Lists of Figures, Tables, Case Studies. Foreword by G. Mahalingam. Preface. Acknowledgements. Abbreviations 1. Fixed Income Securities Market: An Overview 2. Fixed Income Instruments: Various Classifications 3. Basic Statistics 4. Risk and Return Measures 5. Term Structures of Interest Rates 6. Pricing and Valuation Techniques 7. Interest Rate Sensitivity Measures 8. Financial Derivatives Contract 9. Interest Rate Futures 10. Forward Rate Agreement and Interest Rate Swaps 11. Interest Rate Options and Structured Products 12. Credit Default Swaps 13. Trading and Management Strategies 14. Risk Management (Focus: Market Risk). Glossary. Index

This book discusses important conceptual and analytical aspects of fixed income securities in emerging economies. It examines fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate and credit derivatives; and trading strategies and risk management.