Bond Markets. Analysis & Strategies – Frank J.Fabozzi

Bond Markets. Analysis & Strategies Description

Fabozzi’s Bond Markets, Analysis, and Strategies offer students practical advice for analyzing bonds and proven portfolio strategies for achieving client objectives. Using an applied approach, Bond Markets helps students quickly grasp and apply key concepts without getting bogged down in theory.

Here’s what you will learn in this course:

• Introduction
• Pricing of Bonds
• Measuring Yield
• Bond Price Volatility
• The Theory and History of Interest Rates
• Factors Affecting Bond Yields and the Term Structure of Interest Rates
• Treasury and Federal Agency Securities
• Corporate Debt Instruments
• Analysis of Bonds with Embedded Options
• Analysis of Residential MortgageBacked Securities
• Analysis of Convertible Bonds
• Corporate Bond Credit Analysis
• Credit Risk Modeling
• Bond Portfolio Management Strategies
• Bond Portfolio Construction
• Managing a Corporate Bond Portfolio
• Municipal Securities
• International Bonds
• Residential Mortgage Loans
• Agency Mortgage PassThrough Securities
• Agency Collateralized Mortgage Obligations and Stripped MortgageBacked Securities
• Nonagency Residential MortgageBacked Securities
• Commercial Mortgage Loans and Commercial MortgageBacked Securities
• AssetBacked Securities
• Collective Investment Vehicles
• Liquidity and Trading of CreditSpread Products
• LiabilityDriven Investing for Defined Benefit Pension Plans
• Bond Performance Measurement and Evaluation
• Interest Rate Futures Contracts
• Interest Rate Options
• Interest rate Swaps ForwardRate Agreements Caps and Floors
• Credit Default Swaps
• The Investment Management Agreement
• Index