An edition of Fixed income readings for the chartered financial analyst program
(2000)
Fixed income readings for the chartered financial analyst program
by Frank J. Fabozzi
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| Edition | Availability |
|---|---|
1
Fixed income readings for the chartered financial analyst program
2004, Frank J. Fabozzi Associates
in English
- 2nd edition.
1931609055 9781931609050
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2
Fixed income readings for the chartered financial analyst program
2000, Frank J. Fabozzi Associates, Brand: Mcgraw-Hill (Tx), Mcgraw-hill (tx)
in English
1883249732 9781883249731
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Book Details
Table of Contents
Machine generated contents note: Foreword
Preface
Acknowledgments
About the Contributors
Note on Rounding Differences
Web Site Updates
Chapter 1 Introduction to Bond Portfolio Management
Frank J. Fabozzi, Ph.D., CFA
Section I Introduction
Section II Setting Investment Objectives for Fixed-Income Investors
Section III Developing and Implementing a Portfolio Strategy
Section IV Monitoring the Portfolio
Section V Adjusting the Portfolio
Section VI Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 2 Alternative Measures of Portfolio Risk
Frank J. Fabozzi, Ph.D., CFA
Section I Introduction
Section II Review of Standard Deviation and Normal Distribution
Section III Downside Risk Measures
Section IV Portfolio Variance
Section V Duration Measures
Section VI Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 3 Managing Funds Against Liabilities
Frank J. Fabozzi, Ph.D., CFA
Section I Introduction
Section II Immunization Strategy for a Single Liability
Section III Contingent Immunization
Section IV Immunization for Multiple Liabilities
Section V Cash Flow Matching for Multiple Liabilities
Section VI Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 4 Managing Indexed and Enhanced Indexed Bond Portfolios
Kenneth E. Volpert, CFA
Section I Introduction
Section II Overview of Domestic Bond Management
Section III Why Index Bond Portfolios?
Section IV Which Index Should Be Used?
Section V Primary Bond Indexing Risk Factors
Section VI Bond Index Enhancements
Section VII Measuring Success
Section VIII Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 5 Relative-Value Methodologies for Global Corporate
Bond Portfolio Management
Jack Malvey, CFA
Section I Introduction
Section II Corporate Relative-Value Analysis
Section III Total Return Analysis
Section IV Primary Market Analysis
Section V Liquidity and Trading Analysis
Section VI Secondary Trade Rationales
Section VII Spread Analysis
Section VIII Structural Analysis
Section IX Corporate Curve Analysis
Section X Credit Analysis
Section XI Asset Allocation/Sector Rotation
Section XII Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 6 International Bond Portfolio Management
Christopher B. Steward, CFA, J. Hank Lynch, CFA, and
FrankJ. Fabozzi, Ph.D., CFA
Section I Introduction
Section II Investment Objectives and Policy Statements
Section III Developing a Portfolio Strategy
Section IV Portfolio Construction
Appendix
Section V Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 7 Controlling Interest Rate Risk with Derivatives
Frank J. Fabozzi, Ph.D., CFA, Shrikant Ramamurthy, and
Mark Pitts, Ph.D.
Section I Introduction
Section II Controlling Interest Rate Risk with Futures
Section III Controlling Interest Rate Risk with Swaps
Section IV Hedging with Options
Section V Using Caps and Floors
Secfion VI Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Chapter 8 Credit Derivatives in Bond Portfolio Management
Mark J. P. Anson, Ph.D., CFA, C.PA., Esq.
Section I Introduction
Section II Why Credit Risk is Jmpdrtant
Section III Credit Options
Section IV Credit Forwards
Section V Credit Swaps
Section VII Key Points
End of Cha9per Questions
Solutions to End of Chapter Questions
Chapter 9 Measuring and Evaluating Performance
Frank J. Fabozzi, Ph.D., CFA
with Jonathan J. Stokes, J.D.
Section I Introduction
Section II Performance Measurement
Section III Performance Evaluation
Section IV Key Points
End of Chapter Questions
Solutions to End of Chapter Questions
Index.
Edition Notes
Includes bibliographical references and index.
"Sponsored by Association for Investment Management and Research."
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External Links
The Physical Object
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History
- Created April 1, 2008
- 5 revisions
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| April 8, 2023 | Edited by ImportBot | import existing book |
| October 10, 2021 | Edited by raybb | Merge works |
| September 14, 2020 | Edited by MARC Bot | import existing book |
| October 29, 2008 | Edited by ImportBot | Found a matching Scriblio MARC record |
| April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |