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Bond Markets, Analysis, and Strategies, tenth edition

Frank J. Fabozzi Francesco A. Fabozzi

$340

Hardback

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English
MIT Press
01 March 2022
The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy.

The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy.

This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised.

The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.
By:   ,
Imprint:   MIT Press
Country of Publication:   United States
Dimensions:   Height: 254mm,  Width: 203mm, 
Weight:   567g
ISBN:   9780262046275
ISBN 10:   026204627X
Pages:   880
Publication Date:  
Audience:   General/trade ,  ELT Advanced
Format:   Hardback
Publisher's Status:   Active

Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at EDHEC Business School, Princeton, MIT, NYU, and Carnegie Mellon. He is the author of Capital Markets (fifth edition, MIT Press) and Entrepreneurial Finance and Accounting for High-Tech Companies (MIT Press) and coauthor of Foundations of Global Financial Markets and Institutions. Francesco A. Fabozzi is Managing Editor of the Journal of Financial Data Science, coauthor of two books on asset management, and a doctoral student in data science at Stevens Institute of Technology.

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