Edhec-Risk
Asset Allocation
The Handbook of Fixed Income Securities

Authors: Frank Fabozzi
Editions: McGraw-Hill
Pages: 1,500 pages
Date: April 2005
 
 
 
Summary
The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in today’s transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including:
  • Eurobonds
  • Emerging market debt
  • Credit risk modeling
  • Synthetics
  • CDOs
  • Transition management
  • And many more
Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute, co-authored a chapter in the book on "Hedging Interest-Rate Risk with Term-Structure Factor Models".

About the Author:

Frank J. Fabozzi, Ph.D., C.F.A., is editor of the Journal of Portfolio Management, and one of the world’s foremost authorities on fixed income securities and derivative instruments. He was the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management at the time of writing and is the author and editor of dozens of widely acclaimed books on fixed income securities and investments, including Fixed Income Mathematics, The Handbook of Financial Instruments, Handbook of Mortgage-Backed Securities, and numerous others. He is currently Professor of Finance at EDHEC Business School.
 
 

URL for this document:
http://www.edhec-risk.com/edhec_publications/books/RISKBook.2005-07-13.0253

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