Fabozzi F., Leibowitz M. Fixed Income Analysis

2nd. ed. — John Wiley & Sons, Inc., 2007. — 768 p.This book provides complete coverage of the most important issues in fixed-income analysis. Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide — which parallels the main book chapter by chapter — contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.Topics reviewed include:
The risks associated with investing in fixed-income securities.
The fundamentals of valuation and interest rate risk.
The features of structured products — such as mortgage-backed securities and asset-backed securities.
The principles of credit analysis.
The valuation of fixed-income securities with embedded options.