The handbook of fixed income securities:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
McGraw-Hill
2001
|
| Ausgabe: | 6. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXIX, 1373 S.: graph. Darst. |
| ISBN: | 0071358056 0071376828 |
Internformat
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| 245 | 1 | 0 | |a The handbook of fixed income securities |c Frank J. Fabozzi, ed. |
| 250 | |a 6. ed. | ||
| 264 | 1 | |a New York [u.a.] |b McGraw-Hill |c 2001 | |
| 300 | |a XXIX, 1373 S.: graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804128200903622656 |
|---|---|
| adam_text | CONTEN TS Preface xxiii
Acknowledgments xxv
Contributors xxvii
PARTI
BACKGROUND
Chapter 1
Overview of the Types and Features of Fixed Income Securities 3
Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann
Bonds 3
Preferred Stock 15
Mortgage Backed Securities 17
Asset Backed Securities 19
Summary 20
Chapter 2
Risks Associated with Investing in Fixed Income Securities 21
Ravi E. Dattatreya and Frank J. Fabozzi
Market or Interest Rate Risk 22
Reinvestment Risk 22
Timing or Call Risk 23
Credit Risk or Default Risk 24
Yield Curve or Maturity Risk 24
Inflation or Purchasing Power Risk 24
Liquidity Risk 25
Exchange Rate or Currency Risk 27
Volatility Risk 27
Political or Legal Risk 27
vi Contents
Event Risk 28
Sector Risk 28
Other Risks 29
Summary 29
Chapter 3
A Review of the Time Value of Money 31
Frank J. Fabozzi
Future Value 31
Present Value 38
Yield (Internal Rate of Return) 46
Summary 50
Chapter 4
Bond Pricing and Return Measures 51
Frank J. Fabozzi
Bond Pricing 51
Conventional Yield Measures 64
Total Return Analysis 75
Summary 83
Chapter 5
Measuring Interest Rate Risk 85
Frank J. Fabozzi, Gerald W. Buetow, Jr., and Robert R. Johnson
The Full Valuation Approach 86
Price Volatility Characteristics of Bonds 90
Duration 99
Convexity 112
Price Value of a Basis Point 124
The Importance of Yield Volatility 127
Chapter 6
The Structure of Interest Rates 131
Frank J. Fabozzi
The Base Interest Rate 131
Risk Premium 132
The Term Structure of Interest Rates 136
Summary 153
Contents vii
Chapter 7
Bond Market Indexes 155
Frank K. Reilly and David J. Wright
Uses of Bond Indexes 155
Building and Maintaining a Bond Index 157
Description of Alternative Bond Indexes 158
Risk/Return Characteristics 163
Correlation Relationships 166
Conclusion 171
PART 2
GOVERNMENT AND PRIVATE DEBT OBLIGATIONS
Chapter 8
U.S. Treasury and Agency Securities 175
Frank J. Fabozzi and Michael J. Fleming
Treasury Securities 175
Agency Securities 187
Summary 196
Chapter 9
Municipal Bonds 197
Sylvan G. Feldstein, Frank J. Fabozzi, and Patrick M. Kennedy
Features of Municipal Securities 199
Types of Municipal Obligations 202
The Commercial Credit Rating of Municipal Bonds 212
Municipal Bond Insurance 216
Valuation Methods 218
Tax Provisions Affecting Municipals 220
Yield Relationships within the Municipal Bond Market 223
Primary and Secondary Markets 225
Bond Indexes 227
Official Statement 227
Regulation of the Municipal Securities Market 228
Chapter 10
Private Money Market Instruments 231
Frank J. Fabozzi and Steven V. Mann
viii Contents
Commercial Paper 231
Bankers Acceptances 235
Large Denomination Negotiable CDs 239
Repurchase Agreements 243
Federal Funds 248
Summary 250
Chapter 11
Corporate Bonds 253
Frank J. Fabozzi, Richard S. Wilson, and Richard Todd
The Corporate Trustee 254
Some Bond Fundamentals 255
Security for Bonds 259
Provisions for Paying Off Bonds 265
Corporate Bond Ratings 271
Event Risk 272
Speculative Grade Bonds 275
Default Rates and Recovery Rates 278
Chapter 12
Medium Term Notes 283
Leland E. Crabbe
Background of the MTN Market 284
Mechanics of the Market 286
The Economics of MTNs and Corporate Bonds 288
The Federal Reserve Board s Survey of U.S. Corporate MTNs 291
Developments in the MTN Market 294
Euro MTNs 298
Outlook for the MTN Market 300
Chapter 13
Inflation Indexed Bonds (TIPS) 301
John B. Brynjolfsson
Mechanics and Measurement 303
Marketplace 310
Valuation and Performance Dynamics 314
Investors 315
Issuers 319
Other Issues 322
fnnrlnsinn ^9^
Contents ix
Chapter 14
Floating Rate Securities 325
Steven V. Mann and Frank J. Fabozzi
General Features of Floaters and Major Product types 326
Call and Put Provisions 328
Spread Measures 329
Price Volatility Characteristics of Floaters 331
Portfolio Strategies 334
Chapter 15
Nonconvertible Preferred Stock 337
RichardS. Wilson
The Essential Nature of Preferred Stocks 337
Profile of the Preferred Stock Market 337
Preferred Stock Ratings 341
The Terms of the Bargain with Investors 341
Multiple Issues of One Class of Preferred 353
Taxability of Preferred Stock Dividends 354
The Market for Preferreds 358
Sources of Information about Preferred Stocks 359
Summary 360
Chapter 16
International Bond Markets and Instruments 361
Christopher B. Steward
Introduction 361
The Instruments: Euro, Foreign, and Global 362
U.S. Pay International Bonds 363
Foreign Pay International Bonds 371
Conclusion 377
Chapter 17
Brady Bonds 379
Jane Sachar Brauer and Douglas Chen
The Brady Plan 380
Types of Brady Bonds 382
Retiring Brady Bonds: Buybacks and Exchanges 386
Credit Ratings 388
Assessing Value in Brady Bonds 391
High Yields Have Attracted New Investors 393
x Contents
Chapter 18
Stable Value Investments 399
Kenneth L. Walker
Types of Contracts and Strategies 399
Stable Value Investment Contracts 400
Types of SICs 405
Investment Considerations 408
Emerging Markets 409
Funding Agreements 409
Summary 410
Method I—Internal Rate of Return 411
Method 2—Discount Rate Which Equates Current Book Value to Theoretical Future Value 412
Method 3—Difference Between Market Value and Book Value Divided by Duration 413
PART 3
CREDIT ANALYSIS
Chapter 19
Credit Analysis for Corporate Bonds 417
Jane Tripp Howe
Industry Considerations 419
Financial Analysis 425
Indenture Provisions 436
Utilities 443
Finance Companies 450
The Rating Agencies and Brokerage Houses 456
Conclusion 457
Chapter 20 Credit Considerations in Evaluating High Yield Bonds 459
Jane Tripp Howe
Introduction 459
Special Types of High Yield Securities 464
Performance of High Yield Securities and Default Risk 466
Brokerage Houses and the Rating Agencies 467
Conclusion 467
Chapter 21 Investing in Chapter 11 and Other Distressed Companies 469
Jane Tripp Howe
Contents xi
The Importance of a Basic Understanding 470
Overview of Bankruptcy 470
Analysis of Companies in Reorganization 478
Obtaining Financial Information 479
Conclusion 488
Chapter 22
Guidelines in the Credit Analysis of General Obligation and Revenue
Municipal Bonds 491
Sylvan G. Feldstein
Introduction 491
The Legal Opinion 492
The Need to Know Who Really Is the Issuer 497
On the Financial Advisor and Underwriter 498
General Credit Indicators and Economic Factors in the Credit Analysis 499
Red Flags for the Investor 516
Chapter 23
High Yield Analysis of Emerging Markets Debt 519
Allen A. Vine
Introduction 519
Background on Emerging Markets 520
The Value Triangle 522
Analysis of Cross Border Risk 523
Limitations of Sovereign Analysis 531
Analysis of Capital Formation/Technical Conditions 532
Issues of Fundamental Risk 536
Fundamental Valuation 538
Financial Disclosure, Contracts, and Bankruptcy 540
Summary 542
PART 4
MORTGAGE BACKED AND ASSET BACKED SECURITIES
Chapter 24
Mortgages and Overview of Mortgage Backed Securities 549
Frank J. Fabozzi and Chuck Ramsey
Participants in the Mortgage Market 550
Alternative Mortgage Instruments 553
Prepayment Risk 560
xii Contents
Default Risk 561
Prepayment Penalty Mortgages 563
Overview of Mortgage Backed Securities 564
Chapter 25
Mortgage Pass Throughs 573
Lakhbir S. Hayre, Cyrus Mohebbi, Thomas A. Zimmerman
Introduction 573
Origins of MBS Pass Throughs 574
Modeling MBS Cash Flows 579
Relative Value 606
Summary 612
Chapter 26
Collateralized Mortgage Obligations 619
Lehman Brothers Inc.
Introduction 619
Pass Throughs and Whole Loans: The Building Blocks of CMOs 621
CMO Structures 623
PAC Band Drift 637
CMO Structuring Example 639
Regulatory Developments Affecting CMOs 639
Evaluating CMOs 643
The CMO/Collateral Pricing Relationship 646
CMO Trading and Clearing 647
Conclusion 648
Chapter 27
Nonagency CMOS 649
Frank J. Fabozzi, Anthony B. Sanders, David Yuen, and Chuck Ramsey
Credit Enhancements 649
Internal Credit Enhancements 651
Compensating Interest 654
Weighted Average Coupon Dispersion 655
Clean Up Call Provisions 656
Assessing Prepayment Rates of Nonagency CMOS 657
PSA Standard Default Assumption Benchmark 659
Prepayment and Default Resistant Mortgages 661
Contents xiii
Chapter 28
Commercial Mortgage Backed Securities 663
Anthony B. Sanders
Introduction 663
The CMBS Deal 663
The Underlying Loan Portfolio 669
Creating a CMBS Model 674
The Role of the Servicer 675
Innovations in the CMBS Market: Buy Up Loans 675
Summary 677
Chapter 29
Securities Backed by Automobile Loans 679
W. Alexander Roever, John N. McElravey, and Glenn M. Schultz
Introduction 679
Auto Loan Backed Securities 680
Auto Lease ABS 689
Relative Value Analysis of Auto ABS 696
Conclusion 702
Chapter 30
Securities Backed by Closed End Home Equity Loans 703
R. Russell Hurst
Introduction 703
What Is the U.S. Home Equity Loan Today? 703
Basic Structure 706
Rating Agency Approach 710
HEL Collateral Performance 712
HEL Prepayment Experience 714
Separating HEL Credit Risk from the Market Pricing of That Risk 715
Headline Risk and Hard Times 716
Chapter 31
Securities Backed by Manufactured Housing Loans 721
James S. Anderson and Kristina L. Clark
Introduction 721
What Is a Manufactured House? 722
Manufactured Housing Loan Products 723
xzv Contents
Who Are the Borrowers? 724
Overview of Manufactured Housing ABS 725
Pool Characteristics 726
Drawing Borrowers and the Effect on Securitization Pools 727
Issuer Profiles 729
Manufactured Housing Prepayment Models 733
Conclusion 737
Chapter 32
Securities Backed by Credit Card Receivables 739
John N. McElravey
Introduction 739
Securitization of Credit Card Receivables 739
Basic Master Trust Structure 740
The Credt Card ABS Market 750
Conclusion 756
PART 5 FIXED INCOME ANALYTICS AND MODELING
Chapter 33
Characteristics of and Strategies with Callable Securities 759
Douglas Johnston
Introduction 759
Why Callables? 759
Dissecting the Callable 761
Performance and Strategies 765
Conclusion 771
Chapter 34
Valuation of Bonds with Embedded Options 773
Frank J. Fabozzi, Andrew J. Kalotay, and George O. Williams
Implications of Callable Bonds 773
Components of Bonds with Embedded Options 774
A Generalized Model for Valuing Bonds with Embedded Options 775
Valuation of Optionless Bonds 775
Binomial Interest Rate Trees 776
Contents xv
The Challenge of Implementation 793
Summary 793
Chapter 35
Valuation of CMOs 795
Frank J. Fabozzi, Scott F. Richard, and David S. Horowitz
Introduction 795
Static Valuation 796
Dynamic Valuation Modeling 797
Illustrations 805
Summary 817
Chapter 36
/ Fixed Income Risk Modeling 819
Ronald N. Kahn
The Valuation Model 820
The Risk Model 824
Performance 827
Portfolio Risk Characterization 829
Summary 830
Chapter 37
OAS and Effective Duration 831
David Audley, Richard Chin, and Shrikant Ramamurthy
The Price/Yield Relationship for Option Embedded Bonds 832
Effective Duration 837
Effective Maturity 840
Option Adjusted Spreads 842
Summary 846
Chapter 38
Evaluating Amortizing ABS: A Primer on Static Spread 847
Anthony V. Thompson
Introduction 847
The Drawbacks of Using Average Maturity to Determine Yield 847
Static Spread Creates a Level Playing Field 849
Conclusion 852
xvi Contents
PART 6 PORTFOLIO MANAGEMENT
Chapter 39 Bond Management: Past, Current, and Future 855
H. Gifford Fong
Traditional Fixed Income Portfolio Strategy 855
Historical Perspective 856
Quantitative Innovation 858
Summary 861
Chapter 40 The Active Decisions in the Selection of Passive Management and
Performance Bogeys 863
Chris P. Dialynas
Active Bond Management 863
Market Indexes 864
Performance Characteristics of Callable and Noncallable Bonds 866
A Look at Market Volatility 869
A Look at Interest Rates 869
The Implicit Forecasts of Volatility and Interest Rates 876
The Importance of Coupon Concentration in Relative LBGC/LBAG Performance 881
The Importance of Changes in the Shape of Yield Curve 883
Index Consciousness 883
Some Important Miscellaneous Comments About Indexes 884
Chapter 41
Managing Indexed and Enhanced Indexed Bond Portfolios 887
Kenneth E. Volpert
Overview of Domestic Bond Management 887
Why Index Bond Portfolios? 890
Which Index Should Be Used? 892
Primary Bond Indexing Risk Factors 895
Bond Index Enhancements 901
Measuring Success 907
Chapter 42
Global Corporate Bond Portfolio Management 913
Jack Malvey
Contents xvii
Introduction 913
Corporate Relative Value Analysis 919
Relative Value Methodologies 922
Conclusion 942
Chapter 43
Management of a High Yield Bond Portfolio 945
J. Thomas Madden and Joseph Balestrino
Introduction 945
Definition of Portfolio Objective 946
Summary of High Yield Investment Strategy 946
Analyzing the High Yield Investment Banking Process 950
Issues of Problem Credits 952
Conclusion 955
Chapter 44
Bond Immunization: An Asset/Liability Optimization Strategy 957
Frank J. Fabozzi and Peter F. Christensen
What Is an Immunized Portfolio? 957
Maturity Matching: The Reinvestment Problem 958
Single Period Immunization 959
Rebalancing Procedures 963
Multiperiod Immunization 963
Applications of the Immunization Strategy 965
Variations to Immunization 966
Conclusion 967
Chapter 45
Dedicated Bond Portfolios 969
Frank J. Fabozzi and Peter F. Christensen
The Need for a Broader Asset/Liability Focus 969
Cash Flow Matching for Pension Funds 970
Role of Money Manager and Dealer Firm 982
Conclusion 984
Chapter 46
Managing Market Risk Proactively at Long Term Investment
Funds 985
Lang Gibson
xviti Contents
Introduction 985
Best Practice Modern Asset/Liability Management 986
Liability Risk and Pricing 989
Benchmarks versus Liabilities 991
The Efficient Frontier 993
Efficient Benchmark Allocations 996
Impact of Correlations on Efficiency 999
Contribution to Risk 1001
Equally Weighted Fixed Income Sectors 1002
Stress Testing VAR on Heat Maps 1005
Regulatory and Literature Guidance 1008
Model Assumptions That Should Be Monitored 1009
Conclusion 1010
Chapter 47 Improving Insurance Company Portfolio Returns 1011
Kevin Edward Grant
Special Considerations for Insurance Company Portfolios 1012
Don t Buy and Hold, Buy and Incubate 1012
Existing Approaches to Asset/Liability Management 1013
The Wish List for Portfolio Management 1017
Total Return in the Asset/Liability/Regulatory/GAAP/Tax World 1019
Probability Distributions: The Next Frontier 1021
Conclusion 1026
Chapter 48
International Bond Investing and Portfolio Management 1027
Christopher B. Steward and Adam M. Greshin
Introduction 1027
The Rationale for International Bond Investing 1028
The Impact of International Bonds on a U.S. Bond Portfolio: The Case for International Bond
Investing 1040
Active International Bond Management 1044
The Tools of Active Management 1045
Managing an International Bond Portfolio 1049
Currency Hedged Bond Investment 1051
Conclusion 1058
Contents xix
Chapter 49
International Fixed Income Investing: Theory and Practice 1061
Michael R. Rosenberg
The Case for International Fixed Income Diversification 1062
Why There Is No Free Lunch in Currency Hedged Foreign Bonds 1068
Why There Is No Free Lunch in High Yield Foreign Bonds 1074
The Case for Active Management 1077
General Guidelines for Constructing a Global Bond Portfolio 1081
A Framework for Formulating International Fixed Income Strategy 1085
Conclusion 1099
PART 7
EQUITY LINKED SECURITIES AND THEIR VALUATION
Chapter 50
Convertible Securities and Their Investment Characteristics 1103
Chris P. Dialynas, Sandra Durn, and John C. Ritchie, Jr.
Introduction 1103
General Characteristics of Convertibles 1104
Advantages and Disadvantages to Issuing Firms 1106
Advantages to the Investor 1109
Disadvantages to the Investor 1109
Alternative Forms of Convertible Financing 1110
Types of Convertible Investors 1110
Analysis of Convertible Securities 1111
An Illustrative Analysis 1112
Duration Management 1122
Valuation of Convertibles 1123
Summary 1124
Chapter 51
Convertible Securities and Their Valuation 1127
Mihir Bhattacharya
Evolution in the Convertible Markets 1130
Basic Characteristics of Convertible Securities 1146
Traditional Valuation Method 1152
Convertible Valuation Models 1155
Exercising the Embedded Options 1167
xx Contents
Looking Forward 1170
Summary 1171
PART 8 DERIVATIVE INSTRUMENTS AND THEIR PORTFOLIO
MANAGEMENT APPLICATIONS
Chapter 52 Introduction to Interest Rate Futures and Options Contracts 1175
Mark Pitts and Frank J. Fabozzi
Basic Characteristics of Derivative Contracts 1175
Representative Exchange Traded Interest Rate Futures Contracts 1179
Representative Exchange Traded Futures Options Contracts 1186
OTC Contracts 1189
Summary 1196
Chapter 53 Pricing Futures and Portfolio Applications 1197
Frank J. Fabozzi and Mark Pitts
Pricing of Futures Contracts 1197
Applications to Portfolio Management 1205
Summary 1208
Chapter 54
Treasury Bond Futures Mechanics and Basis Valuation 1209
David T. Kim
Introduction 1209
Mechanics of the Futures Contract 1210
The Basis 1214
Carry 1215
Options 1217
Conclusion 1232
Chapter 55
The Basics of Interest Rate Options 1233
William J. Gartland and Nicholas C. Letica
How Options Work 1233
Options Strategies—Reorganizing the Profit/Loss Graph 1245
Classic Option Strategies 1248
Contents xxi
Practical Portfolio Strategies 1251
Conclusion 1257
Chapter 56
Controlling Interest Rate Risk with Futures and Options 1259
Frank J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts
Controlling Interest Rate Risk with Futures 1259
Hedging with Options 1278
Summary 1293
Chapter 57
Interest Rate Swaps 1297
Anand K. Bhattacharya and Frank J. Fabozzi
Interest Rate Swaps 1298
Features of a Generic Swap 1298
Interpreting a Swap Position 1299
Terminology, Conventions, and Market Quotes 1301
Applications 1302
Dollar Duration of a Swap 1306
Innovations in Swap Markets 1306
Asset Swap 1312
Termination of Interest Rate Swaps 1313
Summary 1315
Chapter 58
Interest Rate Caps and Floors and Compound Options 1317
Anand K. Bhattacharya
Features of Interest Rate Caps and Floors 1317
Pricing of Caps and Floors 1318
Interest Rate Caps 1319
Participating Caps 1322
Interest Rate Floors 1324
Interest Rate Collars 1326
Interest Rate Corridors 1327
Cap/Floor Parity 1329
Termination of Caps and Floors 1330
Compound Options 1331
Concluding Comments 1335
Index 1337
|
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| edition | 6. ed. |
| format | Book |
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| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV013414786 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:45:28Z |
| institution | BVB |
| isbn | 0071358056 0071376828 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009153287 |
| oclc_num | 247530701 |
| open_access_boolean | |
| owner | DE-703 DE-473 DE-BY-UBG DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-945 DE-1047 DE-19 DE-BY-UBM DE-11 |
| owner_facet | DE-703 DE-473 DE-BY-UBG DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-945 DE-1047 DE-19 DE-BY-UBM DE-11 |
| physical | XXIX, 1373 S.: graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | The handbook of fixed income securities Frank J. Fabozzi, ed. 6. ed. New York [u.a.] McGraw-Hill 2001 XXIX, 1373 S.: graph. Darst. txt rdacontent n rdamedia nc rdacarrier Festverzinsliches Wertpapier Festverzinsliches Wertpapier / Anleihe / Portfolio-Management / Theorie / USA / Welt Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Vorzugsaktie (DE-588)4188751-7 gnd rswk-swf Asset-Backed Security (DE-588)4343344-3 gnd rswk-swf Wertpapier (DE-588)4065674-3 gnd rswk-swf Offener Investmentfonds (DE-588)4305480-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Rentenmarkt (DE-588)4177794-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wertpapier (DE-588)4065674-3 s Vorzugsaktie (DE-588)4188751-7 s Offener Investmentfonds (DE-588)4305480-8 s DE-604 Festverzinsliches Wertpapier (DE-588)4121262-9 s Asset-Backed Security (DE-588)4343344-3 s Derivat Wertpapier (DE-588)4381572-8 s Portfolio Selection (DE-588)4046834-3 s Rentenmarkt (DE-588)4177794-3 s Kapitalanlage (DE-588)4073213-7 s 1\p DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009153287&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The handbook of fixed income securities Festverzinsliches Wertpapier Festverzinsliches Wertpapier / Anleihe / Portfolio-Management / Theorie / USA / Welt Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Vorzugsaktie (DE-588)4188751-7 gnd Asset-Backed Security (DE-588)4343344-3 gnd Wertpapier (DE-588)4065674-3 gnd Offener Investmentfonds (DE-588)4305480-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Rentenmarkt (DE-588)4177794-3 gnd |
| subject_GND | (DE-588)4121262-9 (DE-588)4073213-7 (DE-588)4046834-3 (DE-588)4188751-7 (DE-588)4343344-3 (DE-588)4065674-3 (DE-588)4305480-8 (DE-588)4381572-8 (DE-588)4177794-3 (DE-588)4143413-4 |
| title | The handbook of fixed income securities |
| title_auth | The handbook of fixed income securities |
| title_exact_search | The handbook of fixed income securities |
| title_full | The handbook of fixed income securities Frank J. Fabozzi, ed. |
| title_fullStr | The handbook of fixed income securities Frank J. Fabozzi, ed. |
| title_full_unstemmed | The handbook of fixed income securities Frank J. Fabozzi, ed. |
| title_short | The handbook of fixed income securities |
| title_sort | the handbook of fixed income securities |
| topic | Festverzinsliches Wertpapier Festverzinsliches Wertpapier / Anleihe / Portfolio-Management / Theorie / USA / Welt Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Vorzugsaktie (DE-588)4188751-7 gnd Asset-Backed Security (DE-588)4343344-3 gnd Wertpapier (DE-588)4065674-3 gnd Offener Investmentfonds (DE-588)4305480-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Rentenmarkt (DE-588)4177794-3 gnd |
| topic_facet | Festverzinsliches Wertpapier Festverzinsliches Wertpapier / Anleihe / Portfolio-Management / Theorie / USA / Welt Kapitalanlage Portfolio Selection Vorzugsaktie Asset-Backed Security Wertpapier Offener Investmentfonds Derivat Wertpapier Rentenmarkt Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009153287&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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