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Fixed Income Analysis for the Chartered Financial Analyst Program
Frank J. Fabozzi
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Abstract
The second editions of these two volumes in fixed income analysis and portfolio management represent an effort by CFA Institute to commission a set of cordinated, comprehensive, and practitioner-oriented textbook readings specifically designed for the three levels of the Chartered Financial Analysis Program.
Table of Contents:
Level I.
Chapter 1. Features of Debt Securities
Chapter 2. Risks associated with investing in bonds
Chapter 3. Overview of bond sectors and instruments
Chapter 4. Understanding yield spreads
Chapter 5. Introduction to the valuation of debt securities
Chapter 6. Yield measures, spot rates, and forward rates
Chapter 7. Introduction to the measurement of interest rate risk
Level II
Chapter 8. Term structure and volatility ofinterest rates
Chapter 9. Valuing bonds with embedded options
Chapter 10. Mortgage-backed sector of the bond market
Chapter 11. Asset-backed sector of the bond market
Chapter 12. Valuing mortgage-backed and asset-backed securities
Chapter 13. Interest rate derivative instruments
Chapter 14. Valuation of interest rate derivative instruments
Chapter 15. General principles of credit analysis
Index.