Bond evaluation, selection, and management
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
c2010
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| Ausgabe: | 2. ed. |
| Schriftenreihe: | Wiley finance series
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| Schlagworte: | |
| Online-Zugang: | DE-188 DE-473 Volltext |
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Inhaltsangabe:
- 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