Bond evaluation, selection, and management
R. Stafford Johnson
| Year of publication: |
2010 ; 2nd ed.
|
|---|---|
| Authors: | Johnson, Robert S. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Derivat | Derivative | Rentenmarkt | Bond market | Theorie | Theory | USA | United States |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXI, 881 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook ; Glossar enthalten ; Glossary included |
| Language: | English |
| Notes: | 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. 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. |
| ISBN: | 978-0-470-47835-6 ; 978-0-470-64462-1 ; 978-0-470-64463-8 ; 978-0-470-64464-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008696941