Bond Markets. Analysis & Strategies – Frank J.Fabozzi

Bond Markets. Analysis & Strategies Description
Fabozzi’s Bond Markets, Analysis, and Strategies offer students practical advice for analyzing bonds and proven portfolio strategies for achieving client objectives. Using an applied approach, Bond Markets helps students quickly grasp and apply key concepts without getting bogged down in theory.
Here’s what you will learn in this course:
Introduction
Pricing of Bonds
Measuring Yield
Bond Price Volatility
The Theory and History of Interest Rates
Factors Affecting Bond Yields and the Term Structure of Interest Rates
Treasury and Federal Agency Securities
Corporate Debt Instruments
Analysis of Bonds with Embedded Options
Analysis of Residential MortgageBacked Securities
Analysis of Convertible Bonds
Corporate Bond Credit Analysis
Credit Risk Modeling
Bond Portfolio Management Strategies
Bond Portfolio Construction
Managing a Corporate Bond Portfolio
Municipal Securities
International Bonds
Residential Mortgage Loans
Agency Mortgage PassThrough Securities
Agency Collateralized Mortgage Obligations and Stripped MortgageBacked Securities
Nonagency Residential MortgageBacked Securities
Commercial Mortgage Loans and Commercial MortgageBacked Securities
AssetBacked Securities
Collective Investment Vehicles
Liquidity and Trading of CreditSpread Products
LiabilityDriven Investing for Defined Benefit Pension Plans
Bond Performance Measurement and Evaluation
Interest Rate Futures Contracts
Interest Rate Options
Interest rate Swaps ForwardRate Agreements Caps and Floors
Credit Default Swaps
The Investment Management Agreement
Index