ISBN 13 : 978-0-273-76613-1

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

Nbre volumes : 1

Language : English

Print : 8ème

Place of publishing : CAMBRIDGE

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

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque