Authored by: Frank J. Fabozzi Table of Contents: 1. Introduction; 2. Investment Objectives of Institutional Investors; Section I The Instruments: 3. Bonds; 4. Agency Mortgage-Backed Securities; 5. Credit Sensitive Mortgage- and Asset-Backed Securities; 6. Interest Rate and Credit Derivatives; 7. Financing Positions; Section II Valuation: 8. General Principles of Bond Valuation; 9. Valuation Methodologies; 10. Valuation of Interest Rate Derivative Instruments; Section III Measuring Potential Return and Risk Exposure: 11. Total Return Framework; 12. Measuring Risk; 13. Measuring Interest Rate Risk; 14. Credit Analysis; Section IV Portfolio Management Strategies: 15. Managing Funds Against a Bond Market Index; 16. Managing Funds Against Liabilities; 17. Strategies with Futures and Swaps; 18. Strategies with Options, Caps, and Floors; 19. Managing a Global Bond Portfolio; 20. Measuring and Evaluating Performance; Appendix: Tax Considerations About the Author: Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management. 712 Pages |
   Check out some of our other sites |