Bond markets, analysis, and strategies /
Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans...
| 主要作者: | |
|---|---|
| 格式: | |
| 语言: | eng |
| 出版: |
Boston : Pearson,
c201
|
| 主题: |
| 总结: | Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps. |
|---|