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Bond Evaluation, Selection, and Management Book

Bond Evaluation, Selection, and Management
Bond Evaluation, Selection, and Management, <i>Bond Evaluation, Selection, and Management</i> synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a, Bond Evaluation, Selection, and Management has a rating of 3.5 stars
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Bond Evaluation, Selection, and Management, Bond Evaluation, Selection, and Management synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a, Bond Evaluation, Selection, and Management
3.5 out of 5 stars based on 2 reviews
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  • Bond Evaluation, Selection, and Management
  • Written by author R. Stafford Johnson
  • Published by Wiley, John & Sons, Incorporated, February 2004
  • Bond Evaluation, Selection, and Management synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a
  • Bond Evaluation, Selection, and Management synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a
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List of Figures
List of Exhibits
List of Tables
Preface
Pt. IBond Evaluation and Selection1
Ch. 1Overview of the Financial System3
Ch. 2Bond Value and Return21
Ch. 3The Level and Structure of Interest Rates47
Ch. 4Bond Risk87
Pt. IIDebt Markets107
Ch. 5Corporate Debt Securities109
Ch. 6Government Securities133
Ch. 7Intermediary and International Debt Securities167
Ch. 8Bond Investment Strategies196
Pt. IIIEvaluation of Bonds with Embedded Options229
Ch. 9Binomial Interest Rate Trees and the Valuation of Bonds with Embedded Options231
Ch. 10Estimating the Binomial Tree255
Ch. 11Securitization and Mortgage-Backed Securities276
Pt. IVDebt Derivatives: Futures, Options, and Swaps313
Ch. 12Interest Rate Futures: Fundamentals315
Ch. 13Interest Rate Futures: Applications and Pricing337
Ch. 14Interest Rate Options: Fundamentals366
Ch. 15Interest Rate Options: Hedging Applications and Pricing398
Ch. 16Interest Rate Swaps444
Ch. 17Non-Generic Interest Rate and Currency Swaps476
App. AUses of Exponents and Logarithms519
App. BMathematical Statistical Concepts522
App. CCFA Questions528
Answers to Selected End-of-Chapter Problems535
Glossary of Terms593
Index612


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Bond Evaluation, Selection, and Management, <i>Bond Evaluation, Selection, and Management</i> synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a, Bond Evaluation, Selection, and Management

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Bond Evaluation, Selection, and Management, <i>Bond Evaluation, Selection, and Management</i> synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a, Bond Evaluation, Selection, and Management

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Bond Evaluation, Selection, and Management, <i>Bond Evaluation, Selection, and Management</i> synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, a, Bond Evaluation, Selection, and Management

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