Bonds markets, analysis, and strategies
- ISBN: 9780131271425
- Editorial: Prentice Hall
- Fecha de la edición: 2004
- Lugar de la edición: Upper Saddle River. Estados Unidos de Norteamérica
- Edición número: 5th ed
- Encuadernación: Rústica
- Medidas: 23 cm
- Nº Pág.: 670
- Idiomas: Inglés
This comprehensive textbook on bonds takes a practical real-world approach to the subject. It includes a detailed discussion of each type of bond including a wide range of products. 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 INDICE 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-Backe 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
