Fixed income securities : concepts and applications

Frontmatter -- Advance Praise for Fixed Income Securities -- Foreword -- Preface -- Acknowledgments -- Contents -- Chapter 1. A Primer on the Time Value of Money -- Chapter 2. An Introduction to Bonds -- Chapter 3. Bonds: Advanced Concepts -- Chapter 4. Yield Curves and the Term Structure -- Chapter 5. Duration, Convexity, and Immunization -- Chapter 6. The Money Market -- Chapter 7. Floating Rate Bonds -- Chapter 8. Mortgage Loans -- Chapter 9. Mortgage-Backed Securities -- Chapter 10. A Primer on Derivatives -- Chapter 11. The Valuation of Interest Rate Options -- Chapter 12. Interest Rate Forwards and Futures -- Chapter 13. Bonds with Embedded Options -- Chapter 14. Interest Rate Swaps and Credit Default Swaps -- Appendix A -- Bibliography -- Index