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About the Authors | ||
Preface | ||
Acknowledgments | ||
Notation | ||
Pt. I | Investment Environment | |
1 | Bonds and Money-Market Instruments | 3 |
2 | Bond Prices and Yields | 41 |
Pt. II | Term Structure of Interest Rates | |
3 | Empirical Properties and Classical Theories of the Term Structure | 63 |
4 | Deriving the Zero-Coupon Yield Curve | 96 |
Pt. III | Hedging Interest-Rate Risk | |
5 | Hedging Interest-Rate Risk with Duration | 163 |
6 | Beyond Duration | 182 |
Pt. IV | Investment Strategies | |
7 | Passive Fixed-Income Portfolio Management | 213 |
8 | Active Fixed-Income Portfolio Management | 233 |
9 | Performance Measurement on Fixed-Income Portfolios | 293 |
Pt. V | Swaps and Futures | |
10 | Swaps | 325 |
11 | Forwards and Futures | 353 |
Pt. VI | Modeling the Term Structure of Interest Rates and Credit Spreads | |
12 | Modeling the Yield Curve Dynamics | 381 |
13 | Modeling the Credit Spreads Dynamics | 437 |
Pt. VII | Plain Vanilla Options and More Exotic Derivatives | |
14 | Bonds with Embedded Options and Options on Bonds | 459 |
15 | Options on Futures, Caps, Floors and Swaptions | 500 |
16 | Exotic Options and Credit Derivatives | 548 |
Pt. VIII | Securitization | |
17 | Mortgage-Backed Securities | 593 |
18 | Asset-Backed Securities | 607 |
Subject Index | 617 | |
Author Index | 629 |
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Add Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies, This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book wi, Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies to the inventory that you are selling on WonderClubX
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Add Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies, This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book wi, Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies to your collection on WonderClub |