Fixed Income Securities

FRANK J. FABOZZI, PhD, CFP, CPA, 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.

• About the Author. Preface. Features and Risks of Fixed Income Securities. Valuation of Fixed Income Securities and the Measurement of Interest Rate Risk. Yield and Yield Spread Measures. U.S. Treasury Securities. Federal Agency Securities. Municipal Securities. Senior Corporate Instruments: I. Senior Corporate Instruments: II. Agency Mortgage Passthrough Securites. Agency Collateralized Mortgage Obligations. Nonagency Mortgage-Backed Securities. Asset-Backed Securities. Collateralized Debt Obligations. International Bonds. Collateralized Borrowing and Securities Lending. Tax Treatment. Introduction to Fixed Income Portfolio Management. Overview of Fixed Income Portfolio Strategies. Index.

"...informative...expert overview..." (Banking 2000)