© 1999, 2005 by Miles Livingston
BLACKWELL PUBLISHING
350 Main Street, Malden, MA 02148-5020, USA
108 Cowley Road, Oxford OX4 1JF, UK
550 Swanston Street, Carlton, Victoria 3053, Australia
The right of Miles Livingston to be identified as the Author of this Work has been asserted in accordance with the UK Copyright, Designs, and Patents Act 1988.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by the UK Copyright, Designs, and Patents Act 1988, without the prior permission of the publisher.
First edition published 1999 by Blackwell Publishing Ltd
Reprinted 1999, 2001, 2002, 2003, 2004
Second edition published 2005
Library of Congress Cataloging-in-Publication Data
Livingston, Miles.
Bonds and bond derivatives / Miles Livingston. – 2nd ed.
p. cm.
Includes bibliographical references and index.
ISBN 1–4051–1912–8 (pbk: alk. paper)
1. Bonds. 2. Bond market. 3. Financial futures. 4. Government securities. 5. Portfolio management. I. Title.
HG4651.L58 2005
332.63′23—dc22
2004018844
A catalogue record for this title is available from the British Library.
Set in Sabon 10/12
by Newgen Imaging Systems (P) Ltd, Chennai, India
Printed and bound in the United Kingdom
by MPG Books, Bodmin, Cornwall
The publisher's policy is to use permanent paper from mills that operate a sustainable forestry ...
Get Bonds and Bond Derivatives, Second Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.