TY  - BOOK
AU  - Johnson,R.Stafford
TI  - Debt markets and analysis
SN  - 9781118000007
U1  - 332.632044 
PY  - 2013///
CY  - New Jersey
PB  - Bloomberg
KW  - Securities	
KW  - Fixed-income securities	
KW  - Debt	
N1  - 1 Overview of the Financial System 3 

Chapter 2 Overview and Guide to the Bloomberg System 29 Chapter 3 Bond Value and Return 85

 CHAPTER 4 The Level and Structure of Interest Rates 135 

CHAPTER 5 Bond Risk 179 

CHAPTER 6 Bond Investment Strategies 225 

PART ii: DEBT MARKETS AND SECURITIES 

CHAPTER 7 Corporate Debt Securities 267 

CHAPTER 8 Government Securities and Markets: Treasury, Agencies, Municipals, and Sovereign Debt Securities 319 

CHAPTER 9 Intermediary Debt Securities, Investment Funds, and Markets 369

CHAPTER 10 Mortgage-Backed and Asset-Backed Securities and Securitization 413 

PART iii: DEBT DERIVATIVES 

CHAPTER 11 Bond and Interest Rate Futures Contracts 479

CHAPTER 12 Bond and Interest Rate Option Contracts 517 

CHAPTER 13 The Valuation of Bonds with Embedded Options and Debt Options The Binomial Interest Rate Tree 565 

CHAPTER 14 Interest Rate and Credit Default Swaps 613 


ER  -