Bond prices, discount factors, and arbitrage -- Bond prices, spot rates, and forward rates -- Yield-to-maturity -- fGeneralizations and curve fitting -- One-factor measures of price sensitivity -- Measures of price sensitivity based onparallei yield shifts -- Key rate and bucket exposures -- Regression-based hedging -- The science of term structure models -- The short-rate process and the shape of the term structure -- The art of term structure models: drifts -- The art of term structure models: volatility and distribution -- Multi-factor term structure models -- Trading with term structure models -- Repo -- Forward contracts -- Eurodollar and fed funds futures -- Interest rate swaps -- Fixed income options -- Note and bond futures -- Mortage-backed securities

1. Fixed-income securities