Bond Markets

Bond Markets : Analysis and Strategies

  • Paperback
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Description

Aiming to provide a complete overview of the fixed income markets, this book is a detailed treatment of bond market instruments to control interest rate risks, analytical tools, and portfolio strategies. It includes mortgage-backed securities and discusses active portfolio strategies and structured portfolio strategies.show more

Product details

  • Paperback | 500 pages
  • 160 x 230mm | 785g
  • Pearson Education (US)
  • Upper Saddle River, United States
  • International 2 Revised ed
  • 0130322105
  • 9780130322104

Table of contents

Pricing of bonds; measuring yield; bond price volatility; treasury and agency securities; corporate debt instruments; municipal securities; non-US bonds; the term structure of interest rates; mortgage loans; mortgage pass-through securities; collateralized mortgage obligations and stripped MBS; analysis of bonds with embedded options; analysis of mortgage-backed securities; analysis of convertible bonds; interest rate futures; interest rate options; interest rate swaps and agreements; overview of active portfolio strategies; structured portfolio strategies - indexing, liability funding.show more