《债券市场：分析和策略》(第5版)采用切合实际的实务方法对债券投资进行分析，并对各种类型的债券和利率衍生工具进行了详细的阐述。本书不仅对投资工具进行了全面的讨论，而且还阐述了这些投资工具的投机特征、最新定价方法、利率风险的定量分析技术，以及运用这些投资工具的投资组合管理策略。这些管理策略包括积极的投资组合管理策略和结构性投资组合管理策略。本书适用于金融学专业本科生、研究生以及金融业专业人士。

Preface   xiii

Chapter 1  Introduction

Chapter 2  Pricing of Bonds

Chapter 3  Measuring Yield

Chapter 4  Bond Price Volatility

Chapter 5  Factors Affecting Bond Yields and the Term Structure

     of Interest Rates

Chapter 6  Treasury and Agency Securities Markets

Chapter 7  Corporate Debt Instruments

Chapter 8  Municipal Securities

Chapter 9  Non-U.S. Bonds

Chapter 10 Residential Mortgage Loans

Chapter 11 Mortgage Pass-Through Securities

Chapter 12 CoUateralized Mortgage Obligations and Stripped

     Mortgage-Backed Securities

Chapter 13 Commercial Mortgage-Backed Securities

Chapter 14 Asset-Backed Securities

Chapter 15 Collateralized Debt Obligations

Chapter 16 Analysis of Bonds with Embedded Options

Chapter 17 Analysis of Residential Mortgage-Backed Securities

Chapter 18 Analysis of Convertible Bonds

Chapter 19 Active Bond Portfolio Management Strategies

Chapter 20 Indexing

Chapter 21 Liability Funding Strategies

Chapter 22 Bond Performance Measurement and Evaluation

Chapter 23 Interest-Rate Futures Contracts

Chapter 24 Interest-Rate Options

Chapter 25 Interest-Rate Swaps and Agreements

Chapter 26 Credit Derivatives

Index