Fabozzi, Frank J.

Bond markets, analysis and strategies / Frank J. Fabozzi & T. Dessa Fabozzi. - xix, 347 pages : illustrations ; 24 cm



Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Treasury and federally sponsored credit agency securities -- Analysis of the treasury market -- Corporate, municipal, and international bonds -- Corporate and municipal bonds: analysis and strategies -- Mortgages -- Mortgage-backed securities -- Interest rate futures: contracts, pricing, and applications -- Interest rate options: contracts, investment characteristics, and strategies -- Structured portfolio strategies I: indexing -- Structured portfolio strategies II: liability funding (Immunization and cash flow matching).

013079922X

88022446


Bonds
Investment analysis
Portfolio management
Bond market

HG4651 / .F28 1989