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Bonds and Bond Derivatives, 2nd Edition

ISBN: 978-1-4051-1912-2
324 pages
February 2005, Wiley-Blackwell
Bonds and Bond Derivatives, 2nd Edition (1405119128) cover image
This book provides an introduction to bond markets and bond derivatives for students as well as for executives in commercial businesses and financial institutions. It also:

  • Presents the essential elements of debt instruments in an intuitive manner;
  • Covers updated institutional material, new sections on callable bonds and the yield to call, convertible bonds, and methods for estimating and modern models of term structure of interest rates, as well as a comprehensive discussion of bonds in the European Economic Union;
  • Includes additional end-of-chapter questions, PowerPoint slides, and an Instructor's text bank through the author's website: http://bear.cba.ufl.edu/livingston
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Part I: Determinants of Interest Rates.

Part II: Issuers.

Part III: Financial Intermediaries.

Part IV: Time Values (Flat Term Structure).

Part V: Money Market Instruments and Rates.

Part VI: The Risk of Changing Interest Rates.

Part VII: Time Value with Nonflat Term Structure.

Part VIII: Arbitrage.

Part IX: Term Structure of Interest Rates.

Part X: Default Risk.

Part XI: Put and Call Options.

Part XII: Mortgages.

Part XIII: Futures Contracts.

Part XIV: Bond Futures.

Part XV: Other Derivatives.

Part XVI: Exchange Rates and Investment Returns
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Miles Livingston is Professor of Finance at the University of Florida. He holds an MBA and PhD in Finance from New York University, and has taught at the University of Wisconsin, York University, Concordia University and the College of William and Mary. Livingston is the author of Money and Capital Markets, also published by Blackwell.

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  • provides a solid, concise introduction to bond markets and bond derivatives for students and practitioners alike
  • presents the essential elements of debt instruments in an intuitive manner
  • covers updated institutional material, new sections on callable bonds and the yield to call, convertible bonds, and methods for estimating and modern models of term structure of interest rates, as well as a comprehensive discussion of bonds in the European Economic Union.
  • includes additional end-of-chapter questions, PowerPoint slides, and an Instructor's text bank through the author's website: http://bear.cba.ufl.edu/livingston
See More

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