Fixed Income Analysis, Second Edition Workbook 9780470069196 免费 下载 115盘 pdf txt mobi caj lit

In the Second Edition of Fixed Income Analysis, financial expert

Frank Fabozzi and a team of knowledgeable contributors provide

complete coverage of the most important issues in fixed income

analysis.

Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi

offers you a wealth of practical information and exercises that

will solidify your understanding of the tools and techniques

associated with this discipline. This comprehensive study

guide––which parallels the main book chapter by chapter––contains

challenging problems and a complete set of solutions as well as

concise learning outcome statements and summary overviews.

If you want to make the most of your time in the fixed income

marketplace, the lessons within this workbook can show you how.

Topics reviewed include:

The risks associated with investing in fixed income

securities

The fundamentals of valuation and interest rate risk

The features of structured products––such as mortgage–backed

securities and asset–backed securities

The principles of credit analysis

The valuation of fixed income securities with embedded options

PART I Learning Outcomes, Summary Overview, and Problems CHAPTER

1 Features of Debt Securities 3 Learning Outcomes 3 Summary

Overview 3 Problems 5 CHAPTER 2 Risks Associated with Investing in

Bonds 8 Learning Outcomes 8 Summary Overview 9 Problems 11 CHAPTER

3 Overview of Bond Sectors and Instruments 15 Learning Outcomes 15

Summary Overview 16 Problems 19 CHAPTER 4 Understanding Yield

Spreads 22 Learning Outcomes 22 Summary Overview 23 Problems 25

CHAPTER 5 Introduction to the Valuation of Debt Securities 29

Learning Outcomes 29 Summary Overview 29 Problems 31 CHAPTER 6

Yield Measures, Spot Rates, and Forward Rates 33 Learning Outcomes

33 Summary Overview 34 Problems 35 CHAPTER 7 Introduction to the

Measurement of Interest Rate Risk 41 Learning Outcomes 41 Summary

Overview 42 Problems 44 CHAPTER 8 Term Structure and Volatility of

Interest Rates 49 Learning Outcomes 49 Summary Overview 49 Problems

52 CHAPTER 9 Valuing Bonds with Embedded Options 55 Learning

Outcomes 55 Summary Overview 55 Problems 58 CHAPTER 10

Mortgage-Backed Sector of the BondMarket 63 Learning Outcomes 63

Summary Overview 63 Problems 65 CHAPTER 11 Asset-Backed Sector of

the BondMarket 73 Learning Outcomes 73 Summary Overview 73 Problems

78 CHAPTER 12 ValuingMortgage-Backed and Asset-Backed Securities 83

Learning Outcomes 83 Summary Overview 83 Problems 86 CHAPTER 13

Interest Rate Derivative Instruments 92 Learning Outcomes 92

Summary Overview 92 Problems 94 CHAPTER 14 Valuation of Interest

Rate Derivative Instruments 98 Learning Outcomes 98 Summary

Overview 99 Problems 100 CHAPTER 15 General Principles of Credit

Analysis 106 Learning Outcomes 106 Summary Overview 107 Problems

109 CHAPTER 16 Introduction to Bond Portfolio Management 114

Learning Outcomes 114 Summary Overview 114 Problems 116 CHAPTER 17

Measuring a Portfolio's Risk Profile 119 Learning Outcomes 119

Summary Overview 120 Problems 122 CHAPTER 18 Managing Funds Against

a Bond Market Index 129 Learning Outcomes 129 Summary Overview 130

Problems 132 CHAPTER 19 Portfolio Immunization and Cash Flow

Matching 140 Learning Outcomes 140 Summary Overview 140 Problems

142 CHAPTER 20 Relative-ValueMethodologies for Global Credit Bond

Portfolio Management 144 Learning Outcomes 144 Summary Overview 144

Problems 146 CHAPTER 21 International Bond Portfolio Management 151

Learning Outcomes 151 Summary Overview 152 Problems 155 CHAPTER 22

Controlling Interest Rate Risk with Derivatives 159 Learning

Outcomes 159 Summary Overview 160 Problems 162 CHAPTER 23

HedgingMortgage Securities to Capture Relative Value 167 Learning

Outcomes 167 Summary Overview 167 Problems 169 CHAPTER 24 Credit

Derivatives in Bond Portfolio Management 172 Learning Outcomes 172

Summary Overview 172 Problems 174 PART II Solutions CHAPTER 1

Features of Debt Securities 183 Solutions 183 CHAPTER 2 Risks

Associated with Investing in Bonds 186 Solutions 186 CHAPTER 3

Overview of Bond Sectors and Instruments 191 Solutions 191 CHAPTER

4 Understanding Yield Spreads 197 Solutions 197 CHAPTER 5

Introduction to the Valuation of Debt Securities 201 Solutions 201

CHAPTER 6 Yield Measures, Spot Rates, and Forward Rates 207

Solutions 207 CHAPTER 7 Introduction to the Measurement of Interest

Rate Risk 219 Solutions 219 CHAPTER 8 Term Structure and Volatility

of Interest Rates 225 Solutions 225 CHAPTER 9 Valuing Bonds with

Embedded Options 231 Solutions 231 CHAPTER 10 Mortgage-Backed

Sector of the Bond Market 238 Solutions 238 CHAPTER 11 Asset-Backed

Sector of the BondMarket 251 Solutions 251 CHAPTER 12

ValuingMortgage-Backed and Asset-Backed Securities 258 Solutions

258 CHAPTER 13 Interest Rate Derivative Instruments 264 Solutions

264 CHAPTER 14 Valuation of Interest Rate Derivative Instruments

270 Solutions 270 CHAPTER 15 General Principles of Credit Analysis

281 Solutions 281 CHAPTER 16 Introduction to Bond Portfolio

Management 287 Solutions 287 CHAPTER 17 Measuring a Portfolio's

Risk Profile 290 Solutions 290 CHAPTER 18 Managing Funds Against a

Bond Market Index 298 Solutions 298 CHAPTER 19 Portfolio

Immunization and Cash Flow Matching 307 Solutions 307 CHAPTER 20

Relative-ValueMethodologies for Global Credit Bond Portfolio

Management 311 Solutions 311 CHAPTER 21 International Bond

Portfolio Management 316 Solutions 316 CHAPTER 22 Controlling

Interest Rate Risk with Derivatives 324 Solutions 324 CHAPTER 23

HedgingMortgage Securities to Capture Relative Value 331 Solutions

331 CHAPTER 24 Credit Derivatives in Bond Portfolio Management 335

Solutions 335 About the CFA Program 343

FRANK J. FABOZZI, PHD, CFA, CFP, is an Adjunct Professor of

Finance and Becton Fellow at Yale University′s School of

Management. He is also Editor of the Journal of Portfolio

Management and a consultant.

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In the Second Edition of Fixed Income Analysis, financial expert

Frank Fabozzi and a team of knowledgeable contributors provide

complete coverage of the most important issues in fixed income

analysis.

Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi

offers you a wealth of practical information and exercises that

will solidify your understanding of the tools and techniques

associated with this discipline. This comprehensive study

guide—which parallels the main book chapter by chapter—contains

challenging problems and a complete set of solutions as well as

concise learning outcome statements and summary overviews.

If you want to make the most of your time in the fixed income

marketplace, the lessons within this workbook can show you how.

Topics reviewed include:

The risks associated with investing in fixed income

securities

The fundamentals of valuation and interest rate risk

The features of structured products—such as mortgage-backed

securities and asset-backed securities

The principles of credit analysis

The valuation of fixed income securities with embedded

options

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In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide––which parallels the main book chapter by chapter––contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include: The risks associated with investing in fixed income securities The fundamentals of valuation and interest rate risk The features of structured products––such as mortgage–backed securities and asset–backed securities The principles of credit analysis The valuation of fixed income securities with embedded options