Bond markets, analysis, and strategies:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston ; Munich [u.a.]
Pearson
2010
|
| Ausgabe: | 7. ed., internat. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | XIII, 778 S. Ill., graph. Darst. |
| ISBN: | 0136099742 9780136099741 |
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| _version_ | 1806174571675516928 |
| adam_text | Titel: Bond markets, analysis, and strategies
Autor: Fabozzi, Frank J.
Jahr: 2010
Contents
Preface xi
Introduction 1
Learning Objectives 1
Sectors of the U.S. Bond Market 2
Overview of Bond Features 3
Risks Associated with Investing in Bonds 7
Secondary Market for Bonds 10
Financial Innovation and the Bond Market 11
Overview of the Book 12
Questions 13
Pricing of Bonds 15
Learning Objectives 15
Review of Time Value of Money 15
Pricing a Bond 21
Complications 27
Pricing Floating-Rate and Inverse-Floating-Rate Securities 29
Price Quotes and Accrued Interest 31
Summary 32
Questions 33
Measuring Yield 35
Learning Objectives 35
Computing the Yield or Internal Rate of Return
on Any Investment 36
Conventional Yield Measures 39
Potential Sources of a Bond s Dollar Return 46
Total Return 49
Applications of the Total Return (Horizon Analysis) 54
Calculating Yield Changes 54
Summary 55
Questions 55
Bond Price Volatility 58
Learning Objectives 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 62
Convexity 73
Additional Concerns When Using Duration 82
Do Not Think of Duration as a Measure of Time 82
Contents V
Approximating a Bond s Duration and Convexity Measure 83
Measuring a Bond Portfolio s Responsiveness to Nonparallel
Changes in Interest Rates 85
Summary 88
Questions 89
Factors Affecting Bond Yields and the Term Structure
of Interest Rates 92
Learning Objectives 92
Base Interest Rate 93
Benchmark Spread 94
Term Structure of Interest Rates 99
Swap Rate Yield Curve 120
Summary 122
Questions 123
Treasury and Agency Securities 127
Learning Objectives 127
Treasury Securities 127
Stripped Treasury Securities 137
Federal Agency Securities 139
Summary 143
Questions 144
Corporate Debt Instruments 146
Learning Objectives 146
Corporate Bonds 147
Medium-Term Notes 166
Commercial Paper 169
Bank Loans 172
Bankruptcy and Creditor Rights 175
Summary 177
Questions 179
Municipal Securities 181
Learning Objectives 181
Types and Features of Municipal Securities 182
Municipal Money Market Products 192
Municipal Derivative Securities 193
Credit Risk 196
Risks Associated with Investing in Municipal Securities 197
Yields on Municipal Bonds 197
Municipal Bond Market 199
The Taxable Municipal Bond Market 202
Summary 203
Questions 204
vi I Contents
10
11
12
13
Non-U.S. Bonds 206
Learning Objectives 206
Classification of Global Bond Markets 207
Foreign Exchange Risk and Bond Returns 209
Eurobond Market 210
Non-U.S. Government Bond Markets 214
The European Covered Bond Market 219
Emerging Market Bonds 221
Summary 222
Questions 222
Residential Mortgage Loans 225
Learning Objectives 225
Origination of Residential Mortgage Loans 226
Types of Residential Mortgage Loans 227
Conforming Loans 235
Home Equity Loans 236
Risks Associated with Investing in Mortgage Loans 236
Summary 237
Questions 238
Agency Mortgage Pass-Through Securities 239
Learning Objectives 239
Sectors of the Residential Mortgage-Backed Securities Market 240
General Description of an Agency Mortgage
Pass-Through Security 241
Issuers of Agency Pass-Through Securities 244
Prepayment Conventions and Cash Flow 250
Factors Affecting Prepayments and Prepayment Modeling 260
Cash Flow Yield 266
Prepayment Risk and Asset/Liability Management 268
Secondary Market Trading 269
Summary 270
Questions 271
Agency Collateralized Mortgage Obligations and
Stripped Mortgage-Backed Securities 275
Learning Objectives 275
Agency Collateralized Mortgage Obligations 276
Agency Stripped Mortgage-Backed Securities 308
Summary 310
Questions 311
Nonagency Residential Mortgage-Backed Securities 313
Learning Objectives 313
Credit Enhancement 314
Cash Flow for Nonagency Mortgage-Backed Securities 319
14
15
16
17
18
Contents | VII
Actual Transaction 322
Summary 327
Questions 327
Commercial Mortgage Loans and Commercial
Mortgage-Backed Securities 330
Learning Objectives 330
Commercial Mortgage Loans 331
Commercial Mortgage-Backed Securities 333
Summary 351
Questions 353
Asset-Backed Securities 354
Learning Objectives 354
Creation of an Asset-Backed Security 355
Collateral Type and Securitization Structure 362
Credit Risks Associated with Investing in Asset-Backed Securities 363
Review of Several Major Types of Asset-Backed Securities 366
Summary 378
Questions 380
Collateralized Debt Obligations 382
Learning Objectives 382
Structure of a Collateralized Debt Obligation 383
Arbitrage Transactions 385
Cash Flow Transactions 387
Market Value Transactions 393
Synthetic Collateralized Debt Obligations 396
Summary 397
Questions 398
Interest-Rate Models 400
Learning Objectives 400
Mathematical Description of One-Factor Interest-Rate Models 401
Arbitrage-Free versus Equilibrium Models 404
Empirical Evidence on Interest-Rate Changes 406
Selecting an Interest-Rate Model 408
Estimating Interest-Rate Volatility Using Historical Data 409
Summary 412
Questions 413
Analysis of Bonds with Embedded Options 414
Learning Objectives 414
Drawbacks of Traditional Yield Spread Analysis 415
Static Spread: An Alternative to Yield Spread 415
Callable Bonds and Their Investment Characteristics 420
Components of a Bond with an Embedded Option 422
Valuation Model 424
viii I Contents
19
20
21
22
Option-Adjusted Spread 436
Effective Duration and Convexity 437
Summary 438
Questions 439
Analysis of Residential Mortgage-Backed Securities 442
Learning Objectives 442
Static Cash Flow Yield Methodology 443
Monte Carlo Simulation Methodology 451
Total Return Analysis 461
Summary 462
Questions 463
Analysis of Convertible Bonds 465
Learning Objectives 465
Convertible Bond Provisions 465
Categorization of Convertible Securities 467
Basic Analytics and Concepts for Convertible Bond Analysis 468
Option Measures 472
Profile of a Convertible Bond 474
Pros and Cons of Investing in a Convertible Bond 475
Convertible Bond Arbitrage 477
Options Approach to Valuation 479
Summary 480
Questions 480
Corporate Bond Credit Analysis 483
Learning Objectives 483
Overview of Corporate Bond Credit Analysis 484
Analysis of Business Risk 486
Corporate Governance Risk 489
Financial Risk 491
Corporate Bond Credit Analysis and Equity Analysis 494
Summary 495
Questions 495
Credit Risk Modeling 497
Learning Objectives 497
Difficulties in Credit Risk Modeling 498
Overview of Credit Risk Modeling 499
Credit Ratings versus Credit Risk Models 500
Structural Models 500
Estimating Portfolio Credit Risk: Default Correlation
and Copulas 506
Reduced-Form Models 507
Incomplete Information Models 510
23
24
25
26
27
Contents IX
Summary 577
Questions 577
Active Bond Portfolio Management Strategies 512
Learning Objectives 572
Overview of the Investment Management Process 573
Tracking Error and Bond Portfolio Strategies 576
Active Portfolio Strategies 526
The Use of Leverage 544
Summary 550
Questions 551
Indexing 555
Learning Objectives 555
Objective of and Motivation for Bond Indexing 555
Factors to Consider in Selecting an Index 557
Bond Indexes 557
Indexing Methodologies 560
Logistical Problems in Implementing an Indexing Strategy 562
Enhanced Indexing 562
Summary 563
Questions 564
Liability-Driven Strategies 565
Learning Objectives 565
General Principles of Asset/Liability Management 566
Immunization of a Portfolio to Satisfy a Single Liability 577
Structuring a Portfolio to Satisfy Multiple Liabilities 586
Extensions of Liability-Driven Strategies 589
Combining Active and Immunization Strategies 590
Liability-Driven Strategies for Defined Benefit Pension Funds 591
Summary 592
Questions 593
Bond Performance Measurement and Evaluation 598
Learning Objectives 598
Requirements for a Bond Performance and Attribution
Analysis Process 599
Performance Measurement 599
Performance Attribution Analysis 605
Summary 611
Questions 613
Interest-Rate Futures Contracts 615
Learning Objectives 675
Mechanics of Futures Trading 676
Futures versus Forward Contracts 678
Contents
Risk and Return Characteristics of Futures Contracts 619
Currently Traded Interest-Rate Futures Contracts 619
Pricing and Arbitrage in the Interest-Rate Futures Market 628
Bond Portfolio Managemen t Applications 635
Summary 649
Questions 650
28 Interest-Rate Options 652
Learning Objectives 652
Options Defined 653
Differences between an Option and a Futures Contract 653
Types of Interest-Rate Options 653
Intrinsic Value and Time Value of an Option 656
Profit and Loss Profiles for Simple Naked Option Strategies 658
Put-Call Parity Relationship and Equivalent Positions 670
Option Price 672
Models for Pricing Options 673
Sensitivity of Option Price to Change in Factors 683
Hedge Strategies 687
Summary 694
Questions 694
29 Interest-Rate Swaps, Caps, and Floors 697
Learning Objectives 697
Interest-Rate Swaps 698
Interest-Rate Caps and Floors 721
Summary 727
Questions 728
30 Credit Derivatives 731
Learning Objectives 731
Types of Credit Risk 732
Categorization of Credit Derivatives 733
International Swaps and Derivatives Association Documentation 733
Asset Swaps 735
Total Return Swaps 737
Credit Default Swaps 739
Single-Name Credit Default Swap 740
Credit Spread Options 748
Credit Spread Forwards 750
Structured Credit Products 750
Summary 752
Questions 754
Index 756
|
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| author | Fabozzi, Frank J. 1948- |
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| bvnumber | BV035487999 |
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| ctrlnum | (OCoLC)488703602 (DE-599)BSZ28712715X |
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| edition | 7. ed., internat. ed. |
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| id | DE-604.BV035487999 |
| illustrated | Illustrated |
| indexdate | 2024-08-01T10:51:39Z |
| institution | BVB |
| isbn | 0136099742 9780136099741 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017544428 |
| oclc_num | 488703602 |
| open_access_boolean | |
| owner | DE-703 DE-92 DE-1049 DE-521 DE-19 DE-BY-UBM DE-11 DE-2070s DE-1043 DE-863 DE-BY-FWS |
| owner_facet | DE-703 DE-92 DE-1049 DE-521 DE-19 DE-BY-UBM DE-11 DE-2070s DE-1043 DE-863 DE-BY-FWS |
| physical | XIII, 778 S. Ill., graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Pearson |
| record_format | marc |
| spellingShingle | Fabozzi, Frank J. 1948- Bond markets, analysis, and strategies Bonds Investment analysis Portfolio management Bond market Anleihe stw Portfolio-Management stw Termingeschäft stw USA stw Welt stw Wertpapieranalyse stw Wertpapierhandel stw Wertpapieranalyse (DE-588)4124458-8 gnd Aktienanalyse (DE-588)4112475-3 gnd Anlagepolitik (DE-588)4206018-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| subject_GND | (DE-588)4124458-8 (DE-588)4112475-3 (DE-588)4206018-7 (DE-588)4177794-3 (DE-588)4121262-9 (DE-588)4073213-7 (DE-588)4130931-5 |
| title | Bond markets, analysis, and strategies |
| title_auth | Bond markets, analysis, and strategies |
| title_exact_search | 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 | Bonds Investment analysis Portfolio management Bond market Anleihe stw Portfolio-Management stw Termingeschäft stw USA stw Welt stw Wertpapieranalyse stw Wertpapierhandel stw Wertpapieranalyse (DE-588)4124458-8 gnd Aktienanalyse (DE-588)4112475-3 gnd Anlagepolitik (DE-588)4206018-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| topic_facet | Bonds Investment analysis Portfolio management Bond market Anleihe Portfolio-Management Termingeschäft USA Welt Wertpapieranalyse Wertpapierhandel Aktienanalyse Anlagepolitik Rentenmarkt Festverzinsliches Wertpapier Kapitalanlage Aktienmarkt |
| url | http://www.gbv.de/dms/zbw/584130376.pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017544428&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT fabozzifrankj bondmarketsanalysisandstrategies |
Inhaltsverzeichnis
Inhaltsverzeichnis
Inhaltsverzeichnis
THWS Würzburg Zentralbibliothek Lesesaal
| Signatur: |
1000 QK 620 F121 B7(7)st |
|---|---|
| Exemplar 1 | ausleihbar Verfügbar Bestellen |