Bonds and Bond Derivatives, Second Edition

© 1999, 2005 by Miles Livingston

BLACKWELL PUBLISHING

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108 Cowley Road, Oxford OX4 1JF, UK

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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.

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