Investors need to be fully conversant with the differences in the way that bonds are structured, valued and traded. Bond Market Securities contains a wide range of methodologies that will help the reader to gain a good understanding of fixed income securities and some of their associated derivatives. Bond Market Securities investigates the fundamentals of fixed income analysis, reviewing the latest research and presenting it in an accessible way that is suitable for practitioners and graduate students alike. The research is summarized in a way that allows readers to apply results to their individual requirements. Important subjects are covered in a straightforward style, using only essential mathematics, while further references are listed in full so that the reader may undertake further research INDICE Bond mathematics Spot and forward rates Yield curve fitting techniques Term structure models Credit derivatives in the fixed income markets Stochastic models and option pricing Hybrid securities Forwards and futures Market trading considerations and techniques Mortgage-backed securities.