Debt Markets and Analysis, + WebsiteISBN: 978-1-118-00000-7
Hardcover
706 pages
March 2013
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Preface ix
Acknowledgments xiii
PART i: BOND EVALUATION AND SELECTION
CHAPTER 1 Overview of the Financial System 3
Chapter 2 Overview and Guide to the Bloomberg System 29
Chapter 3 Bond Value and Return 85
CHAPTER 4 The Level and Structure of Interest Rates 135
CHAPTER 5 Bond Risk 179
CHAPTER 6 Bond Investment Strategies 225
PART ii: DEBT MARKETS AND SECURITIES
CHAPTER 7 Corporate Debt Securities 267
CHAPTER 8 Government Securities and Markets: Treasury, Agencies, Municipals, and Sovereign Debt Securities 319
CHAPTER 9 Intermediary Debt Securities, Investment Funds, and Markets 369
CHAPTER 10 Mortgage-Backed and Asset-Backed Securities and Securitization 413
PART iii: DEBT DERIVATIVES
CHAPTER 11 Bond and Interest Rate Futures Contracts 479
CHAPTER 12 Bond and Interest Rate Option Contracts 517
CHAPTER 13 The Valuation of Bonds with Embedded Options and Debt Options—The Binomial Interest Rate Tree 565
CHAPTER 14 Interest Rate and Credit Default Swaps 613
SUPPLEMENTAL APPENDICES
Appendix A: Primer on Return, Present Value, and Future Value 667
Appendix B: Uses of Exponents and Logarithms 679
Appendix C: Directory Listing of Bloomberg Screens by Menu and Function 685
Index 697
