| ISBN: | 9787300126470 (pbk.) |
|---|---|
| 个人名称: | Fabozzi, Frank J. |
| 题名: | Bond markets, analysis, and strategies / Frank J. Fabozzi = 债券市场 : 分析与策略 / 弗兰克·J.法博齐著. |
| 版本说明: | 7th ed. |
| 出版发行项: | 北京 : 中国人民大学出版社, 2010. |
| 载体形态: | [9], 755 p. : ill. ; 26 cm. |
| 书目附注: | Includes bibliographical references. |
| 格式化内容附注: | Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling. |