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Handbook of fixed income securities

By: Material type: TextTextPublication details: 2014 Mc Graw Hill New DelhiEdition: 8th EdDescription: Hard Bound XXIX+1495pISBN:
  • 978-1259098284
Subject(s): DDC classification:
  • 332.6332044 FAB
Contents:
SECTION 1: BACKGROUND 1 Overview of the Types and Features of Fixed Income Securities Frank J. Fabozzi Steven Mann Michael Ferri 2 Risks Associated with Investing in Fixed Income Securities Ravi Dattatreya Frank J. Fabozzi 3 Bond Primary and Secondary Markets Frank J. Fabozzi Frank J. Jones 4 Bond Market Indexes Frank Reilly David Wright Exhibit X1 is contained in the file I edited. The other xhibits are on another unedited file. SECTION 2: BASIC ANALYTICS 5 Bond Pricing, Yield Measures, and Total Return Frank J. Fabozzi 6 Calculating Investment Returns Bruce Feibel 7 The Structure of Interest Rates Frank J. Fabozzi 8 Overview of Forward Rates Antti Ilamen Production note: There are graphs in excel that should be sent also 9 Measuring Interest Rate Risk Frank J. Fabozzi Gerald W. Buetow, Jr. Robert Johnson SECTION 3: SECURITIES 10 Treasury and Agency Securities Frank J. Fabozzi Michael Fleming 11 Municipal Bonds Sylvan Feldstein Frank J. Fabozzi Alexander Grant Patrick Kennedy 12 Private Money Market Instruments Frank J. Fabozzi Steven Mann 13 Corporate Bonds Frank J. Fabozzi Steven Mann Richard Wilson 14 MediumTerm Notes Leland Crabbe 15 InflationIndexed Bonds John Brynjolfsson 16 FloatingRate Securities Frank J. Fabozzi Steven Mann 17 Nonconvertible Preferred Stock Frank J. Fabozzi Steven Mann All the exhibits are from Bloomberg and must be provided.II revised the exhibit numbering and there is a folder in the PS file that has the revised numbered gif files. 18 International Bond Markets and Instruments Chris Steward 19 Eurobonds David Munves 20 Emerging Market Debt Jane Brauer 21 Stable Value Investments John R. Caswell Karl Tourville 22 Mortgages and Overview of MortgageBacked Securities Anand K. Bhattacharya William S. Berliner The exhibits are in PDF files. 23 Agency Mortgage Passtrough Securities Andrew Davidson Anne Ching 24 Collateralized Mortgage Obligations Alec Crawford 25 Nonagency CMOs Frank J. Fabozzi Anthony B. Sanders David Yuen Chuck Ramsey Must find out if need permission for the two Bloomberg exhibits 26 Introduction to Residential ABS John McElravrey 27 Commercial MortgageBacked Securities Anthony Sanders 28 Securities Backed by Credit Card Receivables John McElravrey 29 Securities Backed by Automobile Loans Alexander Roever Separate file for exhibits in Excel even though they have been posted in the chapter. 30 Cash Collateralized Debt Obligations Douglas Lucas Laurie Goodman Frank J. Fabozzi 31 Synthetics CDOs Jeffrey Prince et al SECTION 4: CREDIT ANALYSIS AND CREDIT RISK MODELING 32 Credit Analysis for Corporate Bonds Frank Fabozzi Must provide PDF of the only exhibt and permission from S&P 33 Credit Risk Modeling Tim Backshall Kay Giesecke Lisa Goldberg 34 Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds Sylvan Feldstein Alexander Grant 35 Rating Structured Financial Securitizations Hedi Katz SECTION 5: VALUATION AND ANALYSIS 36 Fixed Income Risk Modeling Ronald N. Kahn 37 Valuing Bonds with Embedded Options Frank J. Fabozzi Andrew Kalotay Michael Dorigan 38 Valuation of CMOs Frank J. Fabozzi Scott F. Richard David Horowitz 39 OAS and Effective Duration David Audley Richard Chin 40 Yield Curve Framework Antti Ilamen 41 The Market Yield Curve and Fitting the Term Structure of Interest Rates Moorad Choudhry 42 Hedging Interest Rate Risk with Term Structure Factor Models Lionel Martellini Philippe Priaulet Frank J. Fabozzi SECTION 6: BOND PORTFOLIO MANAGEMENT 43 Introduction to Bond Portfolio Management Kenneth Volpert 44 Quantitative Management of Benchmarked Portfolios Lev Dynkin Jay Herman Vadim Konstantinovsky 45 Financing Positions in the Bond Market Frank J. Fabozzi Steven Mann 46 Global Credit Bond Portfolio Management Jack Malvey 47 Bond Immunization Frank J. Fabozzi Peter F. Christensen 48 Dedicated Bond Portfolios Frank J. Fabozzi Peter F. Christensen 49 International Bond Portfolio Management Christopher Steward Hank Lynch Frank Fabozzi 50 Transition Management Daniel Gallegos SECTION 7: DERIVATIVES AND THEIR APPLICATIONS 51 Introduction to Interest Rate Futures and Options Contract 52 Pricing Futures and Portfolio Applications 53 Treasury Bond Futures Mechanics and Basis Valuation David Kim 54 The Basics of Interest Rate Options 55 Interest Rate Swaps and Swaptions Frank Fabozzi Steve Mann Moorad Choudhry 56 Caps, Floors, Compound Options Anand Bhattacharya 57 Controlling Interest Rate Risk with Future Frank J. Fabozzi Shrikant Ramaswamy Mark Pitts 58 Introduction to Credit Derivatives Dominic OÆKane SECTION 8: CONVERTIBLE SECURITIES 59 Convertibles Securities and Their Investment Characteristics Chris Dialynas John Ritchie, Jr. 60 Convertible Securities and Their Valuation Mihir Bhattacharya APPENDIX
Summary: "The Handbook of Fixed Income Securities, Seventh Edition, equips you with a comprehensive overview of all fixed income securities and strategies and continues to be the investment industry's most accessible and all-inclusive resource. Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequalled in the expertise and authority of its contributors, this concise, complete explanation of fixed income securities and applications remains the one fixed income reference to have within reach at all times."--Jacket.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books H.T. Parekh Library GSB Collection 332.6332044 FAB (Browse shelf(Opens below)) In transit from H.T. Parekh Library to H.T. Parekh Library since 21/09/2023 31807

Gratis

SECTION 1: BACKGROUND
1
Overview of the Types and Features of Fixed Income Securities
Frank J. Fabozzi
Steven Mann
Michael Ferri

2
Risks Associated with Investing in Fixed Income Securities
Ravi Dattatreya
Frank J. Fabozzi
3
Bond Primary and Secondary Markets
Frank J. Fabozzi
Frank J. Jones
4
Bond Market Indexes
Frank Reilly
David Wright
Exhibit X1 is contained in the file I edited. The other xhibits are on another unedited file.
SECTION 2: BASIC ANALYTICS
5
Bond Pricing, Yield Measures, and Total Return
Frank J. Fabozzi
6
Calculating Investment Returns
Bruce Feibel
7
The Structure of Interest Rates
Frank J. Fabozzi
8
Overview of Forward Rates
Antti Ilamen
Production note: There are graphs in excel that should be sent also
9
Measuring Interest Rate Risk
Frank J. Fabozzi
Gerald W. Buetow, Jr.
Robert Johnson
SECTION 3: SECURITIES
10
Treasury and Agency Securities
Frank J. Fabozzi
Michael Fleming
11
Municipal Bonds
Sylvan Feldstein
Frank J. Fabozzi
Alexander Grant
Patrick Kennedy
12
Private Money Market Instruments
Frank J. Fabozzi
Steven Mann
13
Corporate Bonds
Frank J. Fabozzi
Steven Mann
Richard Wilson
14
MediumTerm Notes
Leland Crabbe
15
InflationIndexed Bonds
John Brynjolfsson
16
FloatingRate Securities
Frank J. Fabozzi
Steven Mann
17
Nonconvertible Preferred Stock
Frank J. Fabozzi
Steven Mann
All the exhibits are from Bloomberg and must be provided.II revised the exhibit numbering and there is a folder in the PS file that has the revised numbered gif files.
18
International Bond Markets and Instruments
Chris Steward
19
Eurobonds
David Munves
20
Emerging Market Debt
Jane Brauer
21
Stable Value Investments
John R. Caswell
Karl Tourville
22
Mortgages and Overview of MortgageBacked Securities
Anand K. Bhattacharya
William S. Berliner
The exhibits are in PDF files.
23
Agency Mortgage Passtrough Securities
Andrew Davidson
Anne Ching
24
Collateralized Mortgage Obligations
Alec Crawford
25
Nonagency CMOs
Frank J. Fabozzi
Anthony B. Sanders
David Yuen
Chuck Ramsey
Must find out if need permission for the two Bloomberg exhibits
26
Introduction to Residential ABS
John McElravrey
27
Commercial MortgageBacked Securities
Anthony Sanders
28
Securities Backed by Credit Card Receivables
John McElravrey
29
Securities Backed by Automobile Loans
Alexander Roever
Separate file for exhibits in Excel even though they have been posted in the chapter.
30
Cash Collateralized Debt Obligations
Douglas Lucas
Laurie Goodman
Frank J. Fabozzi
31
Synthetics CDOs
Jeffrey Prince et al
SECTION 4: CREDIT ANALYSIS AND CREDIT RISK MODELING
32
Credit Analysis for Corporate Bonds
Frank Fabozzi
Must provide PDF of the only exhibt and permission from S&P
33
Credit Risk Modeling
Tim Backshall
Kay Giesecke
Lisa Goldberg
34
Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds
Sylvan Feldstein
Alexander Grant
35
Rating Structured Financial Securitizations
Hedi Katz
SECTION 5: VALUATION AND ANALYSIS
36
Fixed Income Risk Modeling
Ronald N. Kahn
37
Valuing Bonds with Embedded Options
Frank J. Fabozzi
Andrew Kalotay
Michael Dorigan
38
Valuation of CMOs
Frank J. Fabozzi
Scott F. Richard
David Horowitz
39
OAS and Effective Duration
David Audley
Richard Chin
40
Yield Curve Framework
Antti Ilamen
41
The Market Yield Curve and Fitting the Term Structure of Interest Rates
Moorad Choudhry
42
Hedging Interest Rate Risk with Term Structure Factor Models
Lionel Martellini
Philippe Priaulet
Frank J. Fabozzi
SECTION 6: BOND PORTFOLIO MANAGEMENT
43
Introduction to Bond Portfolio Management
Kenneth Volpert
44
Quantitative Management of Benchmarked Portfolios
Lev Dynkin
Jay Herman
Vadim Konstantinovsky
45
Financing Positions in the Bond Market
Frank J. Fabozzi
Steven Mann
46
Global Credit Bond Portfolio Management
Jack Malvey
47
Bond Immunization
Frank J. Fabozzi
Peter F. Christensen
48
Dedicated Bond Portfolios
Frank J. Fabozzi
Peter F. Christensen
49
International Bond Portfolio Management
Christopher Steward
Hank Lynch
Frank Fabozzi
50
Transition Management
Daniel Gallegos
SECTION 7: DERIVATIVES AND THEIR APPLICATIONS
51
Introduction to Interest Rate Futures and Options Contract
52
Pricing Futures and Portfolio Applications
53
Treasury Bond Futures Mechanics and Basis Valuation
David Kim
54
The Basics of Interest Rate Options
55
Interest Rate Swaps and Swaptions
Frank Fabozzi
Steve Mann
Moorad Choudhry
56
Caps, Floors, Compound Options
Anand Bhattacharya
57
Controlling Interest Rate Risk with Future
Frank J. Fabozzi
Shrikant Ramaswamy
Mark Pitts
58
Introduction to Credit Derivatives
Dominic OÆKane
SECTION 8: CONVERTIBLE SECURITIES
59
Convertibles Securities and Their Investment Characteristics
Chris Dialynas
John Ritchie, Jr.
60
Convertible Securities and Their Valuation
Mihir Bhattacharya
APPENDIX


"The Handbook of Fixed Income Securities, Seventh Edition, equips you with a comprehensive overview of all fixed income securities and strategies and continues to be the investment industry's most accessible and all-inclusive resource. Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequalled in the expertise and authority of its contributors, this concise, complete explanation of fixed income securities and applications remains the one fixed income reference to have within reach at all times."--Jacket.

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