By (author) Frank J. Fabozzi , By (author) Steven V. Mann
Format Hardback | 234 pages
Dimensions 158 x 239 x 19mm | 498g
Publication date 30 Jun 2000
Publisher Frank J. Fabozzi Associates
Publication City/Country United States
Language English
ISBN10 1883249651
ISBN13 9781883249656
页面参数仅供参考,具体以实物为准
内容简介
Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than sixty training programs for financial institutions throughout the United States.
书籍目录
About the Authors.
1. Features and Investment Characteristics of Floaters.
2. The Choice of a Floater's Reference Rate.
3. Introduction to the Valuation of Floaters.
4. Valuing Floaters with Embedded Options.
5. Spread Measures and Spread Duration.
6. Relative Value Analysis Using the Interest Rate Swap Market.
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