Solution manual for Bond Markets, Analysis and Strategies Fabozzi 8th Edition

solutions manual Bond Markets, Analysis and Strategies Fabozzi 8th Edition

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Table of Contents
Chapter 1: Introduction

Chapter 2: Pricing of Bonds

Chapter 3: Measuring Yield

Chapter 4: Bond Price Volatility

Chapter 5: Factors Affecting Bond Yields and the Term Structure of Interest Rates

Chapter 6: Treasury and Federal Agency Securities

Chapter 7: Corporate Debt Instruments

Chapter 8: Municipal Securities

Chapter 9: International Bonds

Chapter 10: Residential Mortgage Loans

Chapter 11: Agency Mortgage Pass-Through Securities

Chapter 12: Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities

Chapter 13: Nonagency Residential Mortgage-Backed Securities

Chapter 14: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities

Chapter 15: Asset-Backed Securities

Chapter 16: Interest Rate Models

Chapter 17: Analysis of Bonds with Embedded Options

Chapter 18: Analysis of Residential Mortgage-Backed Securities

Chapter 19: Analysis of Convertible Bonds

Chapter 20: Corporate Bond Credit Analysis

Chapter 21: Credit Risk Modeling

Chapter 22: Bond Portfolio Management Strategies

Chapter 23: Bond Portfolio Construction

Chapter 24: Liability-Driven Strategies

Chapter 25: Bond Performance Measurement and Evaluation

Chapter 26: Interest-Rate Futures Contracts

Chapter 27: Interest Rate Options

Chapter 28: Interest-Rate Swaps, Caps, and Floors

Chapter 29: Credit Default Swaps

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