Contents of Fixed Income Securities Handbook

PART ONE: BACKGROUND

• Chapter 1. Overview of the Sorts and Options of Fixed Income Securities
• Chapter 2. Dangers Related to Investing in Fixed Income Securities
• Chapter 3. Bond Market Indexes
• Chapter 4. Digital Buying and selling for Fixed Income Markets
• Chapter 5. Macro-Financial Dynamics and the Company Bond Market
• Chapter 6. Bond Pricing, Yield Measures, and Complete Return 
• Chapter 7. Measuring Curiosity-Price Danger
• Chapter 8. The Construction of Curiosity Charges

PART TWO: GOVERNMENT SECURITIES AND CORPORATE DEBT OBLIGATIONS

• Chapter 9. U.S. Treasury Securities
• Chapter 10. Company Debt Securities
• Chapter 11. Municipal Bonds
• Chapter 12. Company Bonds
• Chapter 13. Leveraged Loans
• Chapter 14. Convertible Securities and Their Funding Software 
• Chapter 15. Structured Notes and Credit score-Linked Notes
• Chapter 16. Personal Cash Market Devices
• Chapter 17. Floating-Price Securities
• Chapter 18. Inflation-Linked Bonds
• Chapter 19. Worldwide Bond Markets and Devices
• Chapter 20. Rising Markets Debt
• Chapter 21. Fixed Income Change Traded Funds
• Chapter 22. Coated Bonds
• Chapter 23. Nonconvertible Most popular Inventory

PART THREE: SECURITIZED PRODUCTS

• Chapter 24. An Overview of Mortgages and the Mortgage Market
• Chapter 25. Company Mortgage-Backed Securities
• Chapter 26. Company Collateralized Mortgage Obligations
• Chapter 27. The Impact ofAgency CMO PAC Bond Options on Efficiency
• Chapter 28. Company CMO Z-Bonds
• Chapter 29. Help Bonds with Schedules in Company CMO Offers
• Chapter 30. Stripped Mortgage-Backed Securities
• Chapter 31. Nonagency Residential Mortgage-Backed Securities
• Chapter 32. Business Mortgage-Backed Securities
• Chapter 33. Credit score Card Asset-Backed Securities
• Chapter 34. Securities Backed by Auto Loans and Leases, Tools Loans and Leases, and Pupil Loans
• Chapter 35. Collateralized Mortgage Obligations

PART FOUR: TERM STRUCTURE OF INTEREST RATES

• Chapter 36. Overview of Ahead Price Evaluation
• Chapter 37. A Framework for Analyzing Yield-Curve Trades
• Chapter 38. Empirical Yield-Curve Dynamics and Yield-Curve Publicity
• Chapter 39. Time period Construction Modeling with No-Arbitrage Curiosity Price Fashions

PART FIVE: VALUATION MODELING

• Chapter 40. Valuation of Bonds with Embedded Choices
• Chapter 41. Valuation of Company Mortgage-Backed Securities
• Chapter 42. Convertible Securities: Their Buildings, Valuation, and Buying and selling

PART SIX: CREDIT RISK

• Chapter 43. Credit score Evaluation for Company Bonds
• Chapter 44. The Credit score Evaluation of Municipal Basic Obligation and Income Bonds
• Chapter 45. Credit score-Danger Modeling

PART SEVEN: MULTIFACTOR RISK MODELS

• Chapter 46. Introduction to Multifactor Danger Fashions in Fixed Income and Their Purposes
• Chapter 47. Analyzing Danger from Multifactor Fixed Income Fashions
• Chapter 48. Hedging Curiosity-Price Danger with Time period-Construction Issue Fashions

PART EIGHT: BOND PORTFOLIO MANAGEMENT

• Chapter 49. Introduction to Bond Portfolio Administration
• Chapter 50. Quantitative Administration of Benchmarked Portfolios
• Chapter 51. World Credit score Bond Portfolio Administration
• Chapter 52. Components of Managing a Excessive-Yield Bond Portfolio
• Chapter 53. Worldwide Bond Portfolio Administration
• Chapter 54. Fixed Income Transition Administration
• Chapter 55. Managing the Unfold Danger of Credit score Portfolios Utilizing the Length Occasions Unfold Measure
• Chapter 56. Investing in Distressed Structured Credit score Securities
• Chapter 57. Hedge Fund Fixed Income Methods
• Chapter 58. Financing Positions within the Bond Market

PART NINE: DERIVATIVES

• Chapter 59. Introduction to Curiosity-Price Futures and Choices Contracts
• Chapter 60. Pricing Futures and Portfolio Purposes
• Chapter 61. Controlling Curiosity-Price Danger with Futures and Choices
• Chapter 62. Curiosity-Price Swaps and Swaptions
• Chapter 63. The Valuation of Curiosity-Price Swaps and Swaptions
• Chapter 64. The Fundamentals of Curiosity-Price Choices
• Chapter 65. Curiosity-Price Caps and Flooring
• Chapter 66. Credit score Derivatives
• Chapter 67. Credit score By-product Valuation and Danger
• Chapter 68. Hedging Tail Danger

PART TEN: PERFORMANCE EVALUATION AND RETURN ATTRIBUTION ANALYSIS

• Chapter 69. Ideas of Efficiency Attribution
• Chapter 70. Efficiency Attribution for Portfolios of Fixed Income Securities
• Chapter 71. Superior Matters in Efficiency Attribution

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