书目详细信息
： Floating-Rate Securities /
书目信息 机读格式(MARC)
| ISBN： | 9781883249656 (hbk.) |
|---|---|
| ISBN： | 1883249651 (hbk.) |
| 编目源： | FCZ FCZ TXA CIBTC |
| 个人名称： | Fabozzi, Frank J. |
| 题名： | Floating-Rate Securities / Frank J. Fabozzi, Steven V. Mann. |
| 索书号： | F830.91/F118E |
| 出版发行项： | New Hope, Pa. : Frank J. Fabozzi Associates, c2000. |
| 载体形态： | iv, 229 p. : ill. ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Features and Investment Characteristics of Floaters -- The Choice of a Floater's Reference Rate -- Introduction to the Valuation of Floaters -- Valuing Floaters with Embedded Options -- Spread Measures and Spread Duration -- Relative Value Analysis Using the Interest Rate Swap Market -- Adjustable-Rate Mortgage Passthrough Securities -- CMO Floaters -- ABS Floaters -- Analysis of MBS and ABS Floaters -- Inverse Floaters. |