Table of contents for An introduction to the bond markets / Patrick J. Brown.

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Note: Contents data are machine generated based on pre-publication provided by the publisher. Contents may have variations from the printed book or be incomplete or contain other coding.


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Contents 
Preface
Introduction
1 What is a Bond and Who Issues them?
1.1 Description of a bond
1.1.1 The issuer
1.1.2 Size and currency
1.1.3 Type
1.1. Coupon payments and frequency
1.1.5 Redemption amount and maturity dates
1.1.6 Embedded options
1.1.7 Guarantee
1.1.8 Where quoted and traded
1.2 The difference between corporate bonds and equities
2 Types of Bonds and Other Instruments
2.1 Fixed-rate bonds
2.1.1 Straight coupon bonds
2.1.2 Zero-coupon bonds
2.1.3 Undated or irredeemable bonds
2.1. Strippable bond and strips
2.1.5 Bonds with sinking funds
2.1.6 Step-up or graduated-rate bonds
2.1.7 Annuities
2.2 Floating-rate notes
 2.2.1 Undated or perpetual floating-rate notes
2.3 Index-linked bonds
2. Hybrid bonds
2.5 Other instrument types
2.5.1 Treasury bills
2.5.2 Certificates of deposit
2.5.3 Commercial paper
2.5. Medium-term notes
2.5.5 Preference shares
2.5.6 Permanent interest bearing shares
3 How Do You Price and Value a Bond?
3.1 Compound interest
3.2 Discounting and yield considerations
3.3 Accrued interest
3.4 How bonds are quoted
3.5 Bond pricing
3.6 Yields and related measures
3.6.1 Current yield
3.6.2 Simple yield to maturity
3.6.3 Redemption yield
3.6.4 Life and duration
3.6.5 Modified duration
3.6.6 Convexity
3.6.7 Dispersion
 3.7 Floating-rate notes
3.7.1 Simple margin (FRN)
3.7.2 Discounted margin (FRN)
3.8 Real redemption yield
3.9 Money market yields and discounts
4 Bond Options and Variants
4.1 Callable bonds
4.2 Putable bonds
4.3 Convertible bonds
4.4 Dual currency bonds
4.5 Mortgage-backed securities
4.6 Collateralized debt obligations
4.7 Bonds with conditional coupon changes
4.8 Reverse floaters
4.9 Bonds with warrant attached
5 Yield Curves
5.1 Yield curve shapes
5.2 Zero-coupon or spot yield curves
5.3 Forward or forward-forward yield curves
5.4 Par yield curves 
5.5 Investment strategies for possible yield curves changes
6 Repos
6.1 Classic repos
6.2 Sell/buy-backs
6.3 Stock borrowing/lending
7 Option Calculations
7.1 Buying a call option
7.2 Writing a call option
7.3 Buying a put option
7.4 Writing a put option
7.5 Theoretical value of an option
7.6 Combining options
8 Credit and Other Risks and Ratings
8.1 Credit risk
8.1.1 Covenants
8.1.2 Ratings
8.2 Liquidity
9 Swaps, Futures and Derivatives
9.1 Swaps
9.1.1 Interest rate swap
9.1.2 Asset swap
9.1.3 Cross-currency swap
9.1.4 Basis swap
9.1.5 Forward rate agreement
9.2 Credit risk in swaps
9.3 Swaptions
9.4 Futures 
9.5 Credit default swaps
10 Portfolios and Other Considerations
10.1 Holding period returns
10.2 Immunization
10.3 Portfolio measures
10.4 Allowing for tax
11 Indices
11.1 Bond index classification
11.2 Choosing indices
11.3 Index data calculations
11.4 Index continuity
11.4.1 Large changes in the constituents of the index
11.4.2 Gaps in sub-index calculations
11.4.3 Bonds dropped due to lack of prices
11.4.4 Ratings downgrade
Appendix A: Using the CD-ROM
Appendix B: Mathematical Formulae
A.1 Accrued interest
A.2 Current yield
A.3 Simple yield to maturity
A.4 Redemption yield
A.5 Duration
A.6 Modified duration
A.7 Convexity
A.8 Dispersion
A.9 Annuities
A.10 Simple margin
A.11 Discounted margin
A.12 Real redemption yield
A.13 Convertible calculation
A.14 Discount
A.15 Money market yield
A.16 Certificate of deposit yield
A.17 Warrant calculation
A.18 Compounding frequency adjustments
A.19 Portfolio yield
A.20 Portfolio Macaulay duration
 A.21 Portfolio modified duration
Appendix C: Bond Market Glossary
References
Index

Library of Congress Subject Headings for this publication:

Bonds.
Bond market.