MARC Record from marc_columbia

LEADER: 07702cam a22004574a 4500
001 5322725
005 20221110020312.0
008 040817t20052005nyua bf 001 0 eng
010 $a 2004019507
015 $aGBA530911$2bnb
016 7 $a013174567$2Uk
020 $a0071440992 (hardcover : alk. paper)
035 $a(OCoLC)ocm56334294
035 $a(NNC)5322725
035 $a5322725
040 $aDLC$cDLC$dYDX$dUKM$dOrLoB-B
042 $apcc
050 00 $aHG4651$b.H265 2005
082 00 $a332.63/2044$222
245 04 $aThe handbook of fixed income securities /$cFrank J. Fabozzi, editor ; with the assistance of Steven V. Mann.
250 $a7th ed.
260 $aMcGraw-Hill :$bNew York,$c[2005], ©2005.
300 $axxix, 1495 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references and indexes.
505 00 $gCh. 1.$tOverview of the types and features of fixed income securities /$rFrank J. Fabozzi, Michael G. Ferri and Steven V. Mann --$gCh. 2.$tRisks associated with investing in fixed income securities /$rRavi F. Dattatreya and Frank J. Fabozzi --$gCh. 3.$tThe primary and secondary bond markets /$rFrank J. Fabozzi and Frank J. Jones --$gCh. 4.$tBond market indexes /$rFrank K. Reilly and David J. Wright --$gCh. 5.$tBond pricing, yield measures, and total return /$rFrank J. Fabozzi --$gCh. 6.$tCalculating investment returns /$rBruce J. Feibel --$gCh. 7.$tThe structure of interest rates /$rFrank J. Fabozzi --$gCh. 8.$tOverview of forward rate analysis /$rAntti Ilmanen --$gCh. 9.$tMeasuring interest-rate risk /$rFrank J. Fabozzi, Gerald W. Buetow, Jr. and Robert R. Johnson --$gCh. 10.$tU.S. treasury and agency securities /$rFrank J. Fabozzi and Michael J. Fleming --$gCh. 11.$tMunicipal bonds /$rSylvan G. Feldstein, Frank J. Fabozzi, Alexander M. Grant, Jr. and Patrick M. Kennedy --$gCh. 12.$tPrivate money market instruments /$rFrank J. Fabozzi, Steven V. Mann and Richard S. Wilson --$gCh. 13.$tCorporate bonds /$rFrank J. Fabozzi, Steven V. Mann and Richard S. Wilson --$gCh. 14.$tMedium-term notes /$rLeland E. Crabbe --$gCh. 15.$tInflation-linked bonds /$rJohn B. Brynjolfsson --$gCh. 16.$tFloating-rate securities /$rFrank J. Fabozzi and Steven V. Mann --$gCh. 17.$tNonconvertible preferred stock /$rFrank J. Fabozzi and Steven V. Mann --$gCh. 18.$tInternational bond markets and instruments /$rChristopher B. Steward --$gCh. 19.$tThe eurobond market /$rDavid Munves --$gCh. 20.$tEmerging markets debt /$rJane Sacher Brauer --$gCh. 21.$tStable value investments /$rJohn R. Caswell and Karl Tourville --$gCh. 22.$tAn overview of mortgages and the mortgage market /$rAnand K. Bhattacharya and William S. Berliner --$gCh. 23.$tAgency mortgage-backed securities /$rAndrew Davidson and Anne Ching --$gCh. 24.$tCollateralized mortgage obligations /$rAlexander Crawford --$gCh. 25.$tNonagency CMOs /$rFrank J. Fabozzi, Anthony B. Sanders, David Yuen and Chuck Ramsey --$gCh. 26.$tResidential asset-backed securities /$rJohn McElravey --$gCh. 27.$tCommercial mortgage-backed securities /$rAnthony B. Sanders --$gCh. 28.$tCredit card asset-backed securities /$rJohn McElravey --$gCh. 29.$tSecurities backed by automobile loans and leases /$rW. Alexander Roever --$gCh. 30.$tCash-collateralized debt obligations /$rLaurie S. Goodman, Frank J. Fabozzi and Douglas J. Lucas --$gCh. 31.$tSynthetic CDOs /$rJeffrey T. Prince, Arturo Cifuentes and Nichol Bakalar --$gCh. 32.$tCredit analysis for corporate bonds /$rFrank J. Fabozzi --$gCh. 33.$tCredit risk modeling /$rTim Backshall, Kay Giesecke and Lisa Goldberg --$gCh. 34.$tGuidelines in the credit analysis of municipal general obligation and revenue bonds /$rSylvan G. Feldstein and Alexander M. Grant, Jr. --$gCh. 35.$tRating agency approach to structured finance /$rHedi Katz --$gCh. 36.$tFixed income risk modeling /$rRonald N. Kahn --$gCh. 37.$tValuation of bonds with embedded options /$rFrank J. Fabozzi, Andrew Kalotay and Michael Dorigan --$gCh. 38.$tValuation of mortgage-backed securities /$rFrank J. Fabozzi, Scott F. Richard and David S. Horowitz --$gCh. 39.$tOAS and effective duration /$rDavid Audley, Richard Chin and Shrikant Ramamurthy --$gCh. 40.$tA framework for analyzing yield-curve trades /$rAntti Ilmanen --$gCh. 41.$tThe market yield curve and fitting the term structure of interest rates /$rMoorad Choudhry --$gCh. 42.$tHedging interest-rate risk with term-structure factor models /$rLionel Martellini, Philippe Priaulet and Frank J. Fabozzi --$gCh. 43.$tIntroduction to bond portfolio management /$rKenneth E. Volpert --$gCh. 44.$tQuantitative management of benchmarked portfolios /$rLev Dynkin, Jay Hyman and Vadim Konstantinovsky --$gCh. 45.$tFinancing positions in the bond market /$rFrank J. Fabozzi and Steven V. Mann --$gCh. 46.$tGlobal credit bond portfolio management /$rJack Malvey --$gCh. 47.$tBond immunization : an asset/liability optimizatin strategy /$rFrank J. Fabozzi --$gCh. 48.$tDedicated bond portfolios /$rFrank J. Fabozzi --$gCh. 49.$tInternational bond portfolio management /$rChristopher B. Steward, J. Hank Lynch and Frank J. Fabozzi --$gCh. 50.$tTransition management /$rDaniel Gallegos --$gCh. 51.$tIntroduction to interest-rate futures and options contracts /$rFrank J. Fabozzi, Steven V. Mann and Mark Pitts --$gCh. 52.$tPricing futures and portfolio applications /$rFrank J. Fabozzi, Mark Pitts and Bruce M. Collins --$gCh. 53.$tTreasury bond futures mechanics and basis valuation /$rDavid T. Kim --$gCh. 54.$tThe basics of interest-rate options /$rWilliam J. Gartland and Nicholas C. Letica --$gCh. 55.$tInterest-rate swaps and swaptions /$rFrank J. Fabozzi, Steven V. Mann and Moorad Choudhry --$gCh. 56.$tInterest-rate caps and floors and compound options /$rAnand K. Bhattacharya --$gCh. 57.$tControlling interest-rate risk with futures and options /$rFrank J. Fabozzi, Shrikant Ramamurthy and Mark Pitts --$gCh. 58.$tIntroduction to credit derivatives /$rDominic O'Kane --$gCh. 59.$tConvertible securities and their investment characteristics /$rChris P. Dialynas and John C. Ritchie, Jr. --$gCh. 60.$tConvertible securities and their valuation /$rMihir Bhattacharya --$gApp. A.$tA review of the time value of money /$rFrank J. Fabozzi.
520 1 $a"The Handbook of Fixed Income Securities, Seventh Edition, equips you with a comprehensive overview of all fixed income securities and strategies and continues to be the investment industry's most accessible and all-inclusive resource. Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequalled in the expertise and authority of its contributors, this concise, complete explanation of fixed income securities and applications remains the one fixed income reference to have within reach at all times."--BOOK JACKET.
650 0 $aBonds$vHandbooks, manuals, etc.
650 0 $aPreferred stocks$vHandbooks, manuals, etc.
650 0 $aMoney market funds$vHandbooks, manuals, etc.
650 0 $aMutual funds$vHandbooks, manuals, etc.
650 0 $aFixed-income securities$vHandbooks, manuals, etc.
700 1 $aFabozzi, Frank J.$0http://id.loc.gov/authorities/names/n79107968
700 1 $aMann, Steven V.$0http://id.loc.gov/authorities/names/nb2001081018
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/mh051/2004019507.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/bios/mh051/2004019507.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/ecip0421/2004019507.html
852 00 $bbus$hHG4651$i.H265 2005
852 00 $boff,bus$hHG4651$i.H265 2005
852 00 $bbus$hHG4651$i.H265 2005