Fixed Income Securities: Valuation, Risk, and Risk Management (Hardcover)

PART I: BASICS.
1. An Introduction to Fixed Income Markets.
2. Basics of Fixed Income Securities.
3. Basics of Interest Rate Risk Management.
4. Basic Refinements in Interest Rate Risk Management.
5. Interest Rate Derivatives: Forwards and Swaps.
6. Interest Rate Derivatives: Futures and Options.
7. Inflation, Monetary Policy, and the Federal Funds Rate.
8. Basics of Residential Mortgage Backed Securities.
PART II: TERM STRUCTURE MODELS: TREES.
9. One Step Binomial Trees.
10. Multi-Step Binomial Trees.
11. Risk Neutral Trees and Derivative Pricing.
12. American Options.
13. Monte Carlo Simulations on Trees.