Bond Markets, Analysis and Strategies, 8th Edition

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Table of Contents

Chapter 1 Introduction
Chapter 2 Pricing of Bonds
Chapter 3 Measuring Yield
Chapter 4 Bond Price Volatility
Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates
Chapter 6 Treasury and Federal Agency Securities
Chapter 7 Corporate Debt Instruments
Chapter 8 Municipal Securities
Chapter 9 International Bonds
Chapter 10 Residential Mortgage Loans
Chapter 11 Agency Mortgage Pass-Through Securities
Chapter 12 Agency Collateralized Mortgage Obligations and Stripped Mortgage–Backed Securities
Chapter 13 Nonagency Residential Mortgage–Backed Securities
Chapter 14 Commercial Mortgage Loans and Commercial Mortgage–Backed Securities
Chapter 15 Asset-Backed Securities
Chapter 16 Interest-Rate Models
Chapter 17 Analysis of Bonds with Embedded Options
Chapter 18 Analysis of Residential Mortgage–Backed Securities
Chapter 19 Analysis of Convertible Bonds
Chapter 20 Corporate Bond Credit Analysis
Chapter 21 Credit Risk Modeling
Chapter 22 Bond Portfolio Management Strategies
Chapter 23 Bond Portfolio Construction
Chapter 24 Liability-Driven Strategies
Chapter 25 Bond Performance Measurement and Evaluation
Chapter 26 Interest-Rate Futures Contracts
Chapter 27 Interest-Rate Options
Chapter 28 Interest-Rate Swaps, Caps, and Floors
Chapter 29 Credit Default Swaps