Bond Markets, Analysis, and

Learn how to assess and invest in bonds with this best-selling text. http://www.dropshippers.co.za/

Fabozzi's Bond Markets is the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. http://www.dropshippers.co.za/

The new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives. http://www.dropshippers.co.za/

Applied Approach—The author's extensive experience in the field is reflected in his uniquely applied approach. http://www.dropshippers.co.za/

This seventh edition has been painstakingly updated. The author conducted numerous conversations and discussions with analysts and portfolio managers to make sure that this text reflects the field today. http://www.dropshippers.co.za/

NEW! Updated Chapter 10, “Residential Mortgage Loans”: Chapter has been completely revised to explain prime and subprime residential loans. http://www.dropshippers.co.za/

NEW! Updated Chapter 11, “Agency Mortgage Pass-through Securities”: This chapter has been revised with ample illustrations taken from actual agency transactions. Only agency pass-through securities are covered in this edition. http://www.dropshippers.co.za/

NEW! Updated Chapter 12, “Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities”: This chapter has been condensed to discuss only agency derivative securities. An actual transaction has been added. http://www.dropshippers.co.za/

NEW! Chapter 13, “Prime and Subprime Mortgage-Backed Securities”: This is a new chapter that explains the structuring of non-agency mortgage-backed securities and their investment characteristics. The appendix to this chapter discusses the subprime mortgage meltdown. http://www.dropshippers.co.za/

NEW! Updated Chapter 16, “Cash Collateralized Debt Obligations”: Text has been extended to provide illustrations from actual cash CDO transactions, discuss the concept of event of default, and discuss the new asset classes used for CDOs. http://www.dropshippers.co.za/

Table of Contents

• 1 Introduction 2 Pricing of Bonds 3 Measuring Yield 4 Bond Price Volatility 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates 6 Treasury and Agency Securities 7 Corporate Debt Instruments 8 Municipal Securities 9 Non-U.S. Bonds 10 Residential Mortgage Loans 11 Agency Mortgage Pass-through Securities 12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities 13 Prime and Subprime Mortgage-Backed Securities 14 Commercial Loans and Commercial Mortgage-Backed Securities 15 Asset-Backed Securities 16 Cash Collateralized Debt Obligations 17 Interest Rate Models 18 Analysis of Bonds with Embedded Options 19 Analysis of Mortgage-Backed Securities 20 Analysis of Convertible Bonds 21 Corporate Bond Credit Analysis 22 Credit Risk Modeling 23 Active Bond Portfolio Management Strategies 24 Indexing 25 Liability Driven Strategies 26 Bond Performance Measurement and Evaluation 27 Interest Rate Futures 28 Interest Rate Options 29 Interest-Rate Swaps, Caps, and Floors 30 Credit Derivatives and Synthetic CDOs
http://www.dropshippers.co.za/

Index