Inside the yield book: the classic that created the science of bond analysis

pt. I. Duration targeting : a new look at bond portfolios (2013 edition)

pt. II. Some topics that didn't make it into the 1972 edition (2004 edition)

pt. III. Inside the yield book (original edition).

Preface to the 2013 edition

Acknowledgments

Part I, Duration targeting : a new look at bond portfolios (2013 edition). Introduction

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

Appendix, Path return and volatility

References

Part II, Some topics that didn’t make it into the 1972 edition (2004 edition). Contents of the 2004 edition

Foreword / by Henry Kaufman

Preface to the 2004 edition

A historical perspective

Technical appendix to “some topics”

Part III, Inside the yield book (original edition). Preface to the 1972 edition

Contents of the 1972 edition

List of tables

About the authors – Index.