Title Details

Professional Perspectives on Fixed Income Portfolio Management, Volume 3
Buy Rights Online Buy Rights

Rights Contact Login For More Details

  • Wiley

More About This Title Professional Perspectives on Fixed Income Portfolio Management, Volume 3

  • English

English

FRANK J. FABOZZI, PhD, CFP, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.
  • English

English

Preface.

Contributing Authors.

GENERAL FIXED INCOME PORTFOLIO MANAGEMENT.

Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin).

Managing the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre).

Approaches to Yield Spread Trading Using Government Bonds (M. Choudhry).

CREDIT RISK.

Default Curves and the Dynamics of Credit Spreads (W. Phoa).

Credit Derivatives: An Introduction for Portfolio Managers (M. Choudhry).

Credit Default Swap Primer (M. Gonzalez and L. Gibson).

MBS-ABS PORTFOLIO MANAGEMENT.

Replicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.).

TBA Versus Seasoned Passthroughs (L. Goodman and J. Ho).

Loan Versus Pool Level Prepayment Models (P. Elmer, et al.).

Delinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin).

The Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese).

EMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT.

A Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.).

Default and Recovery Rates in Emerging Markets (T. Beloreshki).

COLLATERALIZED DEBT OBLIGATIONS.

Synthetic Multi-Sector CBOs (L. Gibson).

The Default Cycle and Implications for CDO Valuation (R. Hurst).

Considerations in Creating CDOs and Their Investment Implications (L. Goodman).

Index.
  • English

English

"If you want to learn about some finanacial instrument, institution, theory or practice, see if Frank Fabozzi has written, edited or published on the subject. It is likely to be the definitive work." (Harry M. Markowitz, Nobel Laureate, Economics, 1990)

"Frank Fabozzi's series is the gold standard for investment reference books. Always topical and often influential this is the first place I send students or practitioners when they want to get up to speed on a new area." (Stephen A. Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT)

"The Fabozzi series provides the ultimate educational encyclopedia for the global debt capital markets. Each day, billions of dollars of debt securities trade around the world according to the principles clearly and comprehensively explained in this unrivaled series dedicated to the advancement of our knowledge-based profession." (Jack Malvey, Managing Director, Chief Global Fixed-Income Strategist, Lehman Brothers)

"When in doubt, you can always look it up in a book by Frank Fabozzi. Fabozzi, who's not called the Prolific Professor for nothing, has written or edited dozens of textbooks on investing--all rock-solid, for advanced investors only." (Jason Zwieg, Money.com)

loading