Fixed Income Instruments and Markets

Catalog description

Examines contemporary portfolio management of fixed income institutional investors, issuers, and broker-dealers. Assesses current practice and presents a theoretical framework for anticipating change. Coverage includes pricing, assessment of return and risk, and the development of overall strategies, for these markets: government, corporate, municipal, and international bonds; mortgage-related and other asset-backed securities; and derivative securities including futures, options, swaps, and other interest rate contracts.