Library of American University of Madaba
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Johnson, R. Stafford.
Bond evaluation, selection, and management / R. Stafford Johnson. - 2nd ed. - Hoboken, N.J. : Wiley, 2010. - xxi, 881 p. : ill. ; 26 cm. - Wiley finance series .
Includes bibliographical references and index.
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.
9780470478356 (cloth/cd-rom) 0470478357 (cloth/cd-rom)
Bonds.
Bonds--Ratings and rankings.
Bond market.
HG4651
332.6323 / B664
Bond evaluation, selection, and management / R. Stafford Johnson. - 2nd ed. - Hoboken, N.J. : Wiley, 2010. - xxi, 881 p. : ill. ; 26 cm. - Wiley finance series .
Includes bibliographical references and index.
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.
9780470478356 (cloth/cd-rom) 0470478357 (cloth/cd-rom)
Bonds.
Bonds--Ratings and rankings.
Bond market.
HG4651
332.6323 / B664