Francesco A. Fabozzi

Francesco A. Fabozzi is Managing Editor of the Journal of Financial Data Science, coauthor of two books on asset management, and a doctoral student in data science at Stevens Institute of Technology.

  • Bond Markets, Analysis, and Strategies, Tenth Edition

    Bond Markets, Analysis, and Strategies, Tenth Edition

    Frank J. Fabozzi and Francesco A. Fabozzi

    The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategies.

    This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client's objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised.

    The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.

    • Hardcover $150.00

Contributor

  • Foundations of Global Financial Markets and Institutions, Fifth Edition

    Foundations of Global Financial Markets and Institutions, Fifth Edition

    Frank J. Fabozzi and Frank J. Jones

    A thoroughly revised and updated edition of a textbook for graduate students in finance, with new coverage of global financial institutions.

    This thoroughly revised and updated edition of a widely used textbook for graduate students in finance now provides expanded coverage of global financial institutions, with detailed comparisons of U.S. systems with non-U.S. systems. A focus on the actual practices of financial institutions prepares students for real-world problems.

    After an introduction to financial markets and market participants, including asset management firms, credit rating agencies, and investment banking firms, the book covers risks and asset pricing, with a new overview of risk; the structure of interest rates and interest rate and credit risks; the fundamentals of primary and secondary markets; government debt markets, with new material on non-U.S. sovereign debt markets; corporate funding markets, with new coverage of small and medium enterprises and entrepreneurial ventures; residential and commercial real estate markets; collective investment vehicles, in a chapter new to this edition; and financial derivatives, including financial futures and options, interest rate derivatives, foreign exchange derivatives, and credit risk transfer vehicles such as credit default swaps. Each chapter begins with learning objectives and ends with bullet point takeaways and questions.

    • Hardcover $145.00