ISBN 13 : 978-0-13-609974-1

Contents : Contents

1 Introduction
2 Pricing of Bonds
3 Measuring Yield
4 Bond Price Volatility
5 Factors Affecting Bond Yields and the Term Structure of Interest Rates
6 Treasury and Agency Securities
7 Corporate Debt Instruments
8 Municipal Securities
9 Non-U.S. Bonds
10 Residential Mortgage Loans
11 Agency Mortgage Pass-through Securities
12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
13 Nonagency Residential Mortgage-Backed Securities
14 Commercial Mortgage Loans and
15 Asset-Backed Securities
16 Collateralized Debt Obligations
17 Interest Rate Models
18 Analysis of Bonds with Embedded Options
19 Analysis of Residential Mortgage-Backed Securities
20 Analysis of Convertible Bonds
21 Corporate Bond Credit Analysis
22 Credit Risk Modeling
23 Active Bond Portfolio Management Strategies
24 Indexing
25 Liability-Driven Strategies
26 Bond Performance Measurement and Evaluation
27 Interest-Rate Futures Contacts
28 Interest-Rate Options
29 Interest-Rate Swaps, Caps, and Floors
30 Credit Derivatives
Index

Nbre volumes : 1

Notes : Réserve – Ask a librarian

Language : English

Print : 7ème

Place of publishing : CAMBRIDGE

Figure(s) : Graphique(s) ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque