Collection Title:	SET Collection
Title :	Fixed income analysis
Material Type:	printed text
Authors:	Fabozzi, Frank J., Author ; Leibowitz, Martin L., Author
Edition statement:	2nd ed.
Publication Date:	c2007
Pagination:	xxix, 733 p.
Layout:	ill.
Size:	26 cm.
ISBN (or other code):	978-0-470-05221-1
Price:	Gift.
General note:	Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
Languages :	English (eng)
Descriptors:	[LCSH]Fixed-income securities [LCSH]Fixed-income securities -- Handbooks, manuals, etc
Keywords:	Fixes-income. Fixed-income securities.
Class number:	HG4650 .F328 2007
Contents note:	Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management.-- International bond portfolio management. -- Controlling interest rate risk with derivatives. -- Hedging mortgage securities to capture relative value. -- Credit derivatives in bond portfolio management. -- About the CFA program. -- About the author. -- About the contributors. --
Curricular :	GE/MBA
Record link:	http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23899

SET Collection. Fixed income analysis [printed text] / Fabozzi, Frank J., Author ; Leibowitz, Martin L., Author  . -  2nd ed. . - c2007 . - xxix, 733 p. : ill. ; 26 cm.
ISBN : 978-0-470-05221-1 : Gift.
Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
Languages : English (eng)

Descriptors:	[LCSH]Fixed-income securities [LCSH]Fixed-income securities -- Handbooks, manuals, etc
Keywords:	Fixes-income. Fixed-income securities.
Class number:	HG4650 .F328 2007
Contents note:	Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management.-- International bond portfolio management. -- Controlling interest rate risk with derivatives. -- Hedging mortgage securities to capture relative value. -- Credit derivatives in bond portfolio management. -- About the CFA program. -- About the author. -- About the contributors. --
Curricular :	GE/MBA
Record link:	http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23899