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" Bond evaluation, selection, and management / "
R. Stafford Johnson
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BL
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| Record Number
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657262
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| Doc. No
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dltt
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| Main Entry
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Johnson, R. Stafford
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| Title & Author
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Bond evaluation, selection, and management /\ R. Stafford Johnson
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| Edition Statement
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Second edition
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| Series Statement
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Wiley finance
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| Page. NO
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xxi, 881 pages :: illustrations ;; 26 cm
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| ISBN
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9780470478356 (cloth/cd-rom)
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: 0470478357 (cloth/cd-rom)
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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
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| Subject
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Bonds
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Bonds-- Ratings and rankings
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Bond market
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| Dewey Classification
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332.63/23
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| LC Classification
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HG4651.B664 2010
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