Bond evaluation, selection, and management /

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A fully revised guide to fixed income securities that reflects current market conditions. The Second Edition of Bond Evaluation, Selection, and Management combines fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This fully updated and revise...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Johnson, R. Stafford
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2010.
Edición:2nd ed.
Temas:
Bonds.
Bonds > Ratings and rankings.
Bond market.
Obligations (Valeurs)
Obligations (Valeurs) > Cours.
Marché obligataire.
bonds (negotiable instruments)
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Bond market
Bonds
Bonds > Ratings and rankings
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Overview of the financial system
  • Bond value and return
  • The level and structure of interest rates
  • The term structure of interest rates
  • Bond risk
  • Corporate debt securities
  • Treasury and agency securities
  • Municipal securities
  • Intermediary debt securities
  • International debt securities
  • Residential mortgages and mortgage-backed securities
  • Nonagency residential MBSs, commercial MBSs, and other asset-backed securities
  • Bond investment strategies
  • Binomial interest rate trees and the valuation of bonds with embedded options
  • Estimating the binomial tree
  • Future contracts on debt securities : fundamentals
  • Interest rate options contracts : fundamentals
  • Managing fixed-income positions with interest rate derivatives
  • Managing fixed-income positions with OTC derivatives
  • Interest rate swaps
  • Swap derivatives : forward swaps and swaptions
  • Currency and credit default swaps.

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