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For students enrolled in Fixed Income Securities Courses or Bond Markets Courses

Learn how to assess and invest in bonds with this best-selling text.

Fabozzi's Bond Markets is the most applied book on the market.  It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory.

The new edition has been updated substantially, primarily for the latest developments in structured products (mortgage-backed securities, asset-backed securities, and collateralized debt obligations) and credit derivatives.

Table of Contents

1    Introduction
2    Pricing of Bonds
3    Measuring Yield
4    Bond Price Volatility
5    Factors Affecting Bond Yields and the Term Structure of Interest Rates
6    Treasury and Agency Securities
7    Corporate Debt Instruments
8    Municipal Securities
9    Non-U.S. Bonds
10    Residential Mortgage Loans
11    Agency Mortgage Pass-through Securities
12    Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
13    Prime and Subprime Mortgage-Backed Securities
14    Commercial Loans and Commercial Mortgage-Backed Securities
15     Asset-Backed Securities
16    Cash Collateralized Debt Obligations
17    Interest Rate Models
18    Analysis of Bonds with Embedded Options
19    Analysis of Mortgage-Backed Securities
20    Analysis of Convertible Bonds
21    Corporate Bond Credit Analysis
22    Credit Risk Modeling
23    Active Bond Portfolio Management Strategies
24    Indexing
25    Liability  Driven Strategies
26    Bond Performance Measurement and Evaluation
27    Interest Rate Futures
28    Interest Rate Options
29    Interest-Rate Swaps, Caps, and Floors
30    Credit Derivatives and Synthetic CDOs
Index    

792 pages, Paperback