Floating-rate securities / Frank J. Fabozzi, Steven V. Mann.

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Bibliographic Details
Main Author: Fabozzi, Frank J.
Other title:Floating rate securities.
Format: Book
Language:English
Published: New Hope, Pa. : Frank J. Fabozzi Associates, ©2000.
Subjects:

MARC

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100 1 |a Fabozzi, Frank J.  |0 http://id.loc.gov/authorities/names/n79107968  |1 http://isni.org/isni/0000000121357840. 
245 1 0 |a Floating-rate securities /  |c Frank J. Fabozzi, Steven V. Mann. 
246 3 0 |a Floating rate securities. 
260 |a New Hope, Pa. :  |b Frank J. Fabozzi Associates,  |c ©2000. 
300 |a iv, 229 pages :  |b illustrations ;  |c 24 cm. 
336 |a text  |b txt  |2 rdacontent. 
337 |a unmediated  |b n  |2 rdamedia. 
338 |a volume  |b nc  |2 rdacarrier. 
505 0 |a 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. 
504 |a Includes bibliographical references and index. 
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650 0 |a Floating rate notes.  |0 http://id.loc.gov/authorities/subjects/sh86000772. 
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