tailieunhanh - [Prentice.hall,.fabozzi].bond.markets.analysis.and.strategies,.4th.ed (pdf)

A bond is a debt instrument requiring the issuer to repay to the lender / investor the amount borrowed plus interest over a specified period of time. A typical bond issue in the United States specifies a fixed date when the amount borrowed is due | FOURTH EDITION__ Bond Markets Analysis and Strategies Frank J. Fabozzi CFA Adjunct Professor of Finance School of Management Yale University Prentice Hall Prentice Hall International Inc. This edition may be sold only in those countries to which it is consigned by Prentice-Hall International. It is not to be re-exported and is not for sale in the . Mexico or Canada. Senior Editor Paul Donnelly Editorial Assistant Cheryl Clayton Vice President Editorial Director James Boyd Assistant Editor Gladys Soto Marketing Manager Patrick Lynch Production Manager Gail Steier de Acevedo Production Coordinator Maureen Wilson Permissions Coordinator Monica Stipanov Manufacturing Buyer Natacha St. Hill Moore Senior Manufacturing Manager Vincent Scelta Cover Design Bruce Kenselaar Cover Art Photo John Nelson Stock Illustration Source Inc. Full Service Composition UG GGS Information Services Inc. Copyright 2000 1996 1993 1989 by Prentice-Hall Inc. Upper Saddle River New Jersey 07458 All rights reserved. No part of this book may be reproduced in any form or by any means without written permission from tjie Publisher. ISBN 0-13-085913-3 Prentice-Hall International UK Limited London Prentice-Hall of Australia Pty. Limited Sydney Prentice-Hall Canada Inc. Toronto Prentice-Hall Hispanoamericana . Mexico Prentice-Hall of India Private Limited New Delhi Prentice-Hall of Japan Inc. Tokyo Prentice-Hall Asia Pte. Ltd. Singapore Editora Prentice-Hall do Brasil Ltda. Rio de Janerio Printed in the United States of America 10 9876543 To the memory of two wonderful mothers Josephine Fabozzi and Patricia Marie Hieber Brief Contents Preface xv Chapter 1 Introduction 1 Chapter 2 Pricing of Bonds 12 Chapter 3 Measuring Yield 33 Chapter 4 Bond Price Volatility 55 Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates 88 Chapter 6 Treasury and Agency Securities Markets 122 Chapter 7 Corporate Debt Instruments 143 Chapter 8 Municipal Securities 177 .