Bond Markets, Analysis and Strategies.
本书系统介绍债券定价、收益率、波动性、各类债券市场（国债、公司债、市政债、资产支持证券等）及主动管理、指数化、负债融资等策略，适合金融从业者与投资者参考。
1. Introduction. 2. Pricing of Bonds. 3. Measuring Yield. 4. Bond Price Volatility. 5. Factors Affecting Bond Yields and the Term Structure of Interest Rates. 6. Treasury and Agency Securities Markets. 7. Corporate Debt Instruments. 8. Municipal Securities. 9. Non-U.S. Bonds. 10. Residential Mortgage Loans. 11. Mortgage Pass-Through Securities. 12. Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities. 13. Commercial Mortgage-Backed Securities. 14. Asset-Backed Securities. 15. Collateralized Debt Obligations. 16. Analysis of Bonds with Embedded Options. 17. Analysis of Residential Mortgage-Backed Securities. 18. Analysis of Convertible Bonds. 19. Active Bond Portfolio Management Strategies. 20. Indexing. 21. Liability Funding Strategies. 22. Bond Performance Measurement and Evaluation. 23. Interest-Rate Futures Contracts. 24. Interest-Rate Options. 25. Interest-Rate Swaps and Agreements. 26. Credit Derivatives. Index.