Bond Markets, Analysis, and Strategies, Tenth Edition.
- 1st ed.
- 1 online resource (981 pages)
Intro -- Title Page -- Copyright -- Dedication -- Table of Contents -- Preface -- Acknowledgments -- 1. Introduction -- 2. Pricing of Bonds -- 3. Measuring Yield -- 4. Bond Price Volatility -- 5. The Theory and History of Interest Rates -- 6. Factors Affecting Bond Yields and the Term Structure of Interest Rates -- 7. Treasury and Federal Agency Securities -- 8. Corporate Debt Instruments -- 9. Municipal Securities -- 10. International Bonds -- 11. Residential Mortgage Loans -- 12. Agency Mortgage Pass-Through Securities -- 13. Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- 14. Nonagency Residential Mortgage-Backed Securities -- 15. Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- 16. Asset-Backed Securities -- 17. Collective Investment Vehicles -- 18. Liquidity and Trading of Credit/Spread Products -- 19. Analysis of Bonds with Embedded Options -- 20. Analysis of Residential Mortgage-Backed Securities -- 21. Analysis of Convertible Bonds -- 22. Corporate Bond Credit Analysis -- 23. Credit Risk Modeling -- 24. Bond Portfolio Management Strategies -- 25. Bond Portfolio Construction -- 26. Managing a Corporate Bond Portfolio -- 27. Liability-Driven Investing for Defined Benefit Pension Plans -- 28. Bond Performance Measurement and Evaluation -- 29. Interest-Rate Futures Contracts -- 30. Interest-Rate Options -- 31. Interest-Rate Swaps, Forward-Rate Agreements, Caps, and Floors -- 32. Credit Default Swaps -- Appendix: The Investment Management Agreement -- Index.
The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio.
9780262367424
Bond market. Bonds. Investment analysis. Portfolio management.