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INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
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CONTENTS NOTE
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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