Bond Market Securities
Bond Market Securities contains a wide range of methodologies that will help the reader to gain a good understanding of fixed income securities and some of their associated derivatives. It investigates the fundamentals of fixed income analysis, reviewing the latest research, and presenting it in an accessible way that is suitable for practitioners and graduate students alike. The research is summarized in a way that allows readers to apply results to their individual requirements.
Topics covered include:
- Bond mathematics
- Spot and forward rates
- Yield curve fitting techniques
- Term structure models
- Credit derivatives in the fixed income markets
- Stochastic models and option pricing
- Hybrid securities
- Forwards and futures
- Market trading considerations and techniques
- Mortgage-backed securities