书目详细信息
： Bond evaluation, selection, and management /
书目信息 机读格式(MARC)
| ISBN： | 9780470478356 (cloth/cd-rom) |
|---|---|
| ISBN： | 0470478357 (cloth/cd-rom) |
| 编目源： | DLC DLC YDXCP C#P |
| 个人名称： | Johnson, R. Stafford. |
| 题名： | Bond evaluation, selection, and management / R. Stafford Johnson. |
| 版本说明： | 2nd ed. |
| 索书号： | F830.91/J68E |
| 出版发行项： | Hoboken, N.J. : John Wiley & Sons, c2010. |
| 载体形态： | xxi, 881 p. : ill. ; 26 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Overview of the financial system -- Bond value and return -- The level and structure of interest rates -- The term structure of interest rates -- Bond risk -- Corporate debt securities -- Treasury and agency securities -- Municipal securities -- Intermediary debt securities -- International debt securities -- Residential mortgages and mortgage-backed securities -- Nonagency residential MBSs, commercial MBSs, and other asset-backed securities -- Bond investment strategies -- Binomial interest rate trees and the valuation of bonds with embedded options -- Estimating the binomial tree -- Future contracts on debt securities : fundamentals -- Interest rate options contracts : fundamentals -- Managing fixed-income positions with interest rate derivatives -- Managing fixed-income positions with OTC derivatives -- Interest rate swaps -- Swap derivatives : forward swaps and swaptions -- Currency and credit default swaps. |