金融学精选教材·债券市场:分析和策略(第5版)(英文)(影印版)
作者:法博兹(Fabozzi,F.J.) 著
出版:北京大学出版社 2006.1
丛书:金融学精选教材·英文影印版
页数:670
定价:62.00 元
ISBN-10:7301096577
ISBN-13:9787301096574
去豆瓣看看 Preface xiii
Chapter 1 Introduction
Chapter 2 Pricing of Bonds
Chapter 3 Measuring Yield
Chapter 4 Bond Price Volatility
Chapter 5 Factors Affecting Bond Yields and the Term Structure
of Interest Rates
Chapter 6 Treasury and Agency Securities Markets
Chapter 7 Corporate Debt Instruments
Chapter 8 Municipal Securities
Chapter 9 Non-U.S. Bonds
Chapter 10 Residential Mortgage Loans
Chapter 11 Mortgage Pass-Through Securities
Chapter 12 CoUateralized Mortgage Obligations and Stripped
Mortgage-Backed Securities
Chapter 13 Commercial Mortgage-Backed Securities
Chapter 14 Asset-Backed Securities
Chapter 15 Collateralized Debt Obligations
Chapter 16 Analysis of Bonds with Embedded Options
Chapter 17 Analysis of Residential Mortgage-Backed Securities
Chapter 18 Analysis of Convertible Bonds
Chapter 19 Active Bond Portfolio Management Strategies
Chapter 20 Indexing
Chapter 21 Liability Funding Strategies
Chapter 22 Bond Performance Measurement and Evaluation
Chapter 23 Interest-Rate Futures Contracts
Chapter 24 Interest-Rate Options
Chapter 25 Interest-Rate Swaps and Agreements
Chapter 26 Credit Derivatives
Index
弗兰克·J.法博兹(Frank J.Fabozzi)是耶鲁大学管理学院金融学副教授,注册金融分析师,主要研究方向为投资管理和结构性融资,曾担任多个金融机构的顾问。他是《投资组合管理杂志》(Journal of Portfolio Management)的编辑和弗兰克·J.法博兹系列(Frank J.FabozziSeries)的咨询编辑。
《债券市场:分析和策略》(第5版英文影印版金融学精选教材)采用切合实际的实务方法对债券投资进行分析,并对各种类型的债券和利率衍生工具进行了详细的阐述。《债券市场:分析和策略》(第5版英文影印版金融学精选教材)不仅对投资工具进行了全面的讨论,而且还阐述了这些投资工具的投机特征、最新定价方法、利率风险的定量分析技术,以及运用这些投资工具的投资组合管理策略。这些管理策略包括积极的投资组合管理策略和结构性投资组合管理策略。
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