债券市场

Preface xiiiChapter 1 Introduction Chapter 2 Pricing of Bonds Chapter 3 Measuring YieldChapter 4 Bond Price Volatility Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6 Treasury and Agency Securities MarketsChapter 7 Corporate Debt InstrumentsChapter 8 Municipal SecuritiesChapter 9 Non-U.S. BondsChapter 10 Residential Mortgage LoansChapter 11 Mortgage Pass-Through SecuritiesChapter 12 CoUateralized Mortgage Obligations and Stripped Mortgage-Backed SecuritiesChapter 13 Commercial Mortgage-Backed SecuritiesChapter 14 Asset-Backed SecuritiesChapter 15 Collateralized Debt Obligations

Preface xiiiChapter 1 Introduction Chapter 2 Pricing of Bonds Chapter 3 Measuring YieldChapter 4 Bond Price Volatility Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6 Treasury and Agency Securities MarketsChapter 7 Corporate Debt InstrumentsChapter 8 Municipal SecuritiesChapter 9 Non-U.S. BondsChapter 10 Residential Mortgage LoansChapter 11 Mortgage Pass-Through SecuritiesChapter 12 CoUateralized Mortgage Obligations and Stripped Mortgage-Backed SecuritiesChapter 13 Commercial Mortgage-Backed SecuritiesChapter 14 Asset-Backed SecuritiesChapter 15 Collateralized Debt ObligationsChapter 16 Analysis of Bonds with Embedded OptionsChapter 17 Analysis of Residential Mortgage-Backed SecuritiesChapter 18 Analysis of Convertible BondsChapter 19 Active Bond Portfolio Management StrategiesChapter 20 IndexingChapter 21 Liability Funding StrategiesChapter 22 Bond Performance Measurement and EvaluationChapter 23 Interest-Rate Futures ContractsChapter 24 Interest-Rate OptionsChapter 25 Interest-Rate Swaps and AgreementsChapter 26 Credit DerivativesIndex

《债券市场：分析和策略》（第5版）采用切合实际的实务方法对债券投资进行分析，并对各种类型的债券和利率衍生工具进行了详细的阐述。本书不仅对投资工具进行了全面的讨论，而且还阐述了这些投资工具的投机特征、最新定价方法、利率风险的定量分析技术，以及运用这些投资工具的投资组合管理策略。这些管理策略包括积极的投资组合管理策略和结构性投资组合管理策略。