Bond Evaluation, Selection, and Management / Edition 1

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"Bond Evaluation, Selection, and Management offers comprehensive coverage of bond and debt management topics, and provides readers with the basics needed to understand advanced strategies and cutting-edge techniques. Focusing on concepts, models, and numerical examples, readers are provided with the tools they need to select, evaluate, and manage bonds." This text covers a broad range of topics, including the characteristics of debt securities, the factors governing these securities and their markets, bonds with embedded options, asset-backed securities, and bond derivatives. Additionally, extensive review questions, web exercises, and practice problems (including CFA exam questions) reinforce important concepts. Taken together, this book provides readers with the solid foundation they need to understand the complexities of evaluating and selecting bonds and other fixed-income securities.
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Product Details

  • ISBN-13: 9781405101707
  • Publisher: Wiley
  • Publication date: 2/15/2004
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 664
  • Product dimensions: 7.18 (w) x 9.50 (h) x 1.63 (d)

Table of Contents

List of Figures
List of Exhibits
List of Tables
Pt. I Bond Evaluation and Selection 1
Ch. 1 Overview of the Financial System 3
Ch. 2 Bond Value and Return 21
Ch. 3 The Level and Structure of Interest Rates 47
Ch. 4 Bond Risk 87
Pt. II Debt Markets 107
Ch. 5 Corporate Debt Securities 109
Ch. 6 Government Securities 133
Ch. 7 Intermediary and International Debt Securities 167
Ch. 8 Bond Investment Strategies 196
Pt. III Evaluation of Bonds with Embedded Options 229
Ch. 9 Binomial Interest Rate Trees and the Valuation of Bonds with Embedded Options 231
Ch. 10 Estimating the Binomial Tree 255
Ch. 11 Securitization and Mortgage-Backed Securities 276
Pt. IV Debt Derivatives: Futures, Options, and Swaps 313
Ch. 12 Interest Rate Futures: Fundamentals 315
Ch. 13 Interest Rate Futures: Applications and Pricing 337
Ch. 14 Interest Rate Options: Fundamentals 366
Ch. 15 Interest Rate Options: Hedging Applications and Pricing 398
Ch. 16 Interest Rate Swaps 444
Ch. 17 Non-Generic Interest Rate and Currency Swaps 476
App. A Uses of Exponents and Logarithms 519
App. B Mathematical Statistical Concepts 522
App. C CFA Questions 528
Answers to Selected End-of-Chapter Problems 535
Glossary of Terms 593
Index 612
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