Fixed Income Analysis, Workbook

PART I: Learning Outcomes, Summary Overview, and Problems.
CHAPTER 1: Features of Debt Securities.
CHAPTER 2: Risks Associated with Investing in Bonds.
CHAPTER 3: Overview of Bond Sectors and Instruments.
CHAPTER 4: Understanding Yield Spreads.
CHAPTER 5: Introduction to the Valuation of Debt Securities.
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates.
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk.
CHAPTER 8: Term Structure and Volatility of Interest Rates.
CHAPTER 9: Valuing Bonds with Embedded Options.
CHAPTER 10: Mortgage-Backed Sector of the BondMarket.
CHAPTER 11: Asset-Backed Sector of the BondMarket.
CHAPTER 12: ValuingMortgage-Backed and Asset-Backed Securities.
CHAPTER 13: Interest Rate Derivative Instruments.
CHAPTER 14: Valuation of Interest Rate Derivative Instruments.
CHAPTER 15: General Principles of Credit Analysis.
CHAPTER 16: Introduction to Bond Portfolio Management.
CHAPTER 17: Measuring a Portfolio's Risk Profile.
CHAPTER 18: Managing Funds Against a Bond Market Index.
CHAPTER 19: Portfolio Immunization and Cash Flow Matching.
CHAPTER 20: Relative-ValueMethodologies for Global Credit Bond Portfolio Management.
CHAPTER 21: International Bond Portfolio Management.
CHAPTER 22: Controlling Interest Rate Risk with Derivatives.
CHAPTER 23: HedgingMortgage Securities to Capture Relative Value.
CHAPTER 24: Credit Derivatives in Bond Portfolio Management.

PART II: CHAPTER 1: Features of Debt Securities.
CHAPTER 2: Risks Associated with Investing in Bonds.
CHAPTER 3: Overview of Bond Sectors and Instruments.
CHAPTER 4: Understanding Yield Spreads.
CHAPTER 5: Introduction to the Valuation of Debt Securities.
CHAPTER 6: Yield Measures, Spot Rates, and Forward Rates.
CHAPTER 7: Introduction to the Measurement of Interest Rate Risk.
CHAPTER 8: Term Structure and Volatility of Interest Rates.
CHAPTER 9: Valuing Bonds with Embedded Options.
CHAPTER 10: Mortgage-Backed Sector of the Bond

Frank J. Fabozzi, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.