Debt markets and analysis /

Bibliographic Details
Main Author: Johnson, R. Stafford, (Author)
Format: eBook
Language:English
Published: Hoboken, New Jersey : Bloomberg Press, an imprint of Wiley, [2013]
Series:Bloomberg financial series.
Subjects:
Online Access:Click to View
Table of Contents:
  • Overview of the financial system
  • Overview and guide to the Bloomberg system
  • Bond value and return
  • The level and structure of interest rates
  • Bond risk
  • Bond investment strategies
  • Corporate debt securities
  • Government securities and markets : Treasury, agencies, municipals, and sovereign debt securities
  • Intermediary debt securities, investment funds, and markets
  • Mortgage-backed and asset-backed securities and securitization
  • Bond and interest rate futures contracts
  • Bond and interest rate option contracts
  • The valuation of bonds with embedded options and debt options
  • the binomial interest rate tree
  • Interest rate and credit default swaps.