Fixed-Income Securities
The Handbook of Fixed Income Securities (8th edition)

Authors: Edited by: Frank J. Fabozzi, Steven V. Mann
Editions: McGraw Hill
Pages: 1536 pages
Date: December 2011
For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks.

This completely revised and expanded eighth edition contains thirty-one new chapters that bring the reader up to date on the latest products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. Among the world’s leading authorities on the subject, Frank J. Fabozzi, along with Steven V. Mann, has gathered a powerful global team of leading experts to provide the newest and best techniques for taking advantage of this market. New topics include:
  • Electronic trading
  • Macro-economic dynamics and the corporate bond market
  • Leveraged loans
  • Structured and credit-linked notes
  • Exchange-traded funds
  • Covered bonds
  • Collateralized loan obligations
  • Risk analysis from multifactor fixed income models
  • High-yield bond portfolio management
  • Distressed structured credit securities
  • Hedge fund fixed income strategies
  • Credit derivatives valuation and risk
  • Tail risk hedging
  • Principles of performance attribution
Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequaled in the expertise and authority of its contributors, this all-new edition of The Handbook of Fixed Income Securities delivers the information and knowledge required to stay on top of the market and ahead of the curve.

Several members of EDHEC-Risk Institute contributed chapters to the publication:
  • Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute, co-authored the chapter on the subject of "Hedging Interest-Rate Risk with Term-Structure Factor Models" with Frank J. Fabozzi and Philippe Priaulet.

  • Dominic O'Kane, Affiliate Professor of Finance at EDHEC Business School, contributed sections on "Credit Derivatives" and "Credit Derivative Valuation and Risk".

  • Sergio Focardi, Professor of Finance at EDHEC Business School, co-authored, together with Frank J. Fabozzi and Ravi F. Dattatreya, a chapter on the "Risks Associated with Investing in Fixed-Income Securities".

About the Editors:

Frank J. Fabozzi is professor of finance at EDHEC Business School and a member of the EDHEC Risk Institute. Fabozzi has authored and edited a number of books on investment management, is editor of the Journal of Portfolio Management, and serves on the board of directors of the BlackRock complex of closed end funds. Fabozzi is the 2007 recipient of the C. Stewart Sheppard Award given by the CFA Institute.

Steven V. Mann is professor of finance at the Darla Moore School of Business, University of South Carolina. He has coauthored several books, including Floating-Rate Securities, Introduction to Fixed Income Analytics, and Global Money Markets.

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