Chapter 1: Introduction Chapter 2: Pricing of Bonds Chapter 3: Measuring Yield Chapter 4: Bond Price Volatility Chapter 5: Factors Affecting Bond Yields and the Term Structure of Interest Rates Chapter 6: Treasury and Federal Agency Securities Chapter 7: Corporate Debt Instruments Chapter 8: Municipal Securities Chapter 9: International Bonds Chapter 10: Residential Mortgage Loans Chapter 11: Agency Mortgage Pass-Through Securities Chapter 12: Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities Chapter 13: Nonagency Residential Mortgage-Backed Securities Chapter 14: Commercial Mortgage Loans and Commercial Mortgage-Backed Securities Chapter 15: Asset-Backed Securities Chapter 16: Interest Rate Models Chapter 17: Analysis of Bonds with Embedded Options Chapter 18: Analysis of Residential Mortgage-Backed Securities Chapter 19: Analysis of Convertible Bonds Chapter 20: Corporate Bond Credit Analysis Chapter 21: Credit Risk Modeling Chapter 22: Bond Portfolio Management Strategies Chapter 23: Bond Portfolio Construction Chapter 24: Liability-Driven Strategies Chapter 25: Bond Performance Measurement and Evaluation Chapter 26: Interest-Rate Futures Contracts Chapter 27: Interest Rate Options Chapter 28: Interest-Rate Swaps, Caps, and Floors Chapter 29: Credit Default Swaps