Inside the yield book : the classic that created the science of bond analysis - Homer, Sidney , 1902-1983; Leibowitz, Martin L. , 1936- (Hoboken, New Jersey : John Wiley & Sons, 2013)
1. Duration targeting and the trendline model -- 2. Volatility and tracking error -- 3. Historical convergence to yield -- 4. Barclays index and convergence to yield -- 5. Laddered portfolio convergence to yield
Includes index
Keywords: Bond market; Bonds -- United States