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Introduction to Fixed-Income Analysis and Portfolio Management

Author Frank J. Fabozzi
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Hardcover
$100.00 US
The MIT Press
On sale Jan 21, 2025 | 616 Pages | 9780262049450
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A concise but comprehensive introduction to fixed income analysis for undergraduate and graduate students.

Offering more concise and less technical coverage of the material featured in the classic text Bond Markets, Analysis, and Strategies, this streamlined book is rightsized for a one-semester fixed-income course. In accessible terms, Frank Fabozzi describes the sectors of the fixed-income market, details how to value fixed-income instruments, and shows how to measure interest rate risk and how to manage a fixed income portfolio. Key concepts are illustrated with extensive examples and exercises, and end-of-chapter questions invite further research. The result is an incisive but approachable introduction to fixed-income analysis  for undergraduate finance and business students. 

  • Comprehensive coverage of fixed-income markets
  • Easy-to-understand framing of mathematical concepts accommodates a wide readership with varying levels of mathematical expertise 
  • Extensive illustrations and examples animate analytical chapters
  • Written by an expert with deep experience in the asset management industry and the classroom
  • Pragmatic modular structuring of content enables adaptability to different curricula 
  • Instructor resources available 
Chapter 1 Introduction
Chapter 2: Interest Rates
Chapter 3: U.S. Treasury and Agency Debt
Chapter 4: U.S. Municipal Securities
Chapter 5: Corporate Debt Instruments
Chapter 6: Equity-Related Corporate Debt
Chapter 7: Money Market Instruments
Chapter 8: Residential Real Estate-Backed Debt
Chapter 9: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
Chapter 10: Asset-Backed Securities
Chapter 11: Non-U.S. Debt Markets
Chapter 12 Collective Investment Vehicles
Chapter 13: Cash Flow of Debt Instruments
Chapter 14: Valuation of Debt Instruments
Chapter 15: Yield and Spread Measures and Total Return
Chapter 16: Measuring Interest Rate Risk
Chapter 17: Analysis of The Yield Curve
Chapter 18: Traditional Credit Analysis and Credit Risk Modeling
Chapter 19: Trading of Debt Instruments
Chapter 20: Portfolio Strategies
Chapter 21: Constructing A Debt Portfolio
Chapter 22: Controlling Interest-Rate Risk with Interest-Rate Futures, Forwards, And Swaps
Chapter 23: Controlling Credit Risk with Credit Default Swaps
Chapter 24: Bond Performance Measurement And Evaluation
Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at Yale, MIT, Princeton, NYU, and Carnegie Mellon. He is the author of Bond Markets, Analysis, and Strategies (tenth edition) and Capital Markets (fifth edition), among other books.
Frank J. Fabozzi View titles by Frank J. Fabozzi

About

A concise but comprehensive introduction to fixed income analysis for undergraduate and graduate students.

Offering more concise and less technical coverage of the material featured in the classic text Bond Markets, Analysis, and Strategies, this streamlined book is rightsized for a one-semester fixed-income course. In accessible terms, Frank Fabozzi describes the sectors of the fixed-income market, details how to value fixed-income instruments, and shows how to measure interest rate risk and how to manage a fixed income portfolio. Key concepts are illustrated with extensive examples and exercises, and end-of-chapter questions invite further research. The result is an incisive but approachable introduction to fixed-income analysis  for undergraduate finance and business students. 

  • Comprehensive coverage of fixed-income markets
  • Easy-to-understand framing of mathematical concepts accommodates a wide readership with varying levels of mathematical expertise 
  • Extensive illustrations and examples animate analytical chapters
  • Written by an expert with deep experience in the asset management industry and the classroom
  • Pragmatic modular structuring of content enables adaptability to different curricula 
  • Instructor resources available 

Table of Contents

Chapter 1 Introduction
Chapter 2: Interest Rates
Chapter 3: U.S. Treasury and Agency Debt
Chapter 4: U.S. Municipal Securities
Chapter 5: Corporate Debt Instruments
Chapter 6: Equity-Related Corporate Debt
Chapter 7: Money Market Instruments
Chapter 8: Residential Real Estate-Backed Debt
Chapter 9: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
Chapter 10: Asset-Backed Securities
Chapter 11: Non-U.S. Debt Markets
Chapter 12 Collective Investment Vehicles
Chapter 13: Cash Flow of Debt Instruments
Chapter 14: Valuation of Debt Instruments
Chapter 15: Yield and Spread Measures and Total Return
Chapter 16: Measuring Interest Rate Risk
Chapter 17: Analysis of The Yield Curve
Chapter 18: Traditional Credit Analysis and Credit Risk Modeling
Chapter 19: Trading of Debt Instruments
Chapter 20: Portfolio Strategies
Chapter 21: Constructing A Debt Portfolio
Chapter 22: Controlling Interest-Rate Risk with Interest-Rate Futures, Forwards, And Swaps
Chapter 23: Controlling Credit Risk with Credit Default Swaps
Chapter 24: Bond Performance Measurement And Evaluation

Author

Frank J. Fabozzi is Professor of Practice at Johns Hopkins Carey Business School. He has held positions at Yale, MIT, Princeton, NYU, and Carnegie Mellon. He is the author of Bond Markets, Analysis, and Strategies (tenth edition) and Capital Markets (fifth edition), among other books.
Frank J. Fabozzi View titles by Frank J. Fabozzi

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