Lecture Notes in Fixed Income Fundamentals

Eliezer Z Prisman
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Eliezer Z Prisman: York University, Canada

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Written for undergraduates, this book is dedicated to fixed income fundamentals that do not require modeling the dynamics of interest rates. The book concentrates on understanding and explaining the pillars of fixed income markets, using the modern finance approach implied by the "no free lunch" condition. It focuses on conceptual understanding so that novice readers will be familiar with tools needed to analyze bond markets. Institutional information is covered only to the extent that is necessary to obtain full appreciation of concepts.

Keywords: Fixed Income; Bond Markets; Term Structure of Interest Rates; Forwards; Bond Arbitrage (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
ISBN: 9789813149755
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Chapters in this book:

Ch 1 Introduction and Review of Simple Concepts , pp 1-18

Eliezer Z Prisman

Ch 2 A Basic Model of Bond Markets , pp 19-67

Eliezer Z Prisman

Ch 3 The Term Structure, its Estimation, and Smoothing , pp 69-118

Eliezer Z Prisman

Ch 4 Duration and Immunization , pp 119-169

Eliezer Z Prisman

Ch 5 Forwards, Eurodollars, and Futures , pp 171-215

Eliezer Z Prisman

Ch 6 Swaps: A Second Look , pp 217-250

Eliezer Z Prisman

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