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共27章

免费 Title Page
免费 Copyright
免费 Dedication
免费 Acknowledgments
免费 Foreword
免费 Preface
1. Introduction to the Debt Market
2. Single Cash Flow Yield Calculations
3. Discount Instruments
4. Multiple Cash Flows
5. Basic Bond Yield Calculations
6. Bootstrapping the Zero Coupon Curve
7. Valuing Bonds Using the Zero Curve
8. Impact of Nonparallel Yield Curve Shifts
9. Interest Rate and Reinvestment Risks
10. Variables That Impact Duration
11. Modified Duration
12. Convexity
13. Credit Risk
14. Pricing Credit Risk
15. Passive Fixed Income Portfolio Management
16. Active Portfolio Management
Appendix A: Derivation of Modified Duration
Appendix B: Duration Program for an HP-12C Financial Calcula
Publisher’s Note
Index
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