Fabozzi, Frank

Fabozzi, Frank J. Bond Markets, Analysis and Strategies, 4th ed. Upper Saddle River, NJ Prentice Hall, 2000. 

For a complete treatment of the money markets, see Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry, The Global Money Markets (Hoboken, NJ John Wiley Sons, Inc., 2002). 

Wesley Phoa, Advanced Fixed Income Analytics (New Hope, PA Frank]. Fabozzi Associates, 1998). 

Source Robert F. Kopprasch, John Macfarlane, Daniel R. Ross, and Janet Showers, The Interest Rate Swap Market Yield Mathematics, Terminology, and Conventions, Chapter 58 in Frank J. Fabozzi and Irving M. Pollack (eds.). The Handbook of Fixed Income Securities (Fiomewood, IL Dow Jones-Irwin, 1987). 

Maturities are 1 to 6 months, 9 months, 1 to 12, and 15, 18, 20, 22, 25, 27, and 30 years. For more details, see Lionel Martellini, Phillippe Priaulet, and Stephane Pri-aulet, The Euro Benchmark Yield Curve Principal Component Analysis of Yield Curve Dynamics, in Frank J. Fabozzi (ed.), Professional Perspectives on Fixed Income Portfolio Management Volume 4 (Hoboken, NJ John Wiley Sons, Inc., 2003). 

Fixed Income Securities, Second Edition by Frank J. Fabozzi Focus on Value A Corporate and Investor Guide to Wealth Creation by James L. Grant and James A. Abate... 

Managing a Corporate Bond Portfolio by Leland E. Crabbe and Frank J. Fabozzi... 

Investing in Emerging Fixed Income Markets edited by Frank J. Fabozzi and Efstathia Pilarinu... 

Interest Rate, Term Structure, and Valuation Modeling edited by Frank J. Fabozzi Investment Performance Measurement by Bruce J. Feibel The Handbook of Equity Style Management eAxteA by T. Daniel Coggin and Frank J. Fabozzi... 

Introduction to European Fixed Income Securities and Markets Moorad Choudhry, Frank J. Fabozzi, and Steven V. Mann... 

Frank J. Fabozzi, Ph.D., CFA, CPA is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Professor Fabozzi is a Fellow of the International Center for Finance at Yale University and the editor of the Journal of Portfolio Management. He earned a doctorate in economics from the City University of New York in 1972. In 1994 he received an honorary doctorate of Humane Letters from Nova Southeastern University and in 2002 was inducted into the Fixed Income Analysts Society s Hall of Fame. He is the honorary advisor to the Chinese Asset Securitization Web site. 

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