Bond Markets
Analysis and Strategies: United States Edition
5th Edition
Published on 9. January 2004
Book
Hardback
670 pages
978-0-13-049782-6 (ISBN)
Description
For upper-level college courses in Economics or Finance that focus on bond markets.
This comprehensive textbook on bonds takes a practical real-world approach focusing on the bond market and the tools for managing bond portfolios. It includes a detailed discussion of each type of bond and interest rate derivative. The text features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the art technology for valuing them, and portfolio strategies for using them.
This comprehensive textbook on bonds takes a practical real-world approach focusing on the bond market and the tools for managing bond portfolios. It includes a detailed discussion of each type of bond and interest rate derivative. The text features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the art technology for valuing them, and portfolio strategies for using them.
More details
Edition
5th edition
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 235 mm
Width: 178 mm
Weight
1140 gr
ISBN-13
978-0-13-049782-6 (9780130497826)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Book
07/2006
6th Edition
Pearson
€111.41
Article exhausted; check for reprint
Previous edition
Book
02/2000
4th Edition
Pearson
€95.31
Article exhausted; check for reprint
Content
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 Markets.
7. Corporate Debt Instruments.
8. Municipal Securities.
9. Non-U.S. Bonds.
10. Residential Mortgage Loans.
11. Mortgage Pass-Through Securities.
12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities.
13. Commercial Mortgage-Backed Securities.
14. Asset-Backed Securities.
15. Collateralized Debt Obligations.
16. Analysis of Bonds with Embedded Options.
17. Analysis of Residential Mortgage-Backed Securities.
18. Analysis of Convertible Bonds.
19. Active Bond Portfolio Management Strategies.
20. Indexing.
21. Liability Funding Strategies.
22. Bond Performance Measurement and Evaluation.
23. Interest-Rate Futures Contracts.
24. Interest-Rate Options.
25. Interest-Rate Swaps and Agreements.
26. Credit Derivatives.
Index.
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 Markets.
7. Corporate Debt Instruments.
8. Municipal Securities.
9. Non-U.S. Bonds.
10. Residential Mortgage Loans.
11. Mortgage Pass-Through Securities.
12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities.
13. Commercial Mortgage-Backed Securities.
14. Asset-Backed Securities.
15. Collateralized Debt Obligations.
16. Analysis of Bonds with Embedded Options.
17. Analysis of Residential Mortgage-Backed Securities.
18. Analysis of Convertible Bonds.
19. Active Bond Portfolio Management Strategies.
20. Indexing.
21. Liability Funding Strategies.
22. Bond Performance Measurement and Evaluation.
23. Interest-Rate Futures Contracts.
24. Interest-Rate Options.
25. Interest-Rate Swaps and Agreements.
26. Credit Derivatives.
Index.