7 7/16 X 9 11/16 in Foreword; Preface; Introduction to bonds - Intro to bonds; Financial mar ket arithmetic; The pricing of bonds; Bond yields; Review of bond market instruments; The yield curve; Price, yield and interest rate risk I; Pr ice, yield and interest rate risk II; Price, yield and interest rate III ; Price, yield and interest rate IV; Government bond markets - The gilt market; The US treasury market; International bond markets; Corporate de bt markets - Corporate bonds I; Callable bonds and OAS analysis; Convert ible bond markets I; Convertible bond markets II; The Eurobond market I; The Eurobond market II; Warrants; MTNs; Commercial paper; Prefs; US Mun icipal; Asset backed bonds I; Mortgage backed bonds II; Asset backed bon ds III; High-yield bonds; Credit analysis; The money markets - Money mar kets; Capital and regulatory requirements; Asset and liability managemen t; Repo; Money market derivative; Risk management - Intro to risk; VaR; Fixed income modelling; Derivative instruments - Swaps I; Swaps II; Bond futures; Options I; Stochastic processes; Option pricing; The binomial model; Bond option models; The Greeks; Strategy and uses; Exotic options