滿額折
Floating-Rate Securities
商品資訊
ISBN13：9781883249656
出版社：John Wiley & Sons Inc
作者：Fabozzi
出版日：2000/06/01
裝訂／頁數：精裝／234頁
商品簡介
作者簡介
目次
商品簡介
Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.
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.
Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than sixty training programs for financial institutions throughout the United States.
Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than sixty training programs for financial institutions throughout the United States.
目次
About the Authors.
1. Features and Investment Characteristics of Floaters.
2. The Choice of a Floater's Reference Rate.
3. Introduction to the Valuation of Floaters.
4. Valuing Floaters with Embedded Options.
5. Spread Measures and Spread Duration.
6. Relative Value Analysis Using the Interest Rate Swap Market.
7. Adjustable-Rate Mortgage Passthrough Securities.
8. CMO Floaters.
9. ABS Floaters.
10. Analysis of MBS and ABS Floaters.
11. Inverse Floaters.
Index.
1. Features and Investment Characteristics of Floaters.
2. The Choice of a Floater's Reference Rate.
3. Introduction to the Valuation of Floaters.
4. Valuing Floaters with Embedded Options.
5. Spread Measures and Spread Duration.
6. Relative Value Analysis Using the Interest Rate Swap Market.
7. Adjustable-Rate Mortgage Passthrough Securities.
8. CMO Floaters.
9. ABS Floaters.
10. Analysis of MBS and ABS Floaters.
11. Inverse Floaters.
Index.
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