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Frank J. Fabozzi, Ph.D., C.F.A., is editor of the Journal ofPortfolio Management, the Frederick Frank Adjunct Professor of Financeat Yale University’s School of Management, and one of the world’sforemost authorities on fixed income securities and derivativeinstruments. Fabozzi is the author and editor of dozens of widelyacclaimed books on fixed income securities and investments, includingFixed Income Mathematics, The Handbook of Financial Instruments,Handbook of Mortgage-Backed Securities, and numerous others. The world’s most trusted fixed income resource for more than two decades, now substantially revised and updated
The Handbook of Fixed Income Securities is the investing industry’smost authoritative, widely followed fixed income reference.Institutional and individual investors have learned to rely on thehandbook for its scope and detail, along with the unquestioned globalauthority and expertise of its contributors.
This thoroughlyrevised seventh edition features updated facts and formulas foranalyzing, valuing, and managing fixed income instruments and theirderivatives in today’s evolving marketplace, including:
Types, features, and uses of fixed income securities Risks and risk control strategies Basics of fixed income analytics, from bond pricing to price volatility measures Binomial and Monte Carlo valuation methodologies Active and structured portfolio management strategies Interest rate and credit derivatives and their portfolio management applications Increasedcoverage of electronic trading, international portfolio management,mortgage-backed and asset-backed securities, collateralized debtobligations, and innovative fixed income applications TheHandbook of Fixed Income Securities, Seventh Edition, is the mostall-inclusive, up-to-date source available for fixed income facts andanalyses. Its valuable perspective and insights will help you enhanceinvestment returns and avoid poor performance in the fixed incomemarket.
Since 1983, through six previous editions, The Handbookof Fixed Income Securities has been the essential reference forinstitutional investors, portfolio managers, financial analysts, andvirtually anyone requiring access to the latest, most authoritativeinformation on the global fixed income marketplace. But anunprecedented number of new products and approaches has broughtdramatic new opportunities and risks to that marketplace.
Inthe substantially revised seventh edition of this investment classic,leading fixed income authority Frank Fabozzi with the assistance ofSteven Mann once again teams with the world’s top fixed income expertsto provide you with insights and details on contemporary fixed incomevehicles and strategies. New and updated topics include:
Bond primary and secondary markets Calculating investment returns Forward rates Eurobonds Emerging market debt Stable value investments Mortgages and mortgage-backed securities Agency mortgage pass-through securities Collateralized mortgage obligations Residential asset-backed securities Securities backed by credit card receivables Cash-collateralized debt obligations Synthetic CDOs Credit risk modeling Rating agency approach to structured finance Yield-curve analysis The market yield curve and fitting the term structure of interest rates Hedging interest-rate risk with term-structure factor models Quantitative management of benchmarked portfolios Financing positions in the bond market Transition management Credit derivatives The Handbook of Fixed Income Securities, Seventh Edition, equips youwith a comprehensive overview of all fixed income securities andstrategies and continues to be the investment industry’s mostaccessible and all-inclusive resource. Invaluable for its theoreticalinsights, unsurpassed in its hands-on guidance, and unequalled in theexpertise and authority of its contributors, this concise, completeexplanation of fixed income securities and applications delivers thedata and knowledge investment professionals need and remains the onefixed income answer book to have within reach at all times.
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