Bond Markets

Bond Markets : Analysis and Strategies: United States Edition

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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.show more

Product details

  • Hardback | 670 pages
  • 185.4 x 240.3 x 30.2mm | 1,179.35g
  • Pearson Education (US)
  • Pearson
  • United States
  • English
  • 5th edition
  • 0130497827
  • 9780130497826

Table of contents

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.show more

Rating details

77 ratings
3.96 out of 5 stars
5 35% (27)
4 39% (30)
3 17% (13)
2 5% (4)
1 4% (3)
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