Description

Book Synopsis

The definitive guide to fixed income securitiesâupdated and revised with everything you need to succeed in todayâs market

The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. 

But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about:

  • Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds
  • Mortgage-Backed and Asset-Backed Securities
  • The Yield Curve and the Term Structure
  • Valuation and Relative Value
  • Credit Analysis
  • Portfoli

    Table of Contents

    Preface
    Acknowledgments
    Contributors

    PART ONE: INTRODUCTION
    1. Overview of the Types and Features of Fixed Income Securities
    2. Risks Associated with Investing in Fixed Income Securities
    3. The Structure of Interest Rates

    PART TWO: BASICS OF FIXED INCOME ANALYTICS
    4. Bond Pricing, Yield Measures, and Total Return
    5. Measuring Interest-Rate Risk
    6. Data Science and the Corporate Credit Markets

    PART THREE: TREASURY, AGENCY, MUNICIPAL, AND CORPORATE BONDS
    7. U.S. Treasury Securities
    8. Agency Debt Securities
    9. Municipal Bonds
    10. Corporate Bonds
    11. Leveraged Loans
    12. Structured Notes and Credit-Linked Notes
    13. Commercial Paper
    14. Floating-Rate Securities
    15. Inflation-Linked Bonds
    16. Non-U.S. Sovereign Bonds
    17. The Emerging Markets Debt
    18. Fixed Income Exchange Traded Funds
    19. Nonconvertible Preferred Stock
    20. Private Infrastructure Debt

    PART FOUR: MORTGAGE-BACKED AND ASSET-BACKED SECURITIES
    21. An Overview of Mortgages and the Mortgage Market
    22. Agency Mortgage Passthrough Securities
    23. Agency Collateralized Mortgage Obligations
    24. Stripped Mortgage-Backed Securities
    25. Nonagency Residential Mortgage-Backed Securities: Legacy, RMBS 2.0, and Non-QM
    26. Covered Bonds
    27. Commercial Mortgage-Backed Securities
    28. Credit Card Asset-Backed Securities
    29. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans
    30. Collateralized Loan Obligations

    PART FIVE: THE YIELD CURVE AND THE TERM STRUCTURE
    31. Overview of Forward Rate Analysis
    32. A Framework for Analyzing Yield-Curve Trades
    33. Empirical Yield-Curve Dynamics and Yield-Curve Exposure
    34. Term Structure Modeling with No-Arbitrage Interest Rate Models

    PART SIX: VALUATION AND RELATIVE VALUE
    35. Relative Value Trading
    36. Valuation of Bonds with Embedded Options
    37. Valuation of Mortgage-Backed Securities
    38. Convertible Securities
    39. Risk Neutral Pricing of Convertible Bonds

    PART SEVEN: CREDIT ANALYSIS
    40. Credit Analysis for Corporate Bonds
    41. The Credit Analysis of Municipal General Obligation and Revenue Bonds
    42. Credit-Risk Modeling

    PART EIGHT: PORTFOLIO MANAGEMENT AND STRATEGIES
    43. Introduction to Bond Portfolio Management
    44. Trading in the Bond Market
    45. Bond Indexes and Bond Portfolio Management
    46. Quantitative Management of Benchmarked Portfolios
    47. Factor Investing in Fixed Income Securities
    48. Active Factor Fixed Income Investing
    49. Introduction to Multifactor Risk Models in Fixed Income and Their Applications
    50. Analyzing Risk from Multifactor Fixed Income Models
    51. Cash-Flow Matching
    52. Building Corporate Bond Portfolios
    53. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure
    54. Constructing and Managing High-Yield Bond Portfolios
    55. Corporate Bonds and ESG
    56. Global Credit Bond Portfolio Management
    57. International Bond Portfolio Management
    58. Factor Investing in Sovereign Bond Markets
    59. Hedge Fund Fixed Income Strategies
    60. Financing Positions in the Bond Market

    PART NINE: DERIVATIVE INSTRUMENTS AND THEIR APPLICATIONS
    61. Introduction to Interest-Rate Futures and Options Contracts
    62. Pricing Futures and Portfolio Applications
    63. Controlling Interest-Rate Risk with Futures and Options
    64. Interest-Rate Swaps
    65. The Valuation of Interest-Rate Swaps and Swaptions
    66. The Basics of Interest-Rate Options
    67. Interest-Rate Caps and Floors
    68. Credit Derivatives
    69. Credit Derivative Valuation and Risk

    PART TEN: PERFORMANCE ATTRIBUTION ANALYSIS
    70. Principles of Performance Attribution
    71. Performance Attribution for Portfolios of Fixed Income Securities
    72. Advanced Topics in Performance Attribution

    Index

The Handbook of Fixed Income Securities Ninth

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    £122.99

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    RRP £163.99 – you save £41.00 (25%)

    Order before 4pm today for delivery by Sat 20 Jun 2026.

    A Hardback by Frank Fabozzi, Frank Fabozzi, Steven Mann

    2 in stock

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      View other formats and editions of The Handbook of Fixed Income Securities Ninth by Frank Fabozzi

      Publisher: McGraw-Hill Education
      Publication Date: 14/09/2021
      ISBN13: 9781260473896, 978-1260473896
      ISBN10: 1260473899
      Also in:
      Business, Finance & Law Business and Management

      Description

      Book Synopsis

      The definitive guide to fixed income securitiesâupdated and revised with everything you need to succeed in todayâs market

      The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. 

      But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about:

      • Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds
      • Mortgage-Backed and Asset-Backed Securities
      • The Yield Curve and the Term Structure
      • Valuation and Relative Value
      • Credit Analysis
      • Portfoli

        Table of Contents

        Preface
        Acknowledgments
        Contributors

        PART ONE: INTRODUCTION
        1. Overview of the Types and Features of Fixed Income Securities
        2. Risks Associated with Investing in Fixed Income Securities
        3. The Structure of Interest Rates

        PART TWO: BASICS OF FIXED INCOME ANALYTICS
        4. Bond Pricing, Yield Measures, and Total Return
        5. Measuring Interest-Rate Risk
        6. Data Science and the Corporate Credit Markets

        PART THREE: TREASURY, AGENCY, MUNICIPAL, AND CORPORATE BONDS
        7. U.S. Treasury Securities
        8. Agency Debt Securities
        9. Municipal Bonds
        10. Corporate Bonds
        11. Leveraged Loans
        12. Structured Notes and Credit-Linked Notes
        13. Commercial Paper
        14. Floating-Rate Securities
        15. Inflation-Linked Bonds
        16. Non-U.S. Sovereign Bonds
        17. The Emerging Markets Debt
        18. Fixed Income Exchange Traded Funds
        19. Nonconvertible Preferred Stock
        20. Private Infrastructure Debt

        PART FOUR: MORTGAGE-BACKED AND ASSET-BACKED SECURITIES
        21. An Overview of Mortgages and the Mortgage Market
        22. Agency Mortgage Passthrough Securities
        23. Agency Collateralized Mortgage Obligations
        24. Stripped Mortgage-Backed Securities
        25. Nonagency Residential Mortgage-Backed Securities: Legacy, RMBS 2.0, and Non-QM
        26. Covered Bonds
        27. Commercial Mortgage-Backed Securities
        28. Credit Card Asset-Backed Securities
        29. Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans
        30. Collateralized Loan Obligations

        PART FIVE: THE YIELD CURVE AND THE TERM STRUCTURE
        31. Overview of Forward Rate Analysis
        32. A Framework for Analyzing Yield-Curve Trades
        33. Empirical Yield-Curve Dynamics and Yield-Curve Exposure
        34. Term Structure Modeling with No-Arbitrage Interest Rate Models

        PART SIX: VALUATION AND RELATIVE VALUE
        35. Relative Value Trading
        36. Valuation of Bonds with Embedded Options
        37. Valuation of Mortgage-Backed Securities
        38. Convertible Securities
        39. Risk Neutral Pricing of Convertible Bonds

        PART SEVEN: CREDIT ANALYSIS
        40. Credit Analysis for Corporate Bonds
        41. The Credit Analysis of Municipal General Obligation and Revenue Bonds
        42. Credit-Risk Modeling

        PART EIGHT: PORTFOLIO MANAGEMENT AND STRATEGIES
        43. Introduction to Bond Portfolio Management
        44. Trading in the Bond Market
        45. Bond Indexes and Bond Portfolio Management
        46. Quantitative Management of Benchmarked Portfolios
        47. Factor Investing in Fixed Income Securities
        48. Active Factor Fixed Income Investing
        49. Introduction to Multifactor Risk Models in Fixed Income and Their Applications
        50. Analyzing Risk from Multifactor Fixed Income Models
        51. Cash-Flow Matching
        52. Building Corporate Bond Portfolios
        53. Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure
        54. Constructing and Managing High-Yield Bond Portfolios
        55. Corporate Bonds and ESG
        56. Global Credit Bond Portfolio Management
        57. International Bond Portfolio Management
        58. Factor Investing in Sovereign Bond Markets
        59. Hedge Fund Fixed Income Strategies
        60. Financing Positions in the Bond Market

        PART NINE: DERIVATIVE INSTRUMENTS AND THEIR APPLICATIONS
        61. Introduction to Interest-Rate Futures and Options Contracts
        62. Pricing Futures and Portfolio Applications
        63. Controlling Interest-Rate Risk with Futures and Options
        64. Interest-Rate Swaps
        65. The Valuation of Interest-Rate Swaps and Swaptions
        66. The Basics of Interest-Rate Options
        67. Interest-Rate Caps and Floors
        68. Credit Derivatives
        69. Credit Derivative Valuation and Risk

        PART TEN: PERFORMANCE ATTRIBUTION ANALYSIS
        70. Principles of Performance Attribution
        71. Performance Attribution for Portfolios of Fixed Income Securities
        72. Advanced Topics in Performance Attribution

        Index

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