Fixed Income  and Derivatives :  CFA Program Curriculum 2019.Level 11.Volume 5 / 

 - 504 Pages.  illuatrations. 
 - CFA Institute investment series .
<br/><br/> Fully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Foreword -- Acknowledgments -- Introduction -- Note on rounding differences -- Features of debt securities -- Risks associated with investing in bonds -- Overview of bond sectors and instruments -- Understanding yield spreads -- Introduction to the valuation of debt securities -- Yield measures, spot rates, and forward rates -- Introduction to the measurement of interest rate risk -- Term structure and volatility of interest rates -- Valuing bonds with embedded options -- Mortgage-backed sector of the bond market -- Asset-backed sector of the bond market -- Valuing mortgage-backed and asset-backed securities -- Interest rate derivative instruments -- Valuation of interest rate derivative instruments -- General principles of credit analysis -- Introduction to bond portfolio management -- Measuring a portfolio's risk profile -- Managing funds against a bond market index -- Portfolio immunization and cash flow matching -- Relative-value methodologies for global credit bond portfolio management -- International bond portfolio management -- Controlling interest rate risk with derivatives -- Hedging mortgage securities to capture relative value -- Credit derivatives in bond portfolio management -- About the CFA program -- About the author -- About the contributors -- Index. 
<br/><br/><label>ISBN: </label>9781946442178 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Fixed-income securities.<br/>Festverzinsliches Wertpapier.
<br/><br/><label>LC Class. No.: </label>HG 4650  / FIX 2019