ISBN 13 : 978-0-262-04627-5

Sommaire :
Preface
Acknowledgments
1 Introduction
2 Pricing of Bonds
3 Measuring Yield
4 Bond Price Volatility
5 The Theory and History of Interest Rates
6 Factors Affecting Bond Yields and the Term Structure of Interest Rates
7 Treasury and Federal Agency Securities
8 Corporate Debt Instruments
9 Municipal Securities
10 International Bonds
11 Residential Mortgage Loans
12 Agency Mortgage Pass-Through Securities
13 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
14 Nonagency Residential Mortgage-Backed Securities
15 Commercial Mortgage Loans and Commercial Mortgage-Backed Securities
16 Asset-Backed Securities
17 Collective Investment Vehicles
18 Liquidity and Trading of Credit/Spread Products
19 Analysis of Bonds with Embedded Options
20 Analysis of Residential Mortgage-Backed Securities
21 Analysis of Convertible Bonds
22 Corporate Bond Credit Analysis
23 Credit Risk Modeling
24 Bond Portfolio Management Strategies
25 Bond Portfolio Construction
26 Managing a Corporate Bond Portfolio
27 Liability-Driven Investing for Defined Benefit Pension Plans
28 Bond Performance Measurement and Evaluation
29 Interest-Rate Futures Contracts
30 Interest-Rate Options
31 Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors
32 Credit Default Swaps
Appendix: The Investment Management Agreement
Index

Langue : Anglais

Edition : 10ème

Lieu d'édition : CAMBRIDGE

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

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque