Part 1. Short-Term Money Market Instruments

1. Background and Terminology

2. Interest, Discount, Compounded Yield

3. The Exponential Notation

4. Spot and Forward Yields: FRAs, Repos, and Futures

5. Foreign-Exchange Transactions

Part 2. Long-Term Securities, Futures, and Swaps

6. Zero-Coupon Bonds

7. Fixed- Interest Coupon Bonds

8. Coupon Bonds: Advanced Topics

9. Floating-Rate Securities

10. Interest-Rate and Currency Swaps

11. Futures on Bonds and Notes

Part 3. Options

12. An Introduction to Options

13. Fixed-Income Options, Bonds with Optionlike Features

14. Basic Statistical Tools

15. Stochastic Models

16. Binomial Option Pricing: An Introduction

17. Extending the Binomial Model

18. The Black-Scholes and Other Option-Pricing Models

19. Modeling the Yield Curveā¦read more