Bond Markets, Analysis, and Strategies


Bond Markets, Analysis and Strategies introduces a practical approach to analyzing Bond Markets. It offers students practical advice for analyzing bonds and proven portfolio strategies for achieving client objectives. Using an applied approach, Bond Markets helps students quickly grasp and apply key concepts without getting bogged down in theory. This volume introduces students to the state-of-the-art analytical tools and management strategies currently used by financial industry leaders and uses real-world examples to engage students and help them achieve a deeper understanding of the complex information presented.

Bond Markets, Analysis, and Strategies covers:

  • Pricing of Bonds
  • Measuring Yield
  • Bond Price Volatility
  • Factors Affecting Bond Yields and the Term Structure of Interest Rates
  • Treasury and Agency Securities
  • Corporate Debt Instruments
  • Municipal Securities
  • Non-U.S. Bonds
  • Residential Mortgage Loans
  • Agency Mortgage Pass-through Securities
  • Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
  • Prime and Subprime Mortgage-Backed Securities
  • Commercial Loans and Commercial Mortgage-Backed Securities
  • Asset-Backed Securities
  • Cash Collateralized Debt Obligations
  • Interest Rate Models
  • Analysis of Bonds with Embedded Options
  • Analysis of Mortgage-Backed Securities
  • Analysis of Convertible Bonds
  • Corporate Bond Credit Analysis
  • Credit Risk Modeling
  • Active Bond Portfolio Management Strategies
  • Indexing
  • Liability Driven Strategies
  • Bond Performance Measurement and Evaluation
  • Interest Rate Futures
  • Interest Rate Options
  • Interest-Rate Swaps, Caps, and Floors
  • Credit Derivatives and Synthetic CDOs