Fixed Income Finance: A Quantitative Approach https://www.mheducation.com/cover-images/Jpeg_250-high/0071621202.jpeg?404URL=https://shop.mheducation.com/mhshopweb/images/no_cover_140.png
Table of Contents

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Program Details

Section 1: Bond Basics: Treasury bonds and the Yield Curve/Corporate Bonds and Credit Risk/ Derivatives/ Mortgages/ Municipal Bonds/Real Return Bonds

Section 2: Probability Theory and Stochastic Processes: Normal Random Variables/The Central Limit Theory/ The Probability Distribution for Corporate Bonds Returns/ Correlated Random Variables/ Random Walks/Survival Probabilities/ Correlated Random Walks/Simulation

Section 3: Term Structure Models: One Factor Models and Two Factor Models/Bond Prices, Volatilities/Eurodollar Futures/Futures and Forward Contracts/ Macroeconomics and Two Factor Models

Section 4: Options: Call and Put Options on a Stock/The Merton Model/Options on Interest Rate Sensitive Securities Section 5: Portfolio Allocation: Utility Functions/The Sharpe Ratio/Beyond Mean and Variance/ Value at Risk/ Examples