This chapter introduces pricing non-defaultable bonds and could be used as a good quick reference. The chapter explains how bond prices are exposed to interest rate volatility and how the concepts of duration and convexity describe that relationship. This reading is targeted toward undergraduate students and junior practitioners ... click here for more details.

This chapter provides a very straight-forward, easy-to-follow description of the basic approaches to recovering the term structure of interest rates from US Treasury bond data. This reading can be used as a valuable quick reference or for anyone looking for an introduction to term structure analysis. Simple ... click here for more details.