R. Stafford Johnson

Debt Markets and Analysis (eBook, ePUB)

• Format: ePub

Produktbeschreibung

An accessible guide to the essential elements of debt markets and their analysis Debt Markets and Analysis provides professionals and finance students alike with an exposition on debt that will take them from the basic concepts, strategies, and fundamentals to a more detailed understanding of advanced approaches and models. * Strong visual attributes include consistent elements that function as additional learning aids, such as: Key Points, Definitions, Step-by-Step, Do It Yourself, and Bloomberg functionality * Offers a solid foundation in understanding the complexities and subtleties involved in the evaluation, selection, and management of debt * Provides insights on taking the ideas covered and applying them to real-world investment decisions Engaging and informative, Debt Markets and Analysis provides practical guidance to excelling at this difficult endeavor.

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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 720
• Erscheinungstermin: 18. März 2013
• Englisch
• ISBN-13: 9781118235430
• Artikelnr.: 37757202

Autorenporträt

R. STAFFORD JOHNSON is Professor of Finance at the Williams College of Business, Xavier University. He is the coauthor of Options and Futures, and author of Introduction to Derivatives as well as the first two editions of Bond Evaluation, Selection, and Management. Debt Markets and Analysis is the first of three books in a series: upcoming are Derivatives, and Equity Markets and Portfolio Analysis. Johnson has written many articles appearing in journals such as Applied Economics, Journal of Financial Education, International Review of Economics and Business, Journal of Economics, the Financial Review, and the Review of Quantitative Finance and Accounting.

Inhaltsangabe

Preface ix Acknowledgments xiii PART i: BOND EVALUATION AND SELECTION
CHAPTER 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 SUPPLEMENTAL APPENDICES Appendix A: Primer on
Return, Present Value, and Future Value 667 Appendix B: Uses of Exponents
and Logarithms 679 Appendix C: Directory Listing of Bloomberg Screens by
Menu and Function 685 Index 697