1. Overview of fixed income portfolio management

2. Liquidity, trading, and trading costs

3. Portfolio strategies for outperforming a benchmark

4. The active decisions in the selection of passive management and performance bogeys

5. Liability-based benchmarks

6. Risk budgeting for fixed income portfolios

7. Understanding the building blocks for OAS models

8. Fixed income risk modeling

9. Multifactor risk models and their applications

10. Measuring plausibility of hypothetical interest rate shocks

11. Hedging interest rate risk with term structure factor models

12. Scenario simulation model for fixed income portfolio risk management

13. Valuing corporate credit : quantitative approaches versus fundamental analysis

14. An introduction to credit risk models

15. Credit derivatives and hedging credit risk

16. Implications of Merton models for corporate bond investors

17. Capturing the credit alpha

18. Global bond investing for the 21st century

19. Managing a multicurrency bond portfolio

20. A disciplined approach to emerging markets debt investing