000			01584nam a22002057a 4500
999			_c108103 _d108103
005			20210616100527.0
008			201210b ||||| |||| 00| 0 eng d
020			_a9781883249366 (hbk.)
040			_c0
082			_a332.632 FAB
100			_aFabozzi, Frank J.
245			_aBond portfolio management / _cFrank J. Fabozzi.
250			_aSecond edition.
260			_aWest Sussex, England : _bWiley/Frank J. Fabozzi Associates, _c2001.
300			_aiii, 724 pages : illustrations ; 24 cm.
500			_a$ 94.95/- TB/GST-IN194/01
505			_a 1. Introduction -- 2. Investment Objectives of Institutional Investors -- Sect. I. The Instruments -- 3. Bonds -- 4. Agency Mortgage-Backed Securities -- 5. Credit Sensitive Mortgage- and Asset-Backed Securities -- 6. Interest Rate and Credit Derivatives -- 7. Financing Positions -- Sect. II. Valuation -- 8. General Principles of Bond Valuation -- 9. Valuation Methodologies -- 10. Valuation of Interest Rate Derivative Instruments -- Sect. III. Measuring Potential Return and Risk Exposure -- 11. Total Return Framework -- 12. Measuring Risk -- 13. Measuring Interest Rate Risk -- 14. Credit Analysis -- Sect. IV. Portfolio Management Strategies -- 15. Managing Funds Against a Bond Market Index -- 16. Managing Funds Against Liabilities -- 17. Strategies with Futures and Swaps -- 18. Strategies with Options, Caps, and Floors -- 19. Managing a Global Bond Portfolio -- 20. Measuring and Evaluating Performance -- App. Tax Considerations.
650			_aPortfolio management _vBonds
942			_2ddc _cBK