Bond Markets, analysis, and strategies:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Upper Saddle River, NJ
Pearson Prentice Hall
2004
|
| Ausgabe: | 5. ed., internat. ed. |
| Schriftenreihe: | Pearson education international
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 670 S. graph. Darst. |
| ISBN: | 0131271423 |
Internformat
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Datensatz im Suchindex
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| adam_text | PREFACE xiii
CHAPTER 1 Introduction 1
Sectors of the U.S. Bond Market 2
Overview of Bond Features 3
Risks Associated with Investing in Bonds 6
Financial Innovation and the Bond Market 9
Overview of the Book 10
CHAPTER 2 Pricing of Bonds 13
Review of Time Value of Money 13
Pricing a Bond 20
Complications 26
Pricing Floating Rate and Inverse Floating Rate Securities 28
Price Quotes and Accrued Interest 30
CHAPTER 3 Measuring Yield 35
Computing the Yield or Internal Rate of Return on Any Investment 35
Conventional Yield Measures 39
Potential Sources of a Bond s Dollar Return 46
Total Return 49
CHAPTER 4 Bond Price Volatility 58
Review of the Price Yield Relationship for Option Free Bonds 59
Price Volatility Characteristics of Option Free Bonds 60
Measures of Bond Price Volatility 63
Convexity 72
Additional Concerns When Using Duration 81
Don t Think of Duration as a Measure of Time 82
Approximating a Bond s Duration and Convexity Measure 82
Measuring a Bond Portfolio s Responsiveness to Nonparallel Changes in
Interest Rates 84
CHAPTER 5 Factors Affecting Bond Yields and the Term Structure
of Interest Rates 92
Base Interest Rate 93
Risk Premium 93
Term Structures of Interest Rates 98
Viii Contents CHAPTER 6 Treasury and Agency Securities Markets 123
Treasury Securities 123
Stripped Treasury Securities 131
Federal Agency Securities 134
CHAPTER 7 Corporate Debt Instruments 142
Corporate Bonds 143
Medium Term Notes 159
Commercial Paper 163
Bankruptcy and Creditor Rights 167
CHAPTER 8 Municipal Securities 173
Investors in Municipal Securities 174
Types and Features of Municipal Securities 175
Municipal Money Market Products 182
Municipal Derivative Securities 183
Credit Risk 186
Risks Associated with Investing in Municipal Securities 187
Yields on Municipal Bonds 188
Municipal Bond Market 189
The Taxable Municipal Bond Market 190
CHAPTER 9 Non U.S. Bonds 194
Classification of Global Bond Markets 195
Foreign Exchange Risk and Bond Returns 197
Eurobond Market 198
Non U.S. Government Bond Markets 201
The Pfandbriefe Market 206
Emerging Market Bonds 207
CHAPTER 10 Residential Mortgage Loans 211
What Is a Mortgage? 212
Participants in the Mortgage Market 212
Alternative Mortgage Instruments 215
Risks Associated with Investing in Mortgages 222
CHAPTER 11 Mortgage Pass Through Securities 229
Cash Flow Characteristics 230
WACandWAM 230
Agency Pass Throughs 230
Nonagency Pass Throughs 232
Contents^ IX
Prepayment Conventions and Cash Flow 234
Factors Affecting Prepayment Behavior 242
Cash Flow for Nonagency Pass Throughs 245
Cash Flow Yield 246
Prepayment Risk and Asset/Liability Management 248
Secondary Market Trading 250
CHAPTER 12 Collateralized Mortgage Obligations and Stripped
Mortgage Backed Securities 254
Collateralized Mortgage Obligations 255
Stripped Mortgage Backed Securities 278
CHAPTER 13 Commercial Mortgage Backed Securities 285
Commercial Mortgage Loans 286
Commercial Mortgage Backed Securities 288
CHAPTER 14 Asset Backed Securities 307
Credit Risk 308
Cash Flow of Asset Backed Securities 310
Auto Loan Backed Securities 311
Credit Card Receivable Backed Securities 312
Home Equity Loan Backed Securities 316
Manufactured Housing Backed Securities 321
Student Loan Asset Backed Securities 322
Small Business Administration Loan Backed Securities 323
CHAPTER 15 Collateralized Debt Obligations 329
Structure of a CDO 330
Arbitrage Transactions 331
Cash Flow Transactions 334
Market Value Transactions 336
Synthetic CDOs 339
CHAPTER 16 Analysis of Bonds with Embedded Options 343
Drawbacks of Traditional Yield Spread Analysis 344
Static Spread: An Alternative to Yield Spread 344
Callable Bonds and Their Investment Characteristics 349
Components of a Bond with an Embedded Option 352
Valuation Model 353
Option Adjusted Spread 367
Effective Duration and Convexity 368
X Contents CHAPTER 17 Analysis of Residential Mortgage Backed Securities 375
Static Cash Flow Yield Methodology 375
Monte Carlo Simulation Methodology 383
Total Return Analysis 393
CHAPTER 18 Analysis of Convertible Bonds 398
Convertible Bond Provisions 398
Minimum Value of a Convertible Bond 400
Market Conversion Price 401
Current Income of Convertible Bond Versus Stock 402
Downside Risk with a Convertible Bond 403
Investment Characteristics of a Convertible Bond 404
Pros and Cons of Investing in a Convertible Bond 404
Options Approach 406
CHAPTER 19 Active Bond Portfolio Management Strategies 410
Overview of the Investment Management Process 411
Tracking Error and Bond Portfolio Strategies 415
Active Portfolio Strategies 422
The Use of Leverage 438
CHAPTER 20 Indexing 451
Objective of and Motivation for Bond Indexing 452
Factors to Consider in Selecting an Index 453
Bond Indexes 454
Indexing Methodologies 455
Logistical Problems in Implementing an Indexing Strategy 457
Enhanced Indexing 458
CHAPTER 21 Liability Funding Strategies 461
General Principles of Asset/Liability Management 462
Immunization of a Portfolio to Satisfy a Single Liability 467
Structuring a Portfolio to Satisfy Multiple Liabilities 481
Extensions of Liability Funding Strategies 484
Combining Active and Immunization Strategies 486
CHAPTER 22 Bond Performance Measurement and Evaluation 493
Requirements for a Bond Performance and Attribution
Analysis Process 494
Performance Measurement 494
Requirements and Mandatory Disclosures 501
Performance Attribution Analysis 503
Contents xi
CHAPTER 23 Interest Rate Futures Contracts 514
Mechanics of Futures Trading 515
Futures Versus Forward Contracts 517
Risk and Return Characteristics of Futures Contracts 518
Currently Traded Interest Rate Futures Contracts 519
Pricing and Arbitrage in the Interest Rate Futures Market 527
Bond Portfolio Management Applications 534
CHAPTER 24 Interest Rate Options 545
Options Defined 546
Types of Interest Rate Options 546
Intrinsic Value and Time Value of an Option 549
Profit and Loss Profiles for Simple Naked Option Strategies 551
Put Call Parity Relationship and Equivalent Positions 563
Option Price 565
Models for Pricing Options 566
Sensitivity of Option Price to Change in Factors 574
Hedge Strategies 578
CHAPTER 25 Interest Rate Swaps and Agreements 589
Interest Rate Swaps 590
Interest Rate Agreements (Caps and Floors) 614
CHAPTER 26 Credit Derivatives 623
Types of Credit Risk 624
Categorization of Credit Derivatives 625
ISDA Documentation 625
Asset Swaps 627
Total Return Swaps 629
Credit Default Swaps 632
Credit Spread Options 634
Credit Spread Forwards 637
Structured Credit Products 637
INDEX 643
|
| adam_txt |
PREFACE xiii
CHAPTER 1 Introduction 1
Sectors of the U.S. Bond Market 2
Overview of Bond Features 3
Risks Associated with Investing in Bonds 6
Financial Innovation and the Bond Market 9
Overview of the Book 10
CHAPTER 2 Pricing of Bonds 13
Review of Time Value of Money 13
Pricing a Bond 20
Complications 26
Pricing Floating Rate and Inverse Floating Rate Securities 28
Price Quotes and Accrued Interest 30
CHAPTER 3 Measuring Yield 35
Computing the Yield or Internal Rate of Return on Any Investment 35
Conventional Yield Measures 39
Potential Sources of a Bond's Dollar Return 46
Total Return 49
CHAPTER 4 Bond Price Volatility 58
Review of the Price Yield Relationship for Option Free Bonds 59
Price Volatility Characteristics of Option Free Bonds 60
Measures of Bond Price Volatility 63
Convexity 72
Additional Concerns When Using Duration 81
Don't Think of Duration as a Measure of Time 82
Approximating a Bond's Duration and Convexity Measure 82
Measuring a Bond Portfolio's Responsiveness to Nonparallel Changes in
Interest Rates 84
CHAPTER 5 Factors Affecting Bond Yields and the Term Structure
of Interest Rates 92
Base Interest Rate 93
Risk Premium 93
Term Structures of Interest Rates 98
Viii Contents CHAPTER 6 Treasury and Agency Securities Markets 123
Treasury Securities 123
Stripped Treasury Securities 131
Federal Agency Securities 134
CHAPTER 7 Corporate Debt Instruments 142
Corporate Bonds 143
Medium Term Notes 159
Commercial Paper 163
Bankruptcy and Creditor Rights 167
CHAPTER 8 Municipal Securities 173
Investors in Municipal Securities 174
Types and Features of Municipal Securities 175
Municipal Money Market Products 182
Municipal Derivative Securities 183
Credit Risk 186
Risks Associated with Investing in Municipal Securities 187
Yields on Municipal Bonds 188
Municipal Bond Market 189
The Taxable Municipal Bond Market 190
CHAPTER 9 Non U.S. Bonds 194
Classification of Global Bond Markets 195
Foreign Exchange Risk and Bond Returns 197
Eurobond Market 198
Non U.S. Government Bond Markets 201
The Pfandbriefe Market 206
Emerging Market Bonds 207
CHAPTER 10 Residential Mortgage Loans 211
What Is a Mortgage? 212
Participants in the Mortgage Market 212
Alternative Mortgage Instruments 215
Risks Associated with Investing in Mortgages 222
CHAPTER 11 Mortgage Pass Through Securities 229
Cash Flow Characteristics 230
WACandWAM 230
Agency Pass Throughs 230
Nonagency Pass Throughs 232
Contents^ IX
Prepayment Conventions and Cash Flow 234
Factors Affecting Prepayment Behavior 242
Cash Flow for Nonagency Pass Throughs 245
Cash Flow Yield 246
Prepayment Risk and Asset/Liability Management 248
Secondary Market Trading 250
CHAPTER 12 Collateralized Mortgage Obligations and Stripped
Mortgage Backed Securities 254
Collateralized Mortgage Obligations 255
Stripped Mortgage Backed Securities 278
CHAPTER 13 Commercial Mortgage Backed Securities 285
Commercial Mortgage Loans 286
Commercial Mortgage Backed Securities 288
CHAPTER 14 Asset Backed Securities 307
Credit Risk 308
Cash Flow of Asset Backed Securities 310
Auto Loan Backed Securities 311
Credit Card Receivable Backed Securities 312
Home Equity Loan Backed Securities 316
Manufactured Housing Backed Securities 321
Student Loan Asset Backed Securities 322
Small Business Administration Loan Backed Securities 323
CHAPTER 15 Collateralized Debt Obligations 329
Structure of a CDO 330
Arbitrage Transactions 331
Cash Flow Transactions 334
Market Value Transactions 336
Synthetic CDOs 339
CHAPTER 16 Analysis of Bonds with Embedded Options 343
Drawbacks of Traditional Yield Spread Analysis 344
Static Spread: An Alternative to Yield Spread 344
Callable Bonds and Their Investment Characteristics 349
Components of a Bond with an Embedded Option 352
Valuation Model 353
Option Adjusted Spread 367
Effective Duration and Convexity 368
X Contents CHAPTER 17 Analysis of Residential Mortgage Backed Securities 375
Static Cash Flow Yield Methodology 375
Monte Carlo Simulation Methodology 383
Total Return Analysis 393
CHAPTER 18 Analysis of Convertible Bonds 398
Convertible Bond Provisions 398
Minimum Value of a Convertible Bond 400
Market Conversion Price 401
Current Income of Convertible Bond Versus Stock 402
Downside Risk with a Convertible Bond 403
Investment Characteristics of a Convertible Bond 404
Pros and Cons of Investing in a Convertible Bond 404
Options Approach 406
CHAPTER 19 Active Bond Portfolio Management Strategies 410
Overview of the Investment Management Process 411
Tracking Error and Bond Portfolio Strategies 415
Active Portfolio Strategies 422
The Use of Leverage 438
CHAPTER 20 Indexing 451
Objective of and Motivation for Bond Indexing 452
Factors to Consider in Selecting an Index 453
Bond Indexes 454
Indexing Methodologies 455
Logistical Problems in Implementing an Indexing Strategy 457
Enhanced Indexing 458
CHAPTER 21 Liability Funding Strategies 461
General Principles of Asset/Liability Management 462
Immunization of a Portfolio to Satisfy a Single Liability 467
Structuring a Portfolio to Satisfy Multiple Liabilities 481
Extensions of Liability Funding Strategies 484
Combining Active and Immunization Strategies 486
CHAPTER 22 Bond Performance Measurement and Evaluation 493
Requirements for a Bond Performance and Attribution
Analysis Process 494
Performance Measurement 494
Requirements and Mandatory Disclosures 501
Performance Attribution Analysis 503
Contents xi
CHAPTER 23 Interest Rate Futures Contracts 514
Mechanics of Futures Trading 515
Futures Versus Forward Contracts 517
Risk and Return Characteristics of Futures Contracts 518
Currently Traded Interest Rate Futures Contracts 519
Pricing and Arbitrage in the Interest Rate Futures Market 527
Bond Portfolio Management Applications 534
CHAPTER 24 Interest Rate Options 545
Options Defined 546
Types of Interest Rate Options 546
Intrinsic Value and Time Value of an Option 549
Profit and Loss Profiles for Simple Naked Option Strategies 551
Put Call Parity Relationship and Equivalent Positions 563
Option Price 565
Models for Pricing Options 566
Sensitivity of Option Price to Change in Factors 574
Hedge Strategies 578
CHAPTER 25 Interest Rate Swaps and Agreements 589
Interest Rate Swaps 590
Interest Rate Agreements (Caps and Floors) 614
CHAPTER 26 Credit Derivatives 623
Types of Credit Risk 624
Categorization of Credit Derivatives 625
ISDA Documentation 625
Asset Swaps 627
Total Return Swaps 629
Credit Default Swaps 632
Credit Spread Options 634
Credit Spread Forwards 637
Structured Credit Products 637
INDEX 643 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 5. ed., internat. ed. |
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| id | DE-604.BV021982134 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:10:01Z |
| indexdate | 2024-07-09T20:48:44Z |
| institution | BVB |
| isbn | 0131271423 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015197206 |
| oclc_num | 52559193 |
| open_access_boolean | |
| owner | DE-706 |
| owner_facet | DE-706 |
| physical | XIV, 670 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Pearson Prentice Hall |
| record_format | marc |
| series2 | Pearson education international |
| spelling | Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut Bond Markets, analysis, and strategies Frank J. Fabozzi 5. ed., internat. ed. Upper Saddle River, NJ Pearson Prentice Hall 2004 XIV, 670 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Pearson education international Analyse financière Analyse financière rasuqam Gestion de portefeuille Gestion de portefeuille rasuqam Marché obligataire Marché obligataire rasuqam Obligation (Valeur mobilière) rasuqam Obligations (Valeurs) Bond market Bonds Investment analysis Portfolio management Anlagepolitik (DE-588)4206018-7 gnd rswk-swf Aktienmarkt (DE-588)4130931-5 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Aktienanalyse (DE-588)4112475-3 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Rentenmarkt (DE-588)4177794-3 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s DE-604 Wertpapieranalyse (DE-588)4124458-8 s Anlagepolitik (DE-588)4206018-7 s Rentenmarkt (DE-588)4177794-3 s Kapitalanlage (DE-588)4073213-7 s 1\p DE-604 Aktienmarkt (DE-588)4130931-5 s Aktienanalyse (DE-588)4112475-3 s 2\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015197206&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 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fabozzi, Frank J. 1948- Bond Markets, analysis, and strategies Analyse financière Analyse financière rasuqam Gestion de portefeuille Gestion de portefeuille rasuqam Marché obligataire Marché obligataire rasuqam Obligation (Valeur mobilière) rasuqam Obligations (Valeurs) Bond market Bonds Investment analysis Portfolio management Anlagepolitik (DE-588)4206018-7 gnd Aktienmarkt (DE-588)4130931-5 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Aktienanalyse (DE-588)4112475-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| subject_GND | (DE-588)4206018-7 (DE-588)4130931-5 (DE-588)4124458-8 (DE-588)4112475-3 (DE-588)4073213-7 (DE-588)4177794-3 (DE-588)4121262-9 |
| title | Bond Markets, analysis, and strategies |
| title_auth | Bond Markets, analysis, and strategies |
| title_exact_search | Bond Markets, analysis, and strategies |
| title_exact_search_txtP | Bond Markets, analysis, and strategies |
| title_full | Bond Markets, analysis, and strategies Frank J. Fabozzi |
| title_fullStr | Bond Markets, analysis, and strategies Frank J. Fabozzi |
| title_full_unstemmed | Bond Markets, analysis, and strategies Frank J. Fabozzi |
| title_short | Bond Markets, analysis, and strategies |
| title_sort | bond markets analysis and strategies |
| topic | Analyse financière Analyse financière rasuqam Gestion de portefeuille Gestion de portefeuille rasuqam Marché obligataire Marché obligataire rasuqam Obligation (Valeur mobilière) rasuqam Obligations (Valeurs) Bond market Bonds Investment analysis Portfolio management Anlagepolitik (DE-588)4206018-7 gnd Aktienmarkt (DE-588)4130931-5 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Aktienanalyse (DE-588)4112475-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| topic_facet | Analyse financière Gestion de portefeuille Marché obligataire Obligation (Valeur mobilière) Obligations (Valeurs) Bond market Bonds Investment analysis Portfolio management Anlagepolitik Aktienmarkt Wertpapieranalyse Aktienanalyse Kapitalanlage Rentenmarkt Festverzinsliches Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015197206&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT fabozzifrankj bondmarketsanalysisandstrategies |