SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

书籍名称：Handbook of Fixed Income Securities

作者：Frank J. Fabozzi

出版年份：2012，8th Edition 共1841p，文字版（非扫描版）PDF

ISBN 978-0-07-176847-4

目录：

Preface

PART ONE BACKGROUND

Chapter 1 Overview of the Types and Features of Fixed Income Securities

Chapter 2 Risks Associated with Investing in Fixed Income Securities

Chapter 3 Bond Market Indexes

Chapter 4 Electronic Trading for Fixed Income Markets

Chapter 5 Macro-Economic Dynamics and the Corporate Bond Market

Chapter 6 Bond Pricing, Yield Measures, and Total Return

Chapter 7 Measuring Interest-Rate Risk

Chapter 8 The Structure of Interest Rates

PART TWO GOVERNMENT SECURITIES AND CORPORATE DEBtT OBLIGATIONS

Chapter 9 U.S. Treasury Securities

Chapter 10 Agency Debt Securities

Chapter 11 Municipal Bonds

Chapter 12 Corporate Bonds

Chapter 13 Leveraged Loans

Chapter 14 Convertible Securities and Their Investment Application

Chapter 15 Structured Notes and Credit-Linked Notes

Chapter 16 Private Money Market Instruments

Chapter 17 Floating-Rate Securities

Chapter 18 Inflation-Linked Bonds

Chapter 19 International Bond Markets and Instruments

Chapter 20 Emerging Markets Debt

Chapter 21 Fixed Income Exchange Traded Funds

Chapter 22 Covered Bonds

Chapter 23 Nonconvertible Preferred Stock

PART THREE SECURITIZED PRODUCTS

Chapter 24 An Overview of Mortgages and the Mortgage Market

Chapter 25 Agency Mortgage-Backed Securities

Chapter 26 Agency Collateralized Mortgage Obligations

Chapter 27 The Effect of Agency CMO PAC Bond Features on Performance

Chapter 28 Agency CMO Z-Bonds

Chapter 29 Support Bonds with Schedules in Agency CMO Deals

Chapter 30 Stripped Mortgage-Backed Securities

Chapter 31 Nonagency residential Mortgage-Backed Securities

Chapter 32 Commercial Mortgage-Backed Securities

Chapter 33 Credit Card Asset-Backed Securities

Chapter 34 Securities Backed by Auto Loans and Leases, Equipment Loans and Leases, and Student Loans

Chapter 35 Collateralized Loan Obligations

PART FOUR TERM STRUCTURE OF INTEREST RATES

Chapter 36 Overview of Forward Rate Analysis

Chapter 37 A Framework for Analyzing Yield-Curve Trades

Chapter 38 Empirical Yield-Curve Dynamics and Yield-Curve Exposure

Chapter 39 Term Structure Modeling with No-Arbitrage Interest Rate Models

PART FIVE VALUATION MODELING

Chapter 40 Valuation of Bonds with Embedded Options

Chapter 41 Valuation of Agency Mortgage-Backed Securities

Chapter 42 Convertible Securities: Their Structures, Valuation, and Trading

PART SIX CREDIT RISK

Chapter 43 Credit Analysis for Corporate Bonds

Chapter 44 The Credit Analysis of Municipal General Obligation and Revenue Bonds

Chapter 45 Credit-Risk Modeling

PART SEVEN MULTIFACTOR RISK MODELS

Chapter 46 Introduction to Multifactor Risk Models in Fixed Income and their Applications

Chapter 47 Analyzing Risk from Multifactor Fixed Income Models

Chapter 48 Hedging Interest-Rate Risk with Term-Structure Factor Models

PART EIGHT BOND PORTFOLIO MANAGEMENT

Chapter 49 Introduction to Bond Portfolio Management

Chapter 50 Quantitative Management of Benchmarked Portfolios

Chapter 51 Global Credit Bond Portfolio Management

Chapter 52 Elements of Managing a High-Yield Bond Portfolio

Chapter 53 International Bond Portfolio Management

Chapter 54 Fixed Income Transition Management

Chapter 55 Managing the Spread Risk of Credit Portfolios Using the Duration Times Spread Measure

Chapter 56 Investing in Distressed Structured Credit Securities

Chapter 57 Hedge Fund Fixed Income Strategies

Chapter 58 Financing Positions in the Bond Market

PART NINE DERIVATIVES

Chapter 59 Introduction to Interest-Rate Futures and Options Contracts

Chapter 60 Pricing Futures and Portfolio Applications

Chapter 61 Controlling Interest-Rate Risk with Futures and Options

Chapter 62 Interest-Rate Swaps and Swaptions

Chapter 63 The Valuation of Interest-Rate Swaps and Swaptions

Chapter 64 The Basics of Interest-Rate Options

Chapter 65 Interest-Rate Caps and Floors

Chapter 66 Credit Derivatives

Chapter 67 Credit derivative Valuation and Risk

Chapter 68 Hedging Tail Risk

PART TEN PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS

Chapter 69 Principles of Performance Attribution

Chapter 70 Performance Attribution for Portfolios of Fixed Income Securities

Chapter 71 Advanced Topics in Performance Attribution

APPENDIX