Managing a Corporate Bond PortfolioISBN: 978-0-471-21827-2
Hardcover
336 pages
December 2001
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
||||||
About the Authors.
Preface.
Introduction.
SECTION I: AN INTRODUCTION TO CORPORATE BONDS.
Features of Corporate Bonds.
Medium-Term Notes and Structured Notes.
Analysis of Convertible Bonds.
SECTION II: CORPORATE BOND VALUATION AND PRICE DYNAMICS.
General Principles of Corporate Bond Valuation and Yield Measures.
Measuring Interest Rate Risk.
Yield Volatility, Spead Volatility, and Corporate Yield Ratios.
Liquidity, Trading, and Trading Costs.
Corporate Spread Curve Strategies.
Business Cycles, Profit Cycles, and Corporate Bond Strategies.
SECTION III: CORPORATE CREDIT RISK.
Credit Risk.
Introduction to Corporate Bond Credit Analysis.
A Rating Transition Framework for Corporate Bond Strategy.
Valuation of Subordinated Structures.
SECTION IV: REDEMPTION ANALYSIS.
Early Redemption Features.
Valuing Corporate Bonds with Embedded Options and Structured Notes.
Credit Risk and Embedded Options.
Putable Bonds and Their Role in Corporate Bond Portfolios.
Index.
Preface.
Introduction.
SECTION I: AN INTRODUCTION TO CORPORATE BONDS.
Features of Corporate Bonds.
Medium-Term Notes and Structured Notes.
Analysis of Convertible Bonds.
SECTION II: CORPORATE BOND VALUATION AND PRICE DYNAMICS.
General Principles of Corporate Bond Valuation and Yield Measures.
Measuring Interest Rate Risk.
Yield Volatility, Spead Volatility, and Corporate Yield Ratios.
Liquidity, Trading, and Trading Costs.
Corporate Spread Curve Strategies.
Business Cycles, Profit Cycles, and Corporate Bond Strategies.
SECTION III: CORPORATE CREDIT RISK.
Credit Risk.
Introduction to Corporate Bond Credit Analysis.
A Rating Transition Framework for Corporate Bond Strategy.
Valuation of Subordinated Structures.
SECTION IV: REDEMPTION ANALYSIS.
Early Redemption Features.
Valuing Corporate Bonds with Embedded Options and Structured Notes.
Credit Risk and Embedded Options.
Putable Bonds and Their Role in Corporate Bond Portfolios.
Index.
Related Titles
More From This Series
More By These Authors
View the Series
.png){kind=small}
Join An E-mail ListLearn about the latest products, events, offers and content. |
