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The handbook of fixed income securities

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For years, individual and institutional investors have relied on the Handbook to help them understand the dynamics and opportunities within the fixed income market. Now, in this completely revised and updated Fourth Edition, Frank Fabozzi and T. Dessa Fabozzi once again assemble the leading authorities in the field to address the latest development, financial instruments, and porfolio strategies. The Fourth Edition introduces 19 new chapters that explore such timely topics as: valuation of bonds with embedded options; new duration measures for risk management; risk measures for foreign bonds; the management of high-yield bond portfolios; treasury bond futures mechanics basis valuation.
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