滿額折
Bond Portfolio Management, Second Edition
商品資訊
ISBN13：9781883249366
出版社：John Wiley & Sons Inc
作者：Fabozzi
出版日：2001/10/26
裝訂／頁數：精裝／728頁
商品簡介
作者簡介
目次
商品簡介
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
作者簡介
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
目次
1. Introduction.
2. Investment Objectives of Institutional Investors.
SECTION I: THE INSTRUMENTS.
3. Bonds.
4. Agency Mortgage-Backed Securities.
5. Credit Sensitive Mortgage- and Asset-Backed Securities.
6. Interest Rate and Credit Derivatives.
7. Financing Positions.
SECTION II: VALUATION.
8. General Principles of Bond Valuation.
9. Valuation Methodologies.
10. Valuation of Interest Rate Derivative Instruments.
SECTION III: MEASURING POTENTIAL RETURN AND RISK EXPOSURE.
11. Total Return Framework.
12. Measuring Risk.
13. Measuring Interest Rate Risk.
14. Credit Analysis.
SECTION IV: PORTFOLIO MANAGEMENT STRATEGIES.
15. Managing Funds Against a Bond Market Index.
16. Managing Funds Against Liabilities.
17. Strategies with Futures and Swaps.
18. Strategies with Options, Caps, and Floors.
19. Managing a Global Bond Portfolio.
20. Measuring and Evaluating Performance.
Appendix: Tax Considerations.
Index.
2. Investment Objectives of Institutional Investors.
SECTION I: THE INSTRUMENTS.
3. Bonds.
4. Agency Mortgage-Backed Securities.
5. Credit Sensitive Mortgage- and Asset-Backed Securities.
6. Interest Rate and Credit Derivatives.
7. Financing Positions.
SECTION II: VALUATION.
8. General Principles of Bond Valuation.
9. Valuation Methodologies.
10. Valuation of Interest Rate Derivative Instruments.
SECTION III: MEASURING POTENTIAL RETURN AND RISK EXPOSURE.
11. Total Return Framework.
12. Measuring Risk.
13. Measuring Interest Rate Risk.
14. Credit Analysis.
SECTION IV: PORTFOLIO MANAGEMENT STRATEGIES.
15. Managing Funds Against a Bond Market Index.
16. Managing Funds Against Liabilities.
17. Strategies with Futures and Swaps.
18. Strategies with Options, Caps, and Floors.
19. Managing a Global Bond Portfolio.
20. Measuring and Evaluating Performance.
Appendix: Tax Considerations.
Index.
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。