
Ch. 53. The Management of High-Yield Bond Portfolios / Howard S. Marks 1054
Ch. 54. International Bond Investing and Portfolio Management / Christopher B. Steward, Adam M. Greshin 1065
Ch. 55. International Fixed Income Investing: Theory and Practice / Michael R. Rosenberg 1097
Ch. 56. Introduction to Interest-Rate Futures and Options Contracts / Mark Pitts, Frank J. Fabozzi 1139
Ch. 57. Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts 1161
Ch. 58. Treasury Bond Futures Mechanics and Basis Valuation / David T. Kim 1173
Ch. 59. The Basics of Interest-Rate Options / William J. Gartland, Nicholas C. Letica 1196
Ch. 60. Hedging with Futures and Options / Mark Pitts, Frank J. Fabozzi 1221
Ch. 61. Interest-Rate Swaps / Anand K. Bhattacharya, Frank J. Fabozzi 1252
Ch. 62. Interest-Rate Caps and Floors and Compound Options / Anand K. Bhattacharya 1270
Questions 1289
Index 1317
Additional Authors: Fabozzi, Frank J
Notes: LCCN: 96041065
ISBN: 0786310952
Includes bibliographical references and index
OCLC Number: 35360696
ISBN/ISSN: 0786310952