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"Bond valuation" as a book category covers the theory, methods, and practical tools used to price and assess fixed-income securities. Books in this category explain present-value calculations and yield measures, term structure models and yield curves, and risk metrics such as duration and convexity, and extend to valuation of plain-vanilla, zero-coupon, callable, convertible, and structured bonds. They treat credit risk and spread analysis, default and recovery modeling, interest-rate modeling and scenario analysis, and trading- and market-conventions that affect prices. Titles range from introductory textbooks for students and individual investors to advanced reference works for portfolio managers, risk analysts, and quantitative researchers, often combining worked examples, spreadsheet models, and empirical studies of market practice.

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