Floating-Rate Securities

by Frank J. Fabozzi, Steven V. Mann

Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.

233 pages, Kindle Edition

First published June 1, 2000

About the author

Frank J. Fabozzi is a Professor in the Practice of Finance and Becton Fellow in the Yale School of Management. He is well known as the author of numerous books on finance, both practitioner-focused and academic. Professor Frank J. Fabozzi will be joining Edhec Risk Institute on August 1, 2011. EDHEC-Risk Institute is part of EDHEC Business School, one of Europe’s leading business schools.

Reviews

[Jack · Rating 3 out of 5]

I bought and read this in order to learn more about floating rate corporate bonds for a work project. The book was informative but I didn't feel like it flowed very well from one chapter to the next.
Though it did a good job explaining concepts, I wish that the material was better organized.