Librarian View
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20220623141916.0
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070508s2007 njua b 001 0 eng d
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a| 2006052818
020
a| 9780470069196 (workbook)
020
a| 9780470052211 (cloth)
020
a| 047005221X (cloth)
035
a| (HKSYU)b13781212-852hksyu_inst
040
a| MIA
c| MIA
d| HUA
d| OrLoB-B
d| HK-SYU
050
4
a| HG4650
b| .F329 2007
082
0
0
a| 332.63/23
2| 22
092
0
a| 332.6323
b| FAB 2007
100
1
a| Fabozzi, Frank J.
245
1
0
a| Fixed income analysis /
c| Frank J. Fabozzi ; with contributions from Mark J.P. Anson ... [et al.].
250
a| 2nd ed.
260
a| Hoboken, N.J. :
b| Wiley,
c| c2007.
300
a| xxix, 733 p. :
b| ill. ;
c| 26 cm. +
e| 1 workbook (xi, 343 p.)
490
1
a| CFA Institute investment series.
500
a| Originally published as: Fixed income analysis for the chartered financial analyst program. New Hope, Pa. : F.J. Fabozzi Associates, c2000.
504
a| Includes bibliographical references and index.
650
0
a| Fixed-income securities.
700
1
2
a| Fabozzi, Frank J.
t| Fixed income analysis for the chartered financial analyst program.
700
1
a| Anson, Mark Jonathan Paul.
830
0
a| CFA Institute investment series.
907
a| b13781212
b| 08-01-22
c| 23-08-12
910
a| ykc
b| lcy
c| yll
935
a| (HK-SYU)500788340
9| ExL
970
1
1
l| Ch. 1
t| Features of debt securities
p| 1
970
1
1
l| Ch. 2
t| Risks associated with investing in bonds
p| 17
970
1
1
l| Ch. 3
t| Overview of bond sectors and instruments
p| 37
970
1
1
l| Ch. 4
t| Understanding yield spreads
p| 74
970
1
1
l| Ch. 5
t| Introduction to the valuation of debt securities
p| 97
970
1
1
l| Ch. 6
t| Yield measures, spot rates, and forward rates
p| 119
970
1
1
l| Ch. 7
t| Introduction to the measurement of interest rate risk
p| 157
970
1
1
l| Ch. 8
t| Term structure and volatility of interest rates
p| 185
970
1
1
l| Ch. 9
t| Valuing bonds with embedded options
p| 215
970
1
1
l| Ch. 10
t| Mortgage-backed sector of the bond market
p| 256
970
1
1
l| Ch. 11
t| Asset-backed sector of the bond market
p| 302
970
1
1
l| Ch. 12
t| Valuing mortgage-backed and asset-backed securities
p| 335
970
1
1
l| Ch. 13
t| Interest rate derivative instruments
p| 360
970
1
1
l| Ch. 14
t| Valuation of interest rate derivative instruments
p| 386
970
1
1
l| Ch. 15
t| General principles of credit analysis
p| 421
970
1
1
l| Ch. 16
t| Introduction to bond portfolio management
p| 462
970
1
1
l| Ch. 17
t| Measuring a portfolio's risk profile
p| 476
970
1
1
l| Ch. 18
t| Managing funds against a bond market index
p| 503
970
1
1
l| Ch. 19
t| Portfolio immunization and cash flow matching
p| 541
970
1
1
l| Ch. 20
t| Relative-value methodologies for global credit bond portfolio management
c| Jack Malvey
f| Malvey, Jack
p| 560
970
1
1
l| Ch. 21
t| International bond portfolio management
c| Christopher B. Steward
f| Steward, Christopher B.
c| J. Hank Lynch
f| Lynch, J. Hank
c| Frank J. Fabozzi
f| Fabozzi, Frank J.
p| 583
970
1
1
l| Ch. 22
t| Controlling interest rate risk with derivatives
c| Frank J. Fabozzi
f| Fabozzi, Frank J.
c| Shrikant Ramamurthy
f| Ramamurthy, Shrikant
c| Mark Pitts
f| Pitts, Mark
p| 617
970
1
1
l| Ch. 23
t| Hedging mortgage securities to capture relative value
c| Kenneth B. Dunn
f| Dunn, Kenneth B.
c| Roberto M. Sella
f| Sella, Roberto M.
c| Frank J. Fabozzi
f| Fabozzi, Frank J.
p| 651
970
1
1
l| Ch. 24
t| Credit derivatives in bond portfolio management
c| Mark J. P. Anson
f| Anson, Mark Jonathan Paul.
c| Frank J. Fabozzi
f| Fabozzi, Frank J.
p| 673
998
a| book
b| 04-10-12
c| m
d| a
e| -
f| eng
g| nju
h| 0
i| 0
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN443
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN443