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Fixed-Income Securities
Bond Markets, Analysis and Strategies (8th edition)

Authors: Frank J. Fabozzi
Editions: Prentice Hall
Pages: 744 pages
Date: January 2012
Through its applied approach, Bond Markets, Analysis and Strategies prepares students to analyse the bond market and manage bond portfolios without getting bogged down in the theory.

This eighth edition has been streamlined and updated with new content, and features overall enhancements based on previous editions’ reader and instructor feedback.

The publication is aimed at students enrolled in Fixed Income Securities or Bond Markets courses.

The author's extensive experience in the field of bond markets is reflected in his uniquely applied approach. With the exception of the first chapter, all chapters end with key points in bullet form instead of a summary. This allows students to quickly and readily identify the key points of the chapter without sorting through more text.

New chapters on Bond Portfolio Construction and Credit Default Swaps have been added. Chapters on the following topics have been significantly revised:
  • Treasury and Agency Securities
  • Corporate Debt Instruments
  • Municipal Securities
  • International Bonds
  • Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
  • Nonagency Residential Mortgage-Backed Securities
  • Bond Portfolio Management Strategies
  • Bond Performance Measurement and Evaluation
  • Interest-Rate Futures
  • Interest-Rate Swaps, Caps, and Floors

About the Author:

Frank J. Fabozzi is Professor of Finance at EDHEC Business School. He was previously Professor in the Practice of Finance and Becton Fellow at the Yale School of Management. he has also held visiting appointments at Princeton University and the MIT Sloan School of Management. His research focuses on structured products and the measurement, modelling, and management of risk. His work has appeared in leading journals, including the Journal of Finance, the Journal of Financial and Quantitative Analysis, and Operations Research. He has been the Editor of the Journal of Portfolio Management since 1986. In 2002, he was inducted into the Fixed Income Analysts Society’s Hall of Fame for his lifetime contributions to the advancement of fixed-income analysis and portfolio management. He has edited and/or authored over one hundred books and is the eponymous manager of an authoritative series of finance books for practitioners and academics. In 2007, he received the C. Stewart Sheppard Award from the CFA Institute for his outstanding contribution to the education of professional investors. He advises financial institutions and US government agencies and is on the board of directors of the BlackRock family of closed-end funds.