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Preface xiii
Chapter 1 Introduction
Chapter 2 Pricing of Bonds
Chapter 3 Measuring Yield
Chapter 4 Bond Price Volatility
Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6 Treasury and Agency Securities Markets
Chapter 7 Corporate Debt Instruments
Chapter 8 Municipal Securities
Chapter 9 Non-U.S. Bonds
Chapter 10 Residential Mortgage Loans
Chapter 11 Mortgage Pass-Through Securities
Chapter 12 CoUateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Chapter 13 Commercial Mortgage-Backed Securities
Chapter 14 Asset-Backed Securities
Chapter 15 Collateralized Debt Obligations
Chapter 16 Analysis of Bonds with Embedded Options
Chapter 17 Analysis of Residential Mortgage-Backed Securities
Chapter 18 Analysis of Convertible Bonds
Chapter 19 Active Bond Portfolio Management Strategies
Chapter 20 Indexing
Chapter 21 Liability Funding Strategies
Chapter 22 Bond Performance Measurement and Evaluation
Chapter 23 Interest-Rate Futures Contracts
Chapter 24 Interest-Rate Options
Chapter 25 Interest-Rate Swaps and Agreements
Chapter 26 Credit Derivatives
Index
弗兰克・J．法博兹(Frank J．Fabozzi)是耶鲁大学管理学院金融学副教授，注册金融分析师，主要研究方向为投资管理和结构性融资，曾担任多个金融机构的顾问。他是《投资组合管理杂志》(Journal of Portfolio Management)的编辑和弗兰克・J．法博兹系列(Frank J．FabozziSeries)的咨询编辑。
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