| Description |
xxix, 630 pages : illustrations ; 26 cm |
| Contents |
Pt. I. Bond Evaluation and Selection -- Ch. 1. Overview of the Financial System -- Ch. 2. Bond Value and Return -- Ch. 3. The Level and Structure of Interest Rates -- Ch. 4. Bond Risk -- Pt. II. Debt Markets -- Ch. 5. Corporate Debt Securities -- Ch. 6. Government Securities -- Ch. 7. Intermediary and International Debt Securities -- Ch. 8. Bond Investment Strategies -- Pt. III. Evaluation of Bonds with Embedded Options -- Ch. 9. Binomial Interest Rate Trees and the Valuation of Bonds with Embedded Options -- Ch. 10. Estimating the Binomial Tree -- Ch. 11. Securitization and Mortgage-Backed Securities -- Pt. IV. Debt Derivatives: Futures, Options, and Swaps -- Ch. 12. Interest Rate Futures: Fundamentals -- Ch. 13. Interest Rate Futures: Applications and Pricing -- Ch. 14. Interest Rate Options: Fundamentals -- Ch. 15. Interest Rate Options: Hedging Applications and Pricing -- Ch. 16. Interest Rate Swaps -- Ch. 17. Non-Generic Interest Rate and Currency Swaps |
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App. A. Uses of Exponents and Logarithms -- App. B. Mathematical Statistical Concepts -- App. C. CFA Questions |
| Summary |
"Bond Evaluation, Selection, and Management offers comprehensive coverage of bond and debt management topics, and provides readers with the basics needed to understand advanced strategies and cutting-edge techniques. Focusing on concepts, models, and numerical examples, readers are provided with the tools they need to select, evaluate, and manage bonds." "This text covers a broad range of topics, including the characteristics of debt securities, the factors governing these securities and their markets, bonds with embedded options, asset-backed securities, and bond derivatives. Additionally, extensive review questions, web exercises, and practice problems (including CFA exam questions) reinforce important concepts. Taken together, this book provides readers with the solid foundation they need to understand the complexities of evaluating and selecting bonds and other fixed-income securities."--BOOK JACKET |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Bonds -- Ratings and rankings.
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Bonds.
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Bond market.
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| LC no. |
2003015468 |
| ISBN |
1405101709 hardback only alkaline paper |
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