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00711772 contributor B292811.
00711772 contributor B292812.
00711772 created "c2000.".
00711772 date "2000".
00711772 date "c2000.".
00711772 dateCopyrighted "c2000.".
00711772 description "Includes bibliographical references and index.".
00711772 description "Machine generated contents note: Foreword -- Preface -- Acknowledgments -- About the Contributors -- Note on Rounding Differences -- Web Site Updates -- Chapter 1 Introduction to Bond Portfolio Management -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Setting Investment Objectives for Fixed-Income Investors -- Section III Developing and Implementing a Portfolio Strategy -- Section IV Monitoring the Portfolio -- Section V Adjusting the Portfolio -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 2 Alternative Measures of Portfolio Risk -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Review of Standard Deviation and Normal Distribution -- Section III Downside Risk Measures -- Section IV Portfolio Variance -- Section V Duration Measures -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 3 Managing Funds Against Liabilities -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Immunization Strategy for a Single Liability -- Section III Contingent Immunization -- Section IV Immunization for Multiple Liabilities -- Section V Cash Flow Matching for Multiple Liabilities -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 4 Managing Indexed and Enhanced Indexed Bond Portfolios -- Kenneth E. Volpert, CFA -- Section I Introduction -- Section II Overview of Domestic Bond Management -- Section III Why Index Bond Portfolios? -- Section IV Which Index Should Be Used? -- Section V Primary Bond Indexing Risk Factors -- Section VI Bond Index Enhancements -- Section VII Measuring Success -- Section VIII Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 5 Relative-Value Methodologies for Global Corporate -- Bond Portfolio Management -- Jack Malvey, CFA -- Section I Introduction -- Section II Corporate Relative-Value Analysis -- Section III Total Return Analysis -- Section IV Primary Market Analysis -- Section V Liquidity and Trading Analysis -- Section VI Secondary Trade Rationales -- Section VII Spread Analysis -- Section VIII Structural Analysis -- Section IX Corporate Curve Analysis -- Section X Credit Analysis -- Section XI Asset Allocation/Sector Rotation -- Section XII Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 6 International Bond Portfolio Management -- Christopher B. Steward, CFA, J. Hank Lynch, CFA, and -- FrankJ. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Investment Objectives and Policy Statements -- Section III Developing a Portfolio Strategy -- Section IV Portfolio Construction -- Appendix -- Section V Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 7 Controlling Interest Rate Risk with Derivatives -- Frank J. Fabozzi, Ph.D., CFA, Shrikant Ramamurthy, and -- Mark Pitts, Ph.D. -- Section I Introduction -- Section II Controlling Interest Rate Risk with Futures -- Section III Controlling Interest Rate Risk with Swaps -- Section IV Hedging with Options -- Section V Using Caps and Floors -- Secfion VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 8 Credit Derivatives in Bond Portfolio Management -- Mark J. P. Anson, Ph.D., CFA, C.PA., Esq. -- Section I Introduction -- Section II Why Credit Risk is Jmpdrtant -- Section III Credit Options -- Section IV Credit Forwards -- Section V Credit Swaps -- Section VII Key Points -- End of Cha9per Questions -- Solutions to End of Chapter Questions -- Chapter 9 Measuring and Evaluating Performance -- Frank J. Fabozzi, Ph.D., CFA -- with Jonathan J. Stokes, J.D. -- Section I Introduction -- Section II Performance Measurement -- Section III Performance Evaluation -- Section IV Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Index.".
00711772 extent "xx, 306 p. :".
00711772 identifier "1883249732".
00711772 identifier 00711772.html.
00711772 issued "2000".
00711772 issued "c2000.".
00711772 language "eng".
00711772 publisher "New Hope, PA : Frank J. Fabozzi Associates,".
00711772 subject "Fixed-income securities.".
00711772 subject "HG4650 .F589 2000".
00711772 tableOfContents "Machine generated contents note: Foreword -- Preface -- Acknowledgments -- About the Contributors -- Note on Rounding Differences -- Web Site Updates -- Chapter 1 Introduction to Bond Portfolio Management -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Setting Investment Objectives for Fixed-Income Investors -- Section III Developing and Implementing a Portfolio Strategy -- Section IV Monitoring the Portfolio -- Section V Adjusting the Portfolio -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 2 Alternative Measures of Portfolio Risk -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Review of Standard Deviation and Normal Distribution -- Section III Downside Risk Measures -- Section IV Portfolio Variance -- Section V Duration Measures -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 3 Managing Funds Against Liabilities -- Frank J. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Immunization Strategy for a Single Liability -- Section III Contingent Immunization -- Section IV Immunization for Multiple Liabilities -- Section V Cash Flow Matching for Multiple Liabilities -- Section VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 4 Managing Indexed and Enhanced Indexed Bond Portfolios -- Kenneth E. Volpert, CFA -- Section I Introduction -- Section II Overview of Domestic Bond Management -- Section III Why Index Bond Portfolios? -- Section IV Which Index Should Be Used? -- Section V Primary Bond Indexing Risk Factors -- Section VI Bond Index Enhancements -- Section VII Measuring Success -- Section VIII Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 5 Relative-Value Methodologies for Global Corporate -- Bond Portfolio Management -- Jack Malvey, CFA -- Section I Introduction -- Section II Corporate Relative-Value Analysis -- Section III Total Return Analysis -- Section IV Primary Market Analysis -- Section V Liquidity and Trading Analysis -- Section VI Secondary Trade Rationales -- Section VII Spread Analysis -- Section VIII Structural Analysis -- Section IX Corporate Curve Analysis -- Section X Credit Analysis -- Section XI Asset Allocation/Sector Rotation -- Section XII Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 6 International Bond Portfolio Management -- Christopher B. Steward, CFA, J. Hank Lynch, CFA, and -- FrankJ. Fabozzi, Ph.D., CFA -- Section I Introduction -- Section II Investment Objectives and Policy Statements -- Section III Developing a Portfolio Strategy -- Section IV Portfolio Construction -- Appendix -- Section V Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 7 Controlling Interest Rate Risk with Derivatives -- Frank J. Fabozzi, Ph.D., CFA, Shrikant Ramamurthy, and -- Mark Pitts, Ph.D. -- Section I Introduction -- Section II Controlling Interest Rate Risk with Futures -- Section III Controlling Interest Rate Risk with Swaps -- Section IV Hedging with Options -- Section V Using Caps and Floors -- Secfion VI Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Chapter 8 Credit Derivatives in Bond Portfolio Management -- Mark J. P. Anson, Ph.D., CFA, C.PA., Esq. -- Section I Introduction -- Section II Why Credit Risk is Jmpdrtant -- Section III Credit Options -- Section IV Credit Forwards -- Section V Credit Swaps -- Section VII Key Points -- End of Cha9per Questions -- Solutions to End of Chapter Questions -- Chapter 9 Measuring and Evaluating Performance -- Frank J. Fabozzi, Ph.D., CFA -- with Jonathan J. Stokes, J.D. -- Section I Introduction -- Section II Performance Measurement -- Section III Performance Evaluation -- Section IV Key Points -- End of Chapter Questions -- Solutions to End of Chapter Questions -- Index.".
00711772 title "Fixed income readings for the chartered financial analyst program / edited by Frank J. Fabozzi.".
00711772 type "text".