Coauthored by Frank J. Fabozzi and Steven V. Mann Table of Contents: 1. Time Value of Money; 2. Yield Curve Analysis: Spot Rates and Forward Rates; 3. Day Count Conventions; 4. Valuation of Option-Free Bonds; 5. Yield Measures; 6. Valuation of Bonds with Embedded Options; 7. Cash flow for Mortgaged-Backed Securities and Amortizing Asset-Backed Securities; 8. Valuation of MBS and ABS; 9: Analysis of Floating Rate Securities; 10. Total Return; 11. Measuring Interest Rate Risk; 12. Analysis of Interest Rate Swaps; 13. Estimating Yield Volatility About the authors: 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. Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than 60 training programs for financial institutions throughout the United States. 336 Pages |
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