Frank Fabozzi Fixed Income Securities Pdf

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Frank Fabozzi This monstrosity (over a thousand pages long) is at best a mediocre work of reference. Whether you are interested in fixed income from a qualitative or a quantitative perspective, you are strongly advised to stay away from this book. Fixed Income Analysis by Frank J.

This monstrosity (over a thousand pages long) is at best a mediocre work of reference. Whether you are interested in fixed income from a qualitative or a quantitative perspective, you are strongly advised to stay away from this book. First it is poorly written, extremely wordy and perplexingly disorganized. Second there is no serious discussion of the ideas and mathematics used to price the securities treated. A few mathematical formulas with zero motivation whatsoever are thrown here and there. Where the formulas come from is never explained. If you are an individual trying to learn fixed income, Fixed Income Securities: Tools for Today's Markets, Second Edition, University Edition by Tuckman is a good introductory text that reads like a novel, without dumbing down the subject.
The only people who have a reason to buy this book are employees who can use company money to pay for it, and do not plan on ever reading it. Aside from serving as a reference to look up some terminology, this book is mostly useless and nobody should waste their own money on it. There are too many worthy alternatives.
  • Author | Frank Fabozzi
  • Language | English
  • Pages | 1841
  • Size | 42.4 MB
  • Format | PDF
  • Category |Books Drive

PDF Free Download|The Handbook of Fixed Income Securities by Frank J. Fabozzi .

Contents of Fixed Income Securities Handbook

PART ONE: 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. Bond Market Indexes
  • Chapter 4. Electronic Trading for Fixed Income Markets
  • Chapter 5. Macro-Economic Dynamics and the Corporate Bond Market
  • Chapter 6. Bond Pricing, Yield Measures, and Total Return
  • Chapter 7. Measuring Interest-Rate Risk
  • Chapter 8. The Structure of Interest Rates
Frank Fabozzi Fixed Income Securities Pdf

PART TWO: GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS

  • Chapter 9. U.S. Treasury Securities
  • Chapter 10. Agency Debt Securities
  • Chapter 11. Municipal Bonds
  • Chapter 12. Corporate Bonds
  • Chapter 13. Leveraged Loans
  • Chapter 14. Convertible Securities and Their Investment Application
  • Chapter 15. Structured Notes and Credit-Linked Notes
  • Chapter 16. Private Money Market Instruments
  • Chapter 17. Floating-Rate Securities
  • Chapter 18. Inflation-Linked Bonds
  • Chapter 19. International Bond Markets and Instruments
  • Chapter 20. Emerging Markets Debt
  • Chapter 21. Fixed Income Exchange Traded Funds
  • Chapter 22. Covered Bonds
  • Chapter 23. Nonconvertible Preferred Stock

PART THREE: SECURITIZED PRODUCTS

  • Chapter 24. An Overview of Mortgages and the Mortgage Market
  • Chapter 25. Agency Mortgage-Backed Securities
  • Chapter 26. Agency Collateralized Mortgage Obligations
  • Chapter 27. The Effect ofAgency CMO PAC Bond Features on Performance
  • Chapter 28. Agency CMO Z-Bonds
  • Chapter 29. Support Bonds with Schedules in Agency CMO Deals
  • Chapter 30. Stripped Mortgage-Backed Securities
  • Chapter 31. Nonagency Residential Mortgage-Backed Securities
  • Chapter 32. Commercial Mortgage-Backed Securities
  • Chapter 33. Credit Card Asset-Backed Securities
  • Chapter 34. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans
  • Chapter 35. Collateralized Loan Obligations

PART FOUR: TERM STRUCTURE OF INTEREST RATES

Frank Fabozzi Fixed Income Securities Pdf
  • Chapter 36. Overview of Forward Rate Analysis
  • Chapter 37. A Framework for Analyzing Yield-Curve Trades
  • Chapter 38. Empirical Yield-Curve Dynamics and Yield-Curve Exposure
  • Chapter 39. Term Structure Modeling with No-Arbitrage Interest Rate Models

PART FIVE: VALUATION MODELING

  • Chapter 40. Valuation of Bonds with Embedded Options
  • Chapter 41. Valuation of Agency Mortgage-Backed Securities
  • Chapter 42. Convertible Securities: Their Structures, Valuation, and Trading


PART SIX: CREDIT RISK

  • Chapter 43. Credit Analysis for Corporate Bonds
  • Chapter 44. The Credit Analysis of Municipal General Obligation and Revenue Bonds
  • Chapter 45. Credit-Risk Modeling

PART SEVEN: MULTIFACTOR RISK MODELS

  • Chapter 46. Introduction to Multifactor Risk Models in Fixed Income and Their Applications
  • Chapter 47. Analyzing Risk from Multifactor Fixed Income Models
  • Chapter 48. Hedging Interest-Rate Risk with Term-Structure Factor Models

PART EIGHT: BOND PORTFOLIO MANAGEMENT

  • Chapter 49. Introduction to Bond Portfolio Management
  • Chapter 50. Quantitative Management of Benchmarked Portfolios
  • Chapter 51. Global Credit Bond Portfolio Management
  • Chapter 52. Elements of Managing a High-Yield Bond Portfolio
  • Chapter 53. International Bond Portfolio Management
  • Chapter 54. Fixed Income Transition Management
  • Chapter 55. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure
  • Chapter 56. Investing in Distressed Structured Credit Securities
  • Chapter 57. Hedge Fund Fixed Income Strategies
  • Chapter 58. Financing Positions in the Bond Market

Frank Fabozzi Fixed Income Securities Pdf 2018

PART NINE: DERIVATIVES

  • Chapter 59. Introduction to Interest-Rate Futures and Options Contracts
  • Chapter 60. Pricing Futures and Portfolio Applications
  • Chapter 61. Controlling Interest-Rate Risk with Futures and Options
  • Chapter 62. Interest-Rate Swaps and Swaptions
  • Chapter 63. The Valuation of Interest-Rate Swaps and Swaptions
  • Chapter 64. The Basics of Interest-Rate Options
  • Chapter 65. Interest-Rate Caps and Floors
  • Chapter 66. Credit Derivatives
  • Chapter 67. Credit Derivative Valuation and Risk
  • Chapter 68. Hedging Tail Risk

PART TEN: PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS

  • Chapter 69. Principles of Performance Attribution
  • Chapter 70. Performance Attribution for Portfolios of Fixed Income Securities
  • Chapter 71. Advanced Topics in Performance Attribution

Frank Fabozzi Fixed Income Securities Pdf 2017

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