000 | 00349nam a2200133Ia 4500 | ||
---|---|---|---|
999 |
_c187037 _d187037 |
||
020 | _a9781118000007 | ||
040 | _cCUS | ||
082 |
_a332.632044 _bJOH/D |
||
100 | _aJohnson,R.Stafford | ||
245 | 0 | _aDebt markets and analysis/ | |
260 |
_aNew Jersey: _bBloomberg, _c2013. |
||
300 | _a706p. | ||
505 | _a1 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 | ||
650 | _aSecurities | ||
650 | _aFixed-income securities | ||
650 | _aDebt | ||
942 | _cWB16 |