Fixed Income Markets And Their Derivatives

PART I: MARKETS, MECHANISMS AND BASIC TOOLS. 1. An Overview of Fixed Income Securities Markets. 2. Organization and Conduct of Debt Markets. 3. Treasury Auctions and Selling Mechanisms. 4. Bond Mathematics. 5. Yield Curve Analysis - I. 6. Yield Curve Analysis - II. PART II: FIXED INCOME MARKETS AND PORTFOLIO MANAGMENT. 7. Inflation-Indexed Debt Markets. 8. Agency and Corporate Debt Markets. 9. Securitization and Mortgage-Backed Securities. 10. Tax-Exempt Debt Markets. 11. Emerging Debt Markets. 12. Portfolio Management Techniquest. PART III: FIXED INCOME DERIVATIVES AND RISK MANAGEMENT. 13. An Overview of Derivatives Markets. 14. Options Pricing Theory with Applications to Fixed Income Markets. 15. Treasury Futures Contracts. 16. Eurodollar Futures and Swaps. 17. Models of Yield Curve and Yield Curve Derivatives. 18. Credit Risk. 19. Risk Management.Sundarsen, Suresh is the author of 'Fixed Income Markets And Their Derivatives ', published 2005 under ISBN 9780324260700 and ISBN 0324260709.