Book 3 — Fixed Income & Derivatives

R 47Fixed-Income Instrument Features完成 R 48Fixed-Income Cash Flows and Types完成 R 49Fixed-Income Issuance and Trading完成 R 50Fixed-Income Markets for Corporate Issuers完成 R 51Fixed-Income Markets for Government Issuers完成 R 52Fixed-Income Bond Valuation: Prices and Yields完成 R 53Yield and Yield Spread Measures for Fixed-Rate Bonds完成 R 54Yield and Yield Spread Measures for Floating-Rate Instruments完成 R 55The Term Structure of Interest Rates: Spot, Par, and Forward Curves完成 R 56Interest Rate Risk and Return完成 R 57Yield-Based Bond Duration Measures and Properties完成 R 58Yield-Based Bond Convexity and Portfolio Properties完成 R 59Curve-Based and Empirical Fixed-Income Risk Measures完成 R 60Credit Risk完成 R 61Credit Analysis for Government Issuers完成 R 62Credit Analysis for Corporate Issuers完成 R 63Fixed-Income Securitization完成 R 64Asset-Backed Security (ABS) Instrument and Market Features完成 R 65Mortgage-Backed Security (MBS) Instrument and Market Features完成

R 66Derivative Instrument and Derivative Market Features完成 R 67Forward Commitment and Contingent Claim Features and Instruments完成 R 68Derivative Benefits, Risks, and Issuer and Investor Uses完成 R 69Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives完成 R 70Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities完成 R 71Pricing and Valuation of Futures Contracts完成 R 72Pricing and Valuation of Interest Rates and Other Swaps完成 R 73Pricing and Valuation of Options完成 R 74Option Replication Using Put-Call Parity完成 R 75Valuing a Derivative Using a One-Period Binomial Model完成