The Handbook of Fixed Income Securities, Eighth Edition

The Definitive Guide to Fixed Income Securities—Revised and Updated for the New Era of Investing For decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last edition, however, the financial markets have experienced major upheavals, introducing dramatic new opportunities and risks. This completely revised and expanded eighth edition contains 31 new chapters that bring you up to date on the latest products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. Among the world’s leading authorities on the subject, Frank J. Fabozzi, along with Steven V. Mann, has gathered a powerful global team of leading experts to provide you with the newest and best techniques for taking advantage of this market. New topics include: Electronic trading Macro-economic dynamics and the corporate bond market Leveraged loans Structured and credit-linked notes Exchange-traded funds Covered bonds Collateralized loan obligations Risk analysis from multifactor fixed income models High-yield bond portfolio management Distressed structured credit securities Hedge fund fixed income strategies Credit derivatives valuation and risk Tail risk hedging Principles of performance attribution Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequaled in the expertise and authority of its contributors, this all-new edition of The Handbook of Fixed Income Securities delivers the information and knowledge you need to stay on top of the market and ahead of the curve.

About the Author

Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow within Yale University's School of Management and specializes in investment management and structured finance. He is editor of the Journal of Portfolio Management and has authored and edited many acclaimed books, three of which were coauthored with the late Franco Modigliani and co-edited with Harry Markowitz, including Investment Management: Theory and Practice. He is also a consultant to several financial institutions, is on the board of directors of the BlackRock complex of closed-end funds, and is a senior advisor to IndexIQ (a developer of next-generation indexes and innovative quantitative investment strategies).

Steven V. Mann is Professor of Finance at the Darla Moore School of Business, University of South Carolina, where he researches fixed-income securities and derivatives. He has published over seventy articles in finance journals and books. He has written, co-written, edited, and co-edited several books, including Floating-Rate Securities, Introduction to Fixed-Income Analytics, The Global Money Markets, Measuring and Controlling Interest Rate and Credit Risk Securities Finance , and The Handbook of Fixed-Income Securities . Professor Mann is also an active consultant to clients that include some of the largest investment/commercial banks in the world, as well as a number of Fortune 500 companies. He has conducted over 150 training programs for financial institutions throughout the United States.