Chapter 7. Floating Rate Bonds

Chapters in this book

1. Frontmatter I
2. Advance Praise for Fixed Income Securities V
3. Foreword VII
4. Preface IX
5. Acknowledgments XI
6. Contents XIII
7. Chapter 1. A Primer on the Time Value of Money 1
8. Chapter 2. An Introduction to Bonds 30
9. Chapter 3. Bonds: Advanced Concepts 65
10. Chapter 4. Yield Curves and the Term Structure 97
11. Chapter 5. Duration, Convexity, and Immunization 118
12. Chapter 6. The Money Market 152
13. Chapter 7. Floating Rate Bonds 183
14. Chapter 8. Mortgage Loans 203
15. Chapter 9. Mortgage-Backed Securities 233
16. Chapter 10. A Primer on Derivatives 258
17. Chapter 11. The Valuation of Interest Rate Options 305
18. Chapter 12. Interest Rate Forwards and Futures 341
19. Chapter 13. Bonds with Embedded Options 385
20. Chapter 14. Interest Rate Swaps and Credit Default Swaps 416
21. Appendix A 444
22. Bibliography 446
23. Index 448