9780071358057

The world's #1 fixed income book, now with 21 all-new chapters "The Handbook of Fixed Income Securities"occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including: Eurobonds Emerging market debt Credit risk modeling Synthetics CDOs Transition management And many more

Part 1: Background.
Background.
Chapter 1: Overview of the Types and Features of Fixed Income Securities.
Chapter 2: Risks Associated with Investing in Fixed Income Securities.
Chapter 3: A Review of the Time Value of Money.
Chapter 4: Bond Pricing and Return Measures.
Chapter 5: Measuring Interest Rate Risk.
Chapter 6: The Sturcture of Interest Rates.
Chapter 7: Bond Market Indexes.
Part 2: Government and Private Debt Obligations.
Chapter 8: U.S. Treasury and Agency Securities.
Chapter 9: Municipal Bonds.
Chapter 10: Private Money Market Instruments.
Chapter 11: Corporate Bonds.
Chapter 12: Medium-Term Notes.
Chapter 13: Inflation-Indexed Bonds (Tips).
Chapter 14: Floating-Rate Securities.
Chapter 15: Nonconvertible Preferred Stock.
Chapter 16: International Bond Markets and Instruments.
Chapter 17: Brady Bonds.
Chapter 18: Stable Value Investments.
Part 3: Credit Analysis.
Chapter 19: Credit Analysis for Corporate Bonds.
Chapter 20: Credit Considerations in Evaluating High-yield Bonds.
Chapter 21: Investing in Chapter 11 and Other Distressed Companies.
Chapter 22: Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds.
Chapter 23: High-Yield Analysis of Emerging Markets Debt.
Part 4: Mortgage-Backed and Asset-Backed Securities.
Chapter 24: Mortgages and Overview of Mortgage-Backed Securities.
Chapter 25: Mortgage Pass-Throughs.
Chapter 26: Collateralized Mortgage Obligations.
Chapter 27: Nonagency CMOs.
Chapter 28: Commercial Mortgage-Backed Securities.
Chapter 29: Securities Backed by Automobile Loans.
Chapter 30: Securities Backed by Closed-End Home Equity Loans.
Chapter 31: Securities Backed by Manufactured Housing Loans.
Chapter 32: Securities Backed by Credit Card Receivables.
Part 5: Fixed Income Analytics and Modeling.
Chapter 33: Characteristics of and Strategies with Callable Securities.
Chapter 34: Valuation of Bonds with Embedded Options.
Chapter 35: Valuation of CMOs.
Chapter 36: Fixed Income Risk Modeling.
Chapter 37: OAS and Effective Duration.
Chapter 38: Evaluation Amortizing ABS: A Primer on Static Spread.
Part 6: Portfolio Management.
Chapter 39: Bond Management: Past, Current, and Future.
Chapter 40: The Active Decisions in the Selection of Passive Management and Performance Bogeys.
Chapter 41: Managing Indexed and Enhanced Indexed Bond Portfolios.
Chapter 42: Global Corporate Bond Portfolio Management.
Chapter 43: Management of a High-Yield Bond Portfolio.
Chapter 44: Bond Immunization: An Asset/Liability Optimization Strategy.
Chapter 45: Dedicated Bond Portfolios.
Chapter 46: Managing Market Risk Proactively at Long-Term Investment Funds.
Chapter 47: Improving Insurance company Portfolio Returns.
Chapter 48: International Bond Investing and Portfolio Management.
Chapter 49: International Fixed Income Investing: Theory and Practice.
Part 7: Equity-Linked Securities and Their Valuation.
Chapter 50: Convertible Securities and Their Investment Characterics.
chapter 51: Convertible Securities and Their Valuation.
Part 8: Derivative Instruments and Their Portfolio Management Applications.
Chapter 52: Introduction to Interest-Rate Futures and Options Contracts.
Chapter 53: Pricing Futures and Portfolio Applications.
Chapter 54: Treasury Bond Futures Mechanics and Basis Valuation.
Chapter 55: The Basics of Interest-Rate Options.
Chapter 56: Controlling Interest Rate Risk and Futures and Options.
Chapter 57: Interest-Rate Swaps.
Chapter 58: Interest-Rate Caps and Floors and Compound Options.

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Amazon no longer offers textbook rentals. We do!

The Handbook of Fixed Income Securities, 6th Edition

The Handbook of Fixed Income Securities, 6th Edition

0071358056

Summary

Table of Contents

Background.

Chapter 1: Overview of the Types and Features of Fixed Income Securities.

Chapter 2: Risks Associated with Investing in Fixed Income Securities.

Chapter 3: A Review of the Time Value of Money.

Chapter 4: Bond Pricing and Return Measures.

Chapter 5: Measuring Interest Rate Risk.

Chapter 6: The Sturcture of Interest Rates.

Chapter 7: Bond Market Indexes.

Part 2: Government and Private Debt Obligations.

Chapter 8: U.S. Treasury and Agency Securities.

Chapter 9: Municipal Bonds.

Chapter 10: Private Money Market Instruments.

Chapter 11: Corporate Bonds.

Chapter 12: Medium-Term Notes.

Chapter 13: Inflation-Indexed Bonds (Tips).

Chapter 14: Floating-Rate Securities.

Chapter 15: Nonconvertible Preferred Stock.

Chapter 16: International Bond Markets and Instruments.

Chapter 17: Brady Bonds.

Chapter 18: Stable Value Investments.

Part 3: Credit Analysis.

Chapter 19: Credit Analysis for Corporate Bonds.

Chapter 20: Credit Considerations in Evaluating High-yield Bonds.

Chapter 21: Investing in Chapter 11 and Other Distressed Companies.

Chapter 22: Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds.

Chapter 23: High-Yield Analysis of Emerging Markets Debt.

Part 4: Mortgage-Backed and Asset-Backed Securities.

Chapter 24: Mortgages and Overview of Mortgage-Backed Securities.

Chapter 25: Mortgage Pass-Throughs.

Chapter 26: Collateralized Mortgage Obligations.

Chapter 27: Nonagency CMOs.

Chapter 28: Commercial Mortgage-Backed Securities.

Chapter 29: Securities Backed by Automobile Loans.

Chapter 30: Securities Backed by Closed-End Home Equity Loans.

Chapter 31: Securities Backed by Manufactured Housing Loans.

Chapter 32: Securities Backed by Credit Card Receivables.

Part 5: Fixed Income Analytics and Modeling.

Chapter 33: Characteristics of and Strategies with Callable Securities.

Chapter 34: Valuation of Bonds with Embedded Options.

Chapter 35: Valuation of CMOs.

Chapter 36: Fixed Income Risk Modeling.

Chapter 37: OAS and Effective Duration.

Chapter 38: Evaluation Amortizing ABS: A Primer on Static Spread.

Part 6: Portfolio Management.

Chapter 39: Bond Management: Past, Current, and Future.

Chapter 40: The Active Decisions in the Selection of Passive Management and Performance Bogeys.

Chapter 41: Managing Indexed and Enhanced Indexed Bond Portfolios.

Chapter 42: Global Corporate Bond Portfolio Management.

Chapter 43: Management of a High-Yield Bond Portfolio.

Chapter 44: Bond Immunization: An Asset/Liability Optimization Strategy.

Chapter 45: Dedicated Bond Portfolios.

Chapter 46: Managing Market Risk Proactively at Long-Term Investment Funds.

Chapter 47: Improving Insurance company Portfolio Returns.

Chapter 48: International Bond Investing and Portfolio Management.

Chapter 49: International Fixed Income Investing: Theory and Practice.

Part 7: Equity-Linked Securities and Their Valuation.

Chapter 50: Convertible Securities and Their Investment Characterics.

chapter 51: Convertible Securities and Their Valuation.

Part 8: Derivative Instruments and Their Portfolio Management Applications.

Chapter 52: Introduction to Interest-Rate Futures and Options Contracts.

Chapter 53: Pricing Futures and Portfolio Applications.

Chapter 54: Treasury Bond Futures Mechanics and Basis Valuation.

Chapter 55: The Basics of Interest-Rate Options.

Chapter 56: Controlling Interest Rate Risk and Futures and Options.

Chapter 57: Interest-Rate Swaps.

Chapter 58: Interest-Rate Caps and Floors and Compound Options.

Supplemental Materials

Write a Review

Related Products