Preface. 1. Introduction. 2. Features of Investment Vehicles. 3. Money Market Instruments. 4. Bonds and Other Non-Mortgage-Related Products. 5. Mortgage Passthrough Securities. 6. Collateralized Mortgage Obligations. 7. Prepayment Models and CMO Testing. 8. Valuation of Fixed Income Securities. 9. Yield Measures and Their Limitations. 10. Meauring Interest Rate Risk. 11. Total Return Analysis and Stress Testing. 12. Overview of Investment Strategies. Appendix: Time Value of Money. Index.
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Mark Wickard is Senior Vice President (Investments) at PaineWebber Credit Union Services Group.
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