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| Preface | |
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| Acknowledgments | |
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| Contributors | |
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| Background | |
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| Overview of the Types and Features of Fixed Income Securities | |
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| Risks Associated with Investing in Fixed Income Securities | |
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| A Review of the Time Value of Money | |
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| Bond Pricing and Return Measures | |
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| Measuring Interest Rate Risk | |
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| The Structure of Interest Rates | |
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| Bond Market Indexes | |
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| Government and Private Debt Obligations | |
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| U.S. Treasury and Agency Securities | |
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| Municipal Bonds | |
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| Private Money Market Instruments | |
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| Corporate Bonds | |
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| Medium-Term Notes | |
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| Inflation-Indexed Bonds (TIPS) | |
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| Floating-Rate Securities | |
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| Nonconvertible Preferred Stock | |
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| International Bond Markets and Instruments | |
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| Brady Bonds | |
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| Stable Value Investments | |
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| Credit Analysis | |
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| Credit Analysis for Corporate Bonds | |
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| Credit Considerations in Evaluating High-Yield Bonds | |
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| Investing in Chapter 11 and Other Distressed Companies | |
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| Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds | |
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| High-Yield Analysis of Emerging Markets Debt | |
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| Mortgage-Backed and Asset-Backed Securities | |
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| Mortgages and Overview of Mortgage-Backed Securities | |
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| Mortgage Pass-Throughs | |
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| Collateralized Mortgage Obligations | |
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| Nonagency CMOS | |
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| Commercial Mortgage-Backed Securities | |
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| Securities Backed by Automobile Loans | |
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| Securities Backed by Closed-End Home Equity Loans | |
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| Securities Backed by Manufactured Housing Loans | |
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| Securities Backed by Credit Card Receivables | |
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| Fixed Income Analytics and Modeling | |
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| Characteristics of and Strategies with Callable Securities | |
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| Valuation of Bonds with Embedded Options | |
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| Valuation of CMOs | |
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| Fixed Income Risk Modeling | |
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| OAS and Effective Duration | |
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| Evaluating Amortizing ABS: A Primer on Static Spread | |
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| Portfolio Management | |
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| Bond Management: Past, Current, and Future | |
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| The Active Decisions in the Selection of Passive Management and Performance Bogeys | |
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| Managing Indexed and Enhanced Indexed Bond Portfolios | |
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| Global Corporate Bond Portfolio Management | |
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| Management of a High-Yield Bond Portfolio | |
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| Bond Immunization: An Asset/Liability Optimization Strategy | |
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| Dedicated Bond Portfolios | |
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| Managing Market Risk Proactively at Long-Term Investment Funds | |
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| Improving Insurance Company Portfolio Returns | |
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| International Bond Investing and Portfolio Management | |
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| International Fixed Income Investing: Theory and Practice | |
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| Equity-Linked Securities and Their Valuation | |
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| Convertible Securities and Their Investment Characteristics | |
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| Convertible Securities and Their Valuation | |
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| Derivative Instruments and Their Portfolio Management Applications | |
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| Introduction to Interest-Rate Futures and Options Contracts | |
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| Pricing Futures and Portfolio Applications | |
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| Treasury Bond Futures Mechanics and Basis Valuation | |
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| The Basics of Interest-Rate Options | |
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| Controlling Interest Rate Risk with Futures and Options | |
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| Interest-Rate Swaps | |
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| Interest-Rate Caps and Floors and Compound Options | |
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| Index | |