Bond markets, analysis and strategies
著者
書誌事項
Bond markets, analysis and strategies
Prentice Hall, c1996
3rd ed
- : international ed
大学図書館所蔵 件 / 全21件
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注記
Includes index
内容説明・目次
- 巻冊次
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ISBN 9780133391510
内容説明
Covers all sectors of the bond market, including techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio, with chapter summaries and questions. This third edition contains material on collateralize
- 巻冊次
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: international ed ISBN 9780135203705
内容説明
This textbook on bonds takes a practical real-world approach to the subject. It includes detailed discussion of each type of bond including a wide range of products. The text features discussion of not only the instruments, but their investment characteristics, the state-of-the-art technology for valuing them, and portfolio strategies for using them. The third edition offers coverage of various market sectors, including mortgage-backed securities, asset-backed securities, technologies for valuing complex bond structures, actual bond portfolio management strategies and interest rate derivatives, as well as coverage on measuring and evaluating bond performance and valuation of options and swaps. The number of problems has increased by 50 percent in each chapter.
目次
Pricing of Bonds. Measuring Yield. Bond Price Volatility. Factors Affecting Bond Yield and The Term Structure of Interest Rates. Treasury and Agency Securities. Corporate Debt Instruments. Municipal Securities. Non-U.S. Bonds. Mortgage Loans. Mortgage Pass-Through Securities. Collateralized Mortgage Obligations and Stripped MBS. Asset-Backed Securities. Analysis of Bonds with Embedded Options. Analysis of Mortgage-Backed Securities. Analysis of Convertible Bonds. Active Bond Portfolio Management Strategies. Indexing. Liability Funding Strategies. Bond Performance Measurement and Evaluation. Interest Rate Futures Contracts. Interest Rate Options. Interest Rate Swaps and Interest Rate Agreements.
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