Fabozzi, Frank J

Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th ed. - Boston, MA : Pearson/Addison-Wesley, c2008. - xiii, 778 p. : ill. ; 26 cm.

Includes index.

Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling.

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Bonds.
Investment analysis.
Portfolio management.
Bond market.

HG4651 / .F28 2008

332.6323 / FAB/B