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Bond evaluation, selection, and management / R. Stafford Johnson.

By: Johnson, R. Stafford.
Series: Wiley finance series: Publisher: Hoboken, N.J. : John Wiley, c2010Edition: 2nd ed.Description: xxi, 881 p. : ill ; 26 cm.ISBN: 0470478357 (hbk.); 9780470478356 (hbk.); 9780470644621 (ebk.); 9780470644638 (ebk.); 9780470644645 (ebk.).Subject(s): Bonds | Bonds -- Ratings and rankings | Bond marketDDC classification: 332.6323
Contents:
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.
Item type Current location Shelf location Call number Copy number Status Notes Date due Barcode
Main Collection Taylor's Library-TU

Floor 3, Shelf 6 , Side 1, TierNo 1, BayNo 4

 332.6323 JOH 2010 (Browse shelf) 1 Available TBSxx,28000,03,CL 5000104932

Includes bibliographical references and index.

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.