Time value of money -- Yield curve analysis : spot rates and forward rates -- Day count conventions and accrued interest -- Valuation of option-free bonds -- Yield measures -- Analysis of floating rate securities -- Valuation of bonds with embedded options -- Cash flow for mortagage-backed securities and amortizing asset-backed securities -- Valuation of mortgage-backed and asset-backed securities -- Analysis of convertible bonds -- Total return -- Measuring interest rate risk -- Valua-at-risk measure and extensions -- Analysis of inflation-protected bonds -- The tools of relative value analysis -- Analysis of interest rate swaps -- Estimating yield volatility

1. Fixed-income securities
2. Fixed-income securities -- Mathematics
3. Rate of return
4. Risk management