Preface.

About the author.

1 INTRODUCTION TO BONDS.

2 THE YIELD CURVE, AND SPOT AND FORWARD YIELDS.

3 BOND INSTRUMENTS AND INTEREST-RATE RISK.

4 REVIEW OF FLOATING-RATE NOTE BOND INSTRUMENTS.

5 THE MONEY MARKETS.

6 THE EUROBOND MARKET.

7 CONVERTIBLE BONDS, MTNs AND WARRANTS.

8 CREDIT RATINGS.

9 INFLATION-LINKED BONDS.

10 AN INTRODUCTION TO SECURITISED BONDS.

11 INTRODUCTION TO DERIVATIVE INSTRUMENTS.

12 INTRODUCTION TO CREDIT DERIVATIVES.

13 APPROACHES TO GOVERNMENT BOND TRADING AND YIELD ANALYSIS.

14 RISK MANAGEMENT.

Bibliography.

Glossary.

List of abbreviations.

Index.