Frank J.Fabozzi – The Handbook of Fixed Income Securities (7th Ed.)

Course Overview

The Handbook of Fixed Income Securities is the investing industry’s most authoritative, widely followed fixed income reference. Institutional and individual investors have learned to rely on the handbook for its scope and detail, along with the unquestioned global authority and expertise of its contributors.

Course Outline

• Types, features, and uses of fixed income securities
• Risks and risk control strategies
• Basics of fixed income analytics, from bond pricing, to price volatility measures
• Binomial and Monte Carlo valuation methodologies
• Active and structured portfolio management strategies
• Interest rate and credit derivatives and their portfolio management applications
• Increased coverage of electronic trading, international portfolio management, mortgage-backed and asset-backed securities, collateralized debt obligations, and innovative fixed income applications

The New and updated topics include:

• Bond primary and secondary markets
• Calculating investment returns
• Forward rates
• Eurobonds
• Emerging market debt
• Stable value investments
• Mortgages and mortgage-backed securities
• Agency mortgage pass-through securities
• Collateralized mortgage obligations
• Residential asset-backed securities
• Securities backed by credit card receivables
• Cash-collateralized debt obligations
• Synthetic CDOs
• Credit risk modeling
• Rating agency approach to structured finance
• Yield-curve analysis
• The market yield curve and fitting the term structure of interest rates
• Hedging interest-rate risk with term-structure factor models
• Quantitative management of benchmarked portfolios
• Financing positions in the bond market
• Transition management
• Credit derivatives

What Will You Learn?

• Known comprehensive overview of all fixed-income securities and strategies
• Learn how to enhance investment returns and avoid poor performance in the fixed-income market
• Learn risk management strategies and active portfolio management strategies
• And much more

Who Is This Course For?

The Handbook of Fixed Income Securities has been an essential reference for institutional investors, portfolio managers, and financial analysts.