000			02404 a2200289 4500
005			20250430152022.0
020			_a9781946442178
050	0	0	_aHG 4650 _bFIX 2019
110			_aCFA Institute
245	1	0	_aFixed Income and Derivatives : _bCFA Program Curriculum 2019.Level 11.Volume 5 /
264			_aU .S.A : _bWiley, _cc.2019.
300			_a504 Pages. _billuatrations.
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
440		0	_aCFA Institute investment series
500			_aFully revised and updated ed. of: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
504			_aIncludes bibliographical references and index.
505	0		_aForeword -- 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.
650		0	_aFixed-income securities.
650	0	7	_aFestverzinsliches Wertpapier.
700	1		_aAnson, Mark Jonathan Paul.
700	1		_aFabozzi, Frank J. _tFixed income analysis for the chartered financial analyst program.
710	2		_aCFA Institute.
942			_2lcc _cBK _h4650 _iFIX _kHG
999			_c11499 _d11499