In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
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In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
About the Author
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
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Inside This Book
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First Sentence:
In this chapter and the one to follow, we will review the wide range of bonds and debt structures. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
current dollar duration, target dollar duration, binomial interest rate tree, protective put buying strategy, final futures price, index total return swap, theoretical spot rate curve, support bond classes, agency passthrough securities, expected interest rate volatility, interest rate volatility assumption, overall net capital loss, risk factor mismatches, minimum principal payment, installment sales receivables, theoretical futures price, total future dollars, expected incremental return, target term trust, theoretical spot rates, overall net capital gain, effective sale price, nonagency securities, disburse principal payments, multiple liability immunization Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Fabozzi Associates, Lehman Brothers, New Hope, Freddie Mac, United States, Index Rec, Fannie Mae, Ginnie Mae, Aggregate Index, New York, Today Year, Journal of Fixed Income, Fixed Income Portfolio Management, Merrill Lynch, Professional Perspectives, Merrill Corporate, Financial Analysts Journal, Fixed Income Research, Global Relative Value, Jay Hyman, Lev Dynkin, United Kingdom, Wall Street, Farley Inc New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
In this chapter and the one to follow, we will review the wide range of bonds and debt structures. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
current dollar duration, target dollar duration, binomial interest rate tree, protective put buying strategy, final futures price, index total return swap, theoretical spot rate curve, support bond classes, agency passthrough securities, expected interest rate volatility, interest rate volatility assumption, overall net capital loss, risk factor mismatches, minimum principal payment, installment sales receivables, theoretical futures price, total future dollars, expected incremental return, target term trust, theoretical spot rates, overall net capital gain, effective sale price, nonagency securities, disburse principal payments, multiple liability immunization Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Fabozzi Associates, Lehman Brothers, New Hope, Freddie Mac, United States, Index Rec, Fannie Mae, Ginnie Mae, Aggregate Index, New York, Today Year, Journal of Fixed Income, Fixed Income Portfolio Management, Merrill Lynch, Professional Perspectives, Merrill Corporate, Financial Analysts Journal, Fixed Income Research, Global Relative Value, Jay Hyman, Lev Dynkin, United Kingdom, Wall Street, Farley Inc New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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This book cites 29
books:
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40
books
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- Fixed Income Portfolio Management by H. Gifford Fong on 14 pages
- Professional Perspectives on Fixed Income Portfolio Management (Frank J. Fabozzi Series) (Volume 4) by Frank J. Fabozzi on 11 pages
- Fixed Income Securities by Frank J. Fabozzi CFA on 5 pages
- Managing Fixed Income Portfolios (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA on 5 pages
- The Handbook of Fixed Income Securities by Frank J. Fabozzi on 5 pages
See all 29 books this book cites
- Managing Fixed Income Portfolios (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA on 4 pages
- Gilt-Edged Market (Securities Institute Operations Management) by Moorad Choudhry on page 152, page 179, and page 238
- Selected Topics in Bond Portfolio Management (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA in Front Matter, page 15, and page 17
- Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) by Lionel Martellini on page 176, page 231, and page 283
- Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) by Svetlozar T. Rachev in Front Matter, and page 458
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