Bond Markets Analysis and Strategies
- 4th ed.
- New Jersey : Prentice Hall , 2000 .
- xvi . 606 p . : ill . ; 24 cm
Pricing of Bonds and Bond Price Volatility. Measuring Yield. Factors Affecting Bond Yields and the Term Structure of Interest Rates. Treasury and Agency Securities Markets. Corporate Debt Instruments. Municipal Securities and Asset- Backed Securities. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities. Analysis of Mortgage -Backed Securities and Analysis of Mortgage-Backed Securities. Analysis of Convertible Bonds. Active Bond Portfolio Management Strategies.