Fixed Income Markets and Analytics

Catalog description

Analyses of U.S. and foreign fixed income markets. Describes the various products, where and how they are traded, how they are priced, and how they are used to achieve a variety of financial goals including capital formation, interest rate risk management, and portfolio diversification. Topics covered include treasury, agency, corporate, and municipal bonds, floating rate bonds, mortgage-backed securities, term structure modeling, immunization, credit risk management, credit derivatives, and interest rate derivatives including swaps, caps and floors, and swaptions.