In the Second Edition of Fixed Income Analysis, financial expert
Frank Fabozzi and a team of knowledgeable contributors provide
complete coverage of the most important issues in fixed income
analysis.
Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi
offers you a wealth of practical information and exercises that
will solidify your understanding of the tools and techniques
associated with this discipline. This comprehensive study
guide––which parallels the main book chapter by chapter––contains
challenging problems and a complete set of solutions as well as
concise learning outcome statements and summary overviews.
If you want to make the most of your time in the fixed income
marketplace, the lessons within this workbook can show you how.
Topics reviewed include:
The risks associated with investing in fixed income
securities
The fundamentals of valuation and interest rate risk
The features of structured products––such as mortgage–backed
securities and asset–backed securities
The principles of credit analysis
The valuation of fixed income securities with embedded options
關於作者：
FRANK J. FABOZZI, PHD, CFA, CFP, is an Adjunct Professor of
Finance and Becton Fellow at Yale University′s School of
Management. He is also Editor of the Journal of Portfolio
Management and a consultant.
目錄：
PART I Learning Outcomes, Summary Overview, and Problems CHAPTER
1 Features of Debt Securities 3 Learning Outcomes 3 Summary
Overview 3 Problems 5 CHAPTER 2 Risks Associated with Investing in
Bonds 8 Learning Outcomes 8 Summary Overview 9 Problems 11 CHAPTER
3 Overview of Bond Sectors and Instruments 15 Learning Outcomes 15
Summary Overview 16 Problems 19 CHAPTER 4 Understanding Yield
Spreads 22 Learning Outcomes 22 Summary Overview 23 Problems 25
CHAPTER 5 Introduction to the Valuation of Debt Securities 29
Learning Outcomes 29 Summary Overview 29 Problems 31 CHAPTER 6
Yield Measures, Spot Rates, and Forward Rates 33 Learning Outcomes
33 Summary Overview 34 Problems 35 CHAPTER 7 Introduction to the
Measurement of Interest Rate Risk 41 Learning Outcomes 41 Summary
Overview 42 Problems 44 CHAPTER 8 Term Structure and Volatility of
Interest Rates 49 Learning Outcomes 49 Summary Overview 49 Problems
52 CHAPTER 9 Valuing Bonds with Embedded Options 55 Learning
Outcomes 55 Summary Overview 55 Problems 58 CHAPTER 10
Mortgage-Backed Sector of the BondMarket 63 Learning Outcomes 63
Summary Overview 63 Problems 65 CHAPTER 11 Asset-Backed Sector of
the BondMarket 73 Learning Outcomes 73 Summary Overview 73 Problems
78 CHAPTER 12 ValuingMortgage-Backed and Asset-Backed Securities 83
Learning Outcomes 83 Summary Overview 83 Problems 86 CHAPTER 13
Interest Rate Derivative Instruments 92 Learning Outcomes 92
Summary Overview 92 Problems 94 CHAPTER 14 Valuation of Interest
Rate Derivative Instruments 98 Learning Outcomes 98 Summary
Overview 99 Problems 100 CHAPTER 15 General Principles of Credit
Analysis 106 Learning Outcomes 106 Summary Overview 107 Problems
109 CHAPTER 16 Introduction to Bond Portfolio Management 114
Learning Outcomes 114 Summary Overview 114 Problems 116 CHAPTER 17
Measuring a Portfolio''s Risk Profile 119 Learning Outcomes 119
Summary Overview 120 Problems 122 CHAPTER 18 Managing Funds Against
a Bond Market Index 129 Learning Outcomes 129 Summary Overview 130
Problems 132 CHAPTER 19 Portfolio Immunization and Cash Flow
Matching 140 Learning Outcomes 140 Summary Overview 140 Problems
142 CHAPTER 20 Relative-ValueMethodologies for Global Credit Bond
Portfolio Management 144 Learning Outcomes 144 Summary Overview 144
Problems 146 CHAPTER 21 International Bond Portfolio Management 151
Learning Outcomes 151 Summary Overview 152 Problems 155 CHAPTER 22
Controlling Interest Rate Risk with Derivatives 159 Learning
Outcomes 159 Summary Overview 160 Problems 162 CHAPTER 23
HedgingMortgage Securities to Capture Relative Value 167 Learning
Outcomes 167 Summary Overview 167 Problems 169 CHAPTER 24 Credit
Derivatives in Bond Portfolio Management 172 Learning Outcomes 172
Summary Overview 172 Problems 174 PART II Solutions CHAPTER 1
Features of Debt Securities 183 Solutions 183 CHAPTER 2 Risks
Associated with Investing in Bonds 186 Solutions 186 CHAPTER 3
Overview of Bond Sectors and Instruments 191 Solutions 191 CHAPTER
4 Understanding Yield Spreads 197 Solutions 197 CHAPTER 5
Introduction to the Valuation of Debt Securities 201 Solutions 201
CHAPTER 6 Yield Measures, Spot Rates, and Forward Rates 207
Solutions 207 CHAPTER 7 Introduction to the Measurement of Interest
Rate Risk 219 Solutions 219 CHAPTER 8 Term Structure and Volatility
of Interest Rates 225 Solutions 225 CHAPTER 9 Valuing Bonds with
Embedded Options 231 Solutions 231 CHAPTER 10 Mortgage-Backed
Sector of the Bond Market 238 Solutions 238 CHAPTER 11 Asset-Backed
Sector of the BondMarket 251 Solutions 251 CHAPTER 12
ValuingMortgage-Backed and Asset-Backed Securities 258 Solutions
258 CHAPTER 13 Interest Rate Derivative Instruments 264 Solutions
264 CHAPTER 14 Valuation of Interest Rate Derivative Instruments
270 Solutions 270 CHAPTER 15 General Principles of Credit Analysis
281 Solutions 281 CHAPTER 16 Introduction to Bond Portfolio
Management 287 Solutions 287 CHAPTER 17 Measuring a Portfolio''s
Risk Profile 290 Solutions 290 CHAPTER 18 Managing Funds Against a
Bond Market Index 298 Solutions 298 CHAPTER 19 Portfolio
Immunization and Cash Flow Matching 307 Solutions 307 CHAPTER 20
Relative-ValueMethodologies for Global Credit Bond Portfolio
Management 311 Solutions 311 CHAPTER 21 International Bond
Portfolio Management 316 Solutions 316 CHAPTER 22 Controlling
Interest Rate Risk with Derivatives 324 Solutions 324 CHAPTER 23
HedgingMortgage Securities to Capture Relative Value 331 Solutions
331 CHAPTER 24 Credit Derivatives in Bond Portfolio Management 335
Solutions 335 About the CFA Program 343
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