Frank J. Fabozzi
100 works on record
Biography
Works

Introduction to securitization

Issuer Perspectives on Securitization

Professional Perspectives on Fixed Income Portfolio Management (FIPM), Volume 2

Valuation of Interest Rate Swaps and Swaptions

Institutional Investment Management

Analysis of Financial Statements

Professional Perspectives on Fixed Income Portfolio Management

Measuring and controlling interest rate and credit risk

The Handbook of Asset/Liability Management

Professional Perspectives on Fixed Income Portfolio Management, Volume 3

Real Estate Backed Securities

Securities finance

Treasury Securities and Derivatives

Trends in Commercial Mortgage-Backed Securities

Trends in Quantitative Finance

Risks Associated with Investing in Fixed Income Securities

Advances in Fixed Income Valuation Modeling and Risk Management

Selected Topics in Equity Portfolio Management

The Use of Derivatives in Tax Planning

Securities Lending and Repurchase Agreements

Municipal bond portfolio management

Advances in Bond Analysis & Portfolio Strategies

Handbook of Equity Style Management

Perspectives on International Fixed Income Investing

The Complete CFO Handbook

Floating-Rate Securities

Cash Management

Professional Perspectives on Fixed Income Portfolio Management, Volume 1

Credit Union Investment Management

Equity Portfolio Management

Advanced Bond Portfolio Management

Financial Modeling of the Equity Market

Handbook of Financial Markets, Securities, Options and Futures

Subprime Mortgage Credit Derivatives

Quantitative equity investing

Robust Portfolio Optimization and Management

The Handbook of Corporate Debt Instruments

Financial Management and Analysis Workbook

Active Equity Portfolio Management

Corporate Bonds

Perspectives on Interest Rate Risk Management for Money Managers and Traders

Investing in Asset-Backed Securities

Professional Perspectives on FIPM, Volume 2

The Theory and Practice of Investment Management Workbook

Managing Fixed Income Portfolios

Credit Derivatives

Introduction to Fixed Income Analytics

Capital Budgeting

Collateralized Mortgage Obligations

Foundations of Markets and Institutions

The Handbook of Commodity Investing

Bond Credit Analysis

Structured Products and Related Credit Derivatives

Mortgage and mortgage-backed securities markets

Derivatives and Equity Portfolio Management
An Overview of Mortgages and the Mortgage Market
Convertible Securities and Their Investment Characteristics
International Bond Portfolio Management
Overview of the Types and Features of Fixed Income Securities
Advances in Futures and Options Research/Part B (Advances in Futures & Options Research, Vol. 1)
Advanced fixed income portfolio management
The Eurobond Market
Introduction to Bond Portfolio Management
The Trading and Securitization of Senior Bank Loans (Institutional Investor Publication)
International Bond Markets and Instruments
Calculating Investment Returns
Controlling Interest-Rate Risk with Futures and Options
Medium-Term Notes
Bond Market Indexes
A Review of the Time Value of Money
Treasury Bond Futures Mechanics and Basis Valuation
Private Money Market Instruments
Smarter money
Fixed Income Risk Modeling
Quantitative Management of Benchmarked Portfolios
The International Government Bond Markets
Agency Mortgage-Backed Securities
The International Money Markets
Introduction to Interest-Rate Futures and Options Contracts
Credit Risk Modeling
Inflation-Linked Bonds
Bond Markets
Convertible Securities and Their Valuation
Bond Pricing, Yield Measures, and Total Return
Credit Analysis for Corporate Bonds
OAS and Effective Duration
Rating Agency Approach to Structured Finance
Stable Value Investments
Advances in Futures and Options Research: A Research Annual : Part A, Options
U.S. Treasury and Agency Securities
Case History of Bank Failures
Bond Immunization: An Asset/Liability Optimization Strategy
Contabilidad de Costos
Fixed-Income Portfolio Strategies
Securities Backed by Automobile Loans and Leases
The Handbook of Treasury Securities
Pension Fund Investment Management
Synthetic CDOs
Interest-Rate Swaps and Swaptions
The Primary and Secondary Bond Markets