Book
The handbook of fixed income securities / Frank J. Fabozzi, editor ; with the assistance of Steven V. Mann.
Record details
- ISBN: 9780071768467
- ISBN: 0071768467
- Physical Description: xxx, 1809 pages : illustrations ; 24 cm.
- Edition: Eighth edition.
- Publisher: New York : McGraw-Hill, �2012.
Content descriptions
- Bibliography, etc. Note:
- Includes bibliographical references and index.
- Formatted Contents Note:
- PART ONE BACKGROUND -- Chapter 1 Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann -- Chapter 2 Risks Associated with Investing in Fixed Income Securities / Ravi F. Dattatreya, Frank J. Fabozzi, and Sergio M. Focardi -- Chapter 3 Bond Market Indexes / Frank K. Reilly and David J. Wright -- Chapter 4 Electronic Trading for Fixed Income Markets / Marshall Nicholson -- Chapter 5 Macro-Economic Dynamics and the Corporate Bond Market / Steven I. Dym -- Chapter 6 Bond Pricing, Yield Measures, and Total Return / Frank J. Fabozzi -- Chapter 7 Measuring Interest-Rate Risk / Frank J. Fabozzi [and others].Chapter 8 The Structure of Interest Rates / Frank J. Fabozzi -- PART TWO GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS -- Chapter 9 U.S. Treasury Securities / Michael J. Fleming and Frank J. Fabozzi -- Chapter 10 Agency Debt Securities / Mark O. Cabana and Frank J. Fabozzi -- Chapter 11 Municipal Bonds / Sylvan G. Feldstein [and others] Chapter 12 Corporate Bonds / Frank J. Fabozzi, Steven V. Mann, and Adam B. Cohen -- Chapter 13 Leveraged Loans / Stephen J. Antczak, Frank J. Fabozzi, and Jung Lee -- Chapter 14 Convertible Securities and Their Investment Application / Jonathan L. Horne and Chris P. Dialynas.Chapter 15 Structured Notes and Credit-Linked Notes / John D. Finnerty and Rachael W. Park -- Chapter 16 Private Money Market Instruments / Frank J. Fabozzi and Steven V. Mann -- Chapter 17 Floating-Rate Securities / Frank J. Fabozzi and Steven V. Mann -- Chapter 18 Inflation-Linked Bonds / John B. Brynjolfsson -- Chapter 19 International Bond Markets and Instruments / Karthik Ramanathan -- Chapter 20 Emerging Markets Bebt / Jane Sachar Brauer -- Chapter 21 Fixed Income Exchange Traded Funds / Matthew Tucker and Stephen Laipply -- Chapter 22 Covered Bonds / Vinod Kothari -- Chapter 23 Nonconvertible Preferred Stock / Steven V. Mann -- PART THREE SECURITIZED PRODUCTS.Chapter 24 An Overview of Mortgages and the Mortgage Market / Anand K. Bhattacharya and William S. Berliner -- Chapter 25 Agency Mortgage-Backed Securities / Andrew Davidson, Anne Ching, and Eknath Belbase -- Chapter 26 Agency Collateralized Mortgage Obligations / Alexander Crawford -- Chapter 27 The Effect of Agency CMO PAC Bond Features on Performance / Linda Lowell -- Chapter 28 Agency CMO Z-Bonds / Linda Lowell -- Chapter 29 Support Bonds with Schedules in Agency CMO Deals / Linda Lowell -- Chapter 30 Stripped Mortgage-Backed Securities / Cyrus Mohebbi [and others] -- Chapter 31Nonagency Residential Mortgage-Backed Securities / Dapeng Hu and Robert Goldstein.Chapter 32 Commercial Mortgage-Backed Securities / Wayne M. Fitzgerald II and Mark D. Paltrowitz -- Chapter 33 Credit Card Asset-Backed Securities / John McElravey -- Chapter 34 Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans / John McElravey -- Chapter 35 Collateralized Loan Obligations / Frank J. Fabozzi -- PART FOUR TERM STRUCTURE OF INTEREST RATES -- Chapter 36 Overview of Forward Rate Analysis / Antti Ilmanen -- Chapter 37 A Framework for Analyzing Yield-Curve Trades / Antti Ilmanen -- Chapter 38 Empirical Yield-Curve Dynamics and Yield-Curve Exposure / Wesley Phoa.Chapter 39 Term Structure Modeling with No-Arbitrage Interest Rate Models / Gerald W. Buetow, Jr., and Brian J. Henderson -- PART FIVE VALUATION MODELING -- Chapter 40 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan -- Chapter 41 Valuation of Agency Mortgage-Backed Securities / Frank J. Fabozzi, Scott F. Richard, and Peter Ru -- Chapter 42 Convertible Securities: Their Structures, Valuation, and Trading / Mihir Bhattacharya -- PART SIX CREDIT RISK -- Chapter 43 Credit Analysis for Corporate Bonds / Martin Fridson, Frank J. Fabozzi, and Adam B. Cohen -- Chapter 44 The Credit Analysis of Municipal General Obligation and Revenue Bonds / Sylvan G. Geldstein, Alexander Grant, and David Ratner.Chapter 45 Credit-Risk Modeling / Tim Backshall, Kay Giesecke, and Lisa Goldberg -- PART SEVEN MULTIFACTOR RISK MODELS -- Chapter 46 Introduction to Multifactor Risk Models in Fixed Income and Their Applications / Anthony Lazanas [and others] -- Chapter 47 Analyzing Risk from Multifactor Fixed Income Models / Anthony Lazanas [and others] -- Chapter 48 Hedging Interest-Rate Risk with Term-Structure Factor Models / Lionel Martellini, Philippe Priaulet, and Frank J. Fabozzi -- PART EIGHT BOND PORTFOLIO MANAGEMENT -- Chapter49 Introduction to Bond Portfolio Management / Kenneth E. Volpert -- Chapter 50 Quantitative Management of Benchmarked Portfolios / Lev Dynkin [and others].Chapter 51 Global Credit Bond Portfolio Management / Jack Malvey -- Chapter 52 Elements of Managing a High-Yield Bond Portfolio / Mark R. Shenkman and Nicholas R. Sarchese -- Chapter 53 International Bond Portfolio Management / Karthik Ramanathan, James M. Gerard, and Frank J. Fabozzi -- Chapter 54 Fixed Income Transition Management / Ananth Madhavan and Daniel Gallegos -- Chapter 55 Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure / Arik Ben Dor, Lev Dynkin, and Jay Hyman -- Chapter 56 Investing in Distressed Structured Credit Securities / Alfred Murata -- Chapter 57 Hedge Fund Fixed Imcome Strategies / Ellen Rachlin, Chris P. Dialynas, and Vineer Bhansali.Chapter 58 Financing Positions in the Bond Market / Frank J. Fabozzi and Steven V. Mann -- PART NINE DERIVATIVES -- Chapter 59 Introduction to Interest-Rate Futures and Options Contracts / Frank J. Fabozzi [and others] -- Chapter 60 Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts, and Bruce M. Collins -- Chapter 61 Controlling Interest-Rate Risk with Futures and Options / Fran k J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts -- Chapter 62 Interest-Rate Swaps and Swaptions / Fran k J. Fabozzi, Steven V. Mann, and Moorad Choudhry -- Chapter 63 The Valuation of Interest-Rate Swaps and Swaptions / Gerald W. Buetow and Brian J. Henderson.Chapter 64 The Basics of Interest-Rate Options / William J. Gartland and Nicholas C. Letica -- Chapter 65 Interest-Rate Caps and Floors / George L. Albota and Radu S. Tunaru -- Chapter 66 Credit Derivatives / Dominic O'Kane -- Chapter 67 Credit Derivative Valuation and Risk / Dominic O'Kane -- Chapter 68 Hedging Tail Risk / Stephen J. Antczak -- PART TEN PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS -- Chapter 69 Principles of Performance Attribution / Anthony Lazanas [and others] -- Chapter 70 Performance Attribution for Portfolios of Fixed Imcome Securities / Anthony Lazanas [and others] -- Chapter 71 Advanced Topics in Performance Attribution / Anthony Lazanas [and others] -- APPENDIX Methodology for Calculating Currency Exposures in Bond Portfolios and Indexes / Curt Hollingsworth.
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- 1 of 1 copy available at Northwest Indian College.
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| Location | Call Number / Copy Notes | Barcode | Shelving Location | Status | Due Date |
|---|---|---|---|---|---|
| Lummi Library | HG 4651 .H36 2012 | 288762 | Stacks | Available | - |
| LDR | 09221cam a2200685 a 4500 | ||
|---|---|---|---|
| 001 | 41156 | ||
| 003 | NWIC | ||
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| 050 | 0 | 0. | ‡aHG4651 ‡b.H265 2012 |
| 082 | 0 | 0. | ‡a332.63/2044 ‡223 |
| 245 | 0 | 4. | ‡aThe handbook of fixed income securities / ‡cFrank J. Fabozzi, editor ; with the assistance of Steven V. Mann. |
| 250 | . | ‡aEighth edition. | |
| 260 | . | ‡aNew York : ‡bMcGraw-Hill, ‡c�2012. | |
| 300 | . | ‡axxx, 1809 pages : ‡billustrations ; ‡c24 cm. | |
| 336 | . | ‡atext ‡btxt ‡2rdacontent | |
| 337 | . | ‡aunmediated ‡bn ‡2rdamedia | |
| 338 | . | ‡avolume ‡bnc ‡2rdacarrier | |
| 504 | . | ‡aIncludes bibliographical references and index. | |
| 505 | 0 | . | ‡aPART ONE BACKGROUND -- Chapter 1 Overview of the Types and Features of Fixed Income Securities / Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann -- Chapter 2 Risks Associated with Investing in Fixed Income Securities / Ravi F. Dattatreya, Frank J. Fabozzi, and Sergio M. Focardi -- Chapter 3 Bond Market Indexes / Frank K. Reilly and David J. Wright -- Chapter 4 Electronic Trading for Fixed Income Markets / Marshall Nicholson -- Chapter 5 Macro-Economic Dynamics and the Corporate Bond Market / Steven I. Dym -- Chapter 6 Bond Pricing, Yield Measures, and Total Return / Frank J. Fabozzi -- Chapter 7 Measuring Interest-Rate Risk / Frank J. Fabozzi [and others]. |
| 505 | 0 | . | ‡aChapter 8 The Structure of Interest Rates / Frank J. Fabozzi -- PART TWO GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS -- Chapter 9 U.S. Treasury Securities / Michael J. Fleming and Frank J. Fabozzi -- Chapter 10 Agency Debt Securities / Mark O. Cabana and Frank J. Fabozzi -- Chapter 11 Municipal Bonds / Sylvan G. Feldstein [and others] Chapter 12 Corporate Bonds / Frank J. Fabozzi, Steven V. Mann, and Adam B. Cohen -- Chapter 13 Leveraged Loans / Stephen J. Antczak, Frank J. Fabozzi, and Jung Lee -- Chapter 14 Convertible Securities and Their Investment Application / Jonathan L. Horne and Chris P. Dialynas. |
| 505 | 0 | . | ‡aChapter 15 Structured Notes and Credit-Linked Notes / John D. Finnerty and Rachael W. Park -- Chapter 16 Private Money Market Instruments / Frank J. Fabozzi and Steven V. Mann -- Chapter 17 Floating-Rate Securities / Frank J. Fabozzi and Steven V. Mann -- Chapter 18 Inflation-Linked Bonds / John B. Brynjolfsson -- Chapter 19 International Bond Markets and Instruments / Karthik Ramanathan -- Chapter 20 Emerging Markets Bebt / Jane Sachar Brauer -- Chapter 21 Fixed Income Exchange Traded Funds / Matthew Tucker and Stephen Laipply -- Chapter 22 Covered Bonds / Vinod Kothari -- Chapter 23 Nonconvertible Preferred Stock / Steven V. Mann -- PART THREE SECURITIZED PRODUCTS. |
| 505 | 0 | . | ‡aChapter 24 An Overview of Mortgages and the Mortgage Market / Anand K. Bhattacharya and William S. Berliner -- Chapter 25 Agency Mortgage-Backed Securities / Andrew Davidson, Anne Ching, and Eknath Belbase -- Chapter 26 Agency Collateralized Mortgage Obligations / Alexander Crawford -- Chapter 27 The Effect of Agency CMO PAC Bond Features on Performance / Linda Lowell -- Chapter 28 Agency CMO Z-Bonds / Linda Lowell -- Chapter 29 Support Bonds with Schedules in Agency CMO Deals / Linda Lowell -- Chapter 30 Stripped Mortgage-Backed Securities / Cyrus Mohebbi [and others] -- Chapter 31Nonagency Residential Mortgage-Backed Securities / Dapeng Hu and Robert Goldstein. |
| 505 | 0 | . | ‡aChapter 32 Commercial Mortgage-Backed Securities / Wayne M. Fitzgerald II and Mark D. Paltrowitz -- Chapter 33 Credit Card Asset-Backed Securities / John McElravey -- Chapter 34 Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans / John McElravey -- Chapter 35 Collateralized Loan Obligations / Frank J. Fabozzi -- PART FOUR TERM STRUCTURE OF INTEREST RATES -- Chapter 36 Overview of Forward Rate Analysis / Antti Ilmanen -- Chapter 37 A Framework for Analyzing Yield-Curve Trades / Antti Ilmanen -- Chapter 38 Empirical Yield-Curve Dynamics and Yield-Curve Exposure / Wesley Phoa. |
| 505 | 0 | . | ‡aChapter 39 Term Structure Modeling with No-Arbitrage Interest Rate Models / Gerald W. Buetow, Jr., and Brian J. Henderson -- PART FIVE VALUATION MODELING -- Chapter 40 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan -- Chapter 41 Valuation of Agency Mortgage-Backed Securities / Frank J. Fabozzi, Scott F. Richard, and Peter Ru -- Chapter 42 Convertible Securities: Their Structures, Valuation, and Trading / Mihir Bhattacharya -- PART SIX CREDIT RISK -- Chapter 43 Credit Analysis for Corporate Bonds / Martin Fridson, Frank J. Fabozzi, and Adam B. Cohen -- Chapter 44 The Credit Analysis of Municipal General Obligation and Revenue Bonds / Sylvan G. Geldstein, Alexander Grant, and David Ratner. |
| 505 | 0 | . | ‡aChapter 45 Credit-Risk Modeling / Tim Backshall, Kay Giesecke, and Lisa Goldberg -- PART SEVEN MULTIFACTOR RISK MODELS -- Chapter 46 Introduction to Multifactor Risk Models in Fixed Income and Their Applications / Anthony Lazanas [and others] -- Chapter 47 Analyzing Risk from Multifactor Fixed Income Models / Anthony Lazanas [and others] -- Chapter 48 Hedging Interest-Rate Risk with Term-Structure Factor Models / Lionel Martellini, Philippe Priaulet, and Frank J. Fabozzi -- PART EIGHT BOND PORTFOLIO MANAGEMENT -- Chapter49 Introduction to Bond Portfolio Management / Kenneth E. Volpert -- Chapter 50 Quantitative Management of Benchmarked Portfolios / Lev Dynkin [and others]. |
| 505 | 0 | . | ‡aChapter 51 Global Credit Bond Portfolio Management / Jack Malvey -- Chapter 52 Elements of Managing a High-Yield Bond Portfolio / Mark R. Shenkman and Nicholas R. Sarchese -- Chapter 53 International Bond Portfolio Management / Karthik Ramanathan, James M. Gerard, and Frank J. Fabozzi -- Chapter 54 Fixed Income Transition Management / Ananth Madhavan and Daniel Gallegos -- Chapter 55 Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure / Arik Ben Dor, Lev Dynkin, and Jay Hyman -- Chapter 56 Investing in Distressed Structured Credit Securities / Alfred Murata -- Chapter 57 Hedge Fund Fixed Imcome Strategies / Ellen Rachlin, Chris P. Dialynas, and Vineer Bhansali. |
| 505 | 0 | . | ‡aChapter 58 Financing Positions in the Bond Market / Frank J. Fabozzi and Steven V. Mann -- PART NINE DERIVATIVES -- Chapter 59 Introduction to Interest-Rate Futures and Options Contracts / Frank J. Fabozzi [and others] -- Chapter 60 Pricing Futures and Portfolio Applications / Frank J. Fabozzi, Mark Pitts, and Bruce M. Collins -- Chapter 61 Controlling Interest-Rate Risk with Futures and Options / Fran k J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts -- Chapter 62 Interest-Rate Swaps and Swaptions / Fran k J. Fabozzi, Steven V. Mann, and Moorad Choudhry -- Chapter 63 The Valuation of Interest-Rate Swaps and Swaptions / Gerald W. Buetow and Brian J. Henderson. |
| 505 | 0 | . | ‡aChapter 64 The Basics of Interest-Rate Options / William J. Gartland and Nicholas C. Letica -- Chapter 65 Interest-Rate Caps and Floors / George L. Albota and Radu S. Tunaru -- Chapter 66 Credit Derivatives / Dominic O'Kane -- Chapter 67 Credit Derivative Valuation and Risk / Dominic O'Kane -- Chapter 68 Hedging Tail Risk / Stephen J. Antczak -- PART TEN PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS -- Chapter 69 Principles of Performance Attribution / Anthony Lazanas [and others] -- Chapter 70 Performance Attribution for Portfolios of Fixed Imcome Securities / Anthony Lazanas [and others] -- Chapter 71 Advanced Topics in Performance Attribution / Anthony Lazanas [and others] -- APPENDIX Methodology for Calculating Currency Exposures in Bond Portfolios and Indexes / Curt Hollingsworth. |
| 650 | 0. | ‡aBonds ‡vHandbooks, manuals, etc. | |
| 650 | 0. | ‡aPreferred stocks ‡vHandbooks, manuals, etc. | |
| 650 | 0. | ‡aMoney market funds ‡vHandbooks, manuals, etc. | |
| 650 | 0. | ‡aMutual funds ‡vHandbooks, manuals, etc. | |
| 650 | 0. | ‡aFixed-income securities ‡vHandbooks, manuals, etc. | |
| 700 | 1 | . | ‡aFabozzi, Frank J. |
| 700 | 1 | . | ‡aMann, Steven V. |
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