Crabbe L., Fabozzi F. Corporate Bond Portfolio Management

New York: John Wiley & Sons, Inc., 2002. — 325 p.Features of Corporate Bonds.
Medium-Term Notes and Structured Notes.
Analysis of Convertible Bonds.
General Principles of Corporate Bond Valuation and Yield Measures.
Measuring Interest Rate Risk.
Yield Volatility, Spread Volatility, and Corporate Yield Ratios.
Liquidity, Trading, and Trading Costs.
Corporate Spread Curve Strategies.
Business Cycles, Profit Cycles, and Corporate Bond Strategies.
Credit Risk.
Introduction to Corporate Bond Credit Analysis.
A Rating Transition Framework for Corporate Bond Strategy.
Valuation of Subordinated Structures.
Early Redemption Features.
Valuing Corporate Bonds with Embedded Options and Structured Notes.
Credit Risk and Embedded Options.
Putable Bonds and Their Role in Corporate Bond Portfolios.