by Frank J. Fabozzi · Pearson Education (US) · tapa dura · ISBN 9780130874795
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«Bond Markets, Analysis and Strategies» is Frank J. Fabozzi's bond manual, published by Pearson Education (US) in hardcover (560 pages, in English).
Provides an in-depth analysis of the fixed-income market and its instruments, with particular attention to mortgage-backed securities. It presents valuation and risk management methods such as duration, convexity, total return and option-adjusted spread, and reviews active and structured portfolio strategies, as well as futures, options, swaps, caps and floors to control interest rate risk.
Second edition, published in 1993; the volume includes bibliographic references and an index.
Reference work for investment professionals, financial analysts and finance students.
Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Practice at The Johns Hopkins University Carey Business School and a Member of Edhec Risk Institute. He was previously a professor of finance at EDHEC Business School, Professor in the Practice of Finance and Becton Fellow in the Yale School of Management, and a visiting professor of finance at the Sloan School of Management at the Massachusetts Institute of Technology. He has authored and edited many books, three of which were coauthored with Nobel laureates, Franco Modigliani and Harry Markowitz. He has been the editor of the Journal of Portfolio Management since 1986 and is on the board of directors of the BlackRock complex of closed-end funds.
