8th Ed. — Prentice Hall, 2013. — 744 pp. — ISBN10: 013274354X ISBN13: 9780132743549
An applied approach to understanding bond markets.
Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory.
This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions’ reader and instructor feedback.
Pricing of Bonds
Measuring Yield
Bond Price Volatility
Factors Affecting Bond Yields and the Term Structure of Interest Rates
Treasury and Federal Agency Securities
Corporate Debt Instruments
Municipal Securities
International Bonds
Residential Mortgage Loans
Agency Mortgage Pass-Through Securities
Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Nonagency Residential Mortgage-Backed Securities
Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
Asset-Backed Securities
Interest Rate Models
Analysis of Bonds with Embedded Options
Analysis of Residential Mortgage-Backed Securities
Analysis of Convertible Bonds
Corporate Bond Credit Analysis
Credit Risk Modeling
Bond Portfolio Management Strategies
Bond Portfolio Construction
Liability-Driven Strategies
Bond Performance Measurement and Evaluation
Interest-Rate Futures Contracts
Interest Rate Options
Interest-Rate Swaps, Caps, and Floors
Credit Default Swaps