The Handbook of Fixed Income Securities

This edition has been completely updated and revised to reflect the recent developments in this field. Twenty new or revised chapters include: risks associated with investing in fixed income securities; eurocapital markets; non-agency mortgage based securities; and fixed income risk modelling. This edition has been completely updated and revised to reflect the recent developments in this field. It features contributions from today's fixed income experts. Twenty new or revised chapters include: risks associated with investing in fixed income securities; eurocapital markets; non-agency mortgage based securities; car, home equity and credit card receivable-backed securities; fixed income risk modelling; interest rate risk modelling; interest rate risk models for the banking industries; and managing a corporate bond portfolio.