Fixed Income Analysis Workbook
Fixed Income Analysis Workbook is included in Frank Fabozzi's CFA Institute Investment Series. This edition offers a wealth of practical information and exercises that will strengthen your understanding of the tools and techniques associated with fixed income analysis. Fabozzi’s comprehensive guide introduces a variety of important discipline issues, including the general principles of credit analysis, term structure and volatility interest rates, and valuing bonds with embedded options. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how.
Topics reviewed in this workbook include:
The risks associated with investing in fixed income securities
The fundamentals of valuation and interest rate risk
The features of structured products such as mortgage-backed securities and asset-backed securities
The principles of credit analysis
The valuation of fixed income securities with embedded options
Table of Contents
Part I - Learning Outcomes, Summary Overview, and Problems
Chapter 1: Features of Debt Securities
Chapter 3: Overview of Bond Sectors and Instruments
Chapter 4: Understanding Yield Spreads
Chapter 6: Yield Measures, Spot Rates, and Forward Rates
Chapter 7: Introduction to the Measurement of Interest Rate Risk
Chapter 8: Term Structure and Volatility of Interest Rates
Chapter 10: Mortgage-Backed Sector of the BondMarket
Chapter 11: Asset-Backed Sector of the BondMarket
Chapter 12: ValuingMortgage-Backed and Asset-Backed Securities
Chapter 13: Interest Rate Derivative Instruments
Chapter 14: Valuation of Interest Rate Derivative Instruments
Chapter 15: General Principles of Credit Analysis
Chapter 16: Introduction to Bond Portfolio Management
Chapter 17: Measuring a Portfolio's Risk Profile
Chapter 18: Managing Funds Against a Bond Market Index
Chapter 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management
Chapter 21: International Bond Portfolio Management
Chapter 22: Controlling Interest Rate Risk with Derivatives
Chapter 23: Hedging Mortgage Securities to Capture Relative Value
Chapter 24: Credit Derivatives in Bond Portfolio Management
Part II - Solutions
Chapter 1: Features of Debt Securities
Chapter 3: Overview of Bond Sectors and Instruments
Chapter 4: Understanding Yield Spreads
Chapter 6: Yield Measures, Spot Rates, and Forward Rates
Chapter 7: Introduction to the Measurement of Interest Rate Risk
Chapter 8: Term Structure and Volatility of Interest Rates
Chapter 10: Mortgage-Backed Sector of the BondMarket
Chapter 11: Asset-Backed Sector of the BondMarket
Chapter 12: ValuingMortgage-Backed and Asset-Backed Securities
Chapter 13: Interest Rate Derivative Instruments
Chapter 14: Valuation of Interest Rate Derivative Instruments
Chapter 15: General Principles of Credit Analysis
Chapter 16: Introduction to Bond Portfolio Management
Chapter 17: Measuring a Portfolio's Risk Profile
Chapter 18: Managing Funds Against a Bond Market Index
Chapter 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management
Chapter 21: International Bond Portfolio Management
Chapter 22: Controlling Interest Rate Risk with Derivatives
Chapter 23: Hedging Mortgage Securities to Capture Relative Value
Chapter 24: Credit Derivatives in Bond Portfolio Management
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