Sin duda se trata de uno de los libros más populares y completos sobre activos de rendimiento fijo. A pesar de no profundizar en los vericuetos matemáticos de cada tema, permite introducirnos en los variados temas que presenta hoy el mundo de los activos de rendimiento fijo.
Nuestra
calificación: ****
Dificultad
matemática: *
Within
these 62 chapters you will find thorough analysis of the most widely-used fixed
income securities and their attendant risks. This
updated and revised edition of
editor Frank
J. Fabozzi's classic resource includes the most current information available
about fixed income securities, how to evaluate this information and how it can
be used to enhance returns. In
particular, in this new edition there is updated material on:
•
Bond Market Indexes
•
The High-Yield
Bond Market
•
International
Bond Markets and Instruhnents
•
Brady Bonds
•
Standard &
Poor's Sovereign Ratings Criteria
•
High-Yield
Analysis of Emerging Markets Debt
•
Mortgages and Overview of
Mortgage-Backed
Securities
•
Collateralized Mortgage Obligations
•
Nonagency CMOs
•
Commercial
Mortgage-Backed Securities
•
Auto-Loan-Backed Securities
•
Home Equity
Loans (HELs) and HEL-Backed Securities
•
Manufactured Housing-Backed Assets
•
Credit Card Assets
•
Evaluating
Amortizing ABS: A Primer on Static Spread
•
Global Corporate Bond Portfolio Management
•
International Bond Investing and Portfolio Management
Frank J. Fabozzi is adjunct professor of finance at Yale's School of Management and is editor of The Journal of Portfolio Management He is a chartered financial analyst and a certified public accountant. Prior to joining Yale's faculty, Dr. Fabozzi was on the faculty of MIT's Sloan School of Management. He is author and editor of many widely-acclaimed books on fixed income securities and investments including Fixed Income Mathematics (Irwin, 1996), The Handbook of Fixed Income Options (Irwin, 1996), Valuation of Fixed Income Securities and Derivatives (Frank J. Fabozzi Associates, 1995) and numerous others.