Handbook of Global Fixed Income Calculations

A guide to operating within the global fixed income securities arena. This book provides coverage of the calculations of price, accrued interest, yield measures, sensitivity measures, forward price, futures analytics, and more. The details provided are helpful to financial professionals.

List of contents

General Price/Yield Formula: Periodic Payment Fixed Income Securities.
Accrued-Interest Calculations.
Other Calculations.
Sample Calculations: Periodic Payment Fixed Income Securities.
Determining Coupon Dates for Periodic Payment Fixed Income Securities.
Cash Flow Calculations.
Forward Pricing Analysis.
Conversion Factor.
Futures Analytics.
U.S. Securities.
Foreign Government Bonds.
Index.

Product details

• Authors: Krgin Dragomir, Krgin, Dragomir Krgin, KRGIN DRAGOMIR
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 04.03.2002
• EAN: 9780471218357
• ISBN: 978-0-471-21835-7
• No. of pages: 400
• Series: Frank J. Fabozzi; Frank J. Fabozzi; Frank J. Fabozzi Series
• Subject: Education and learning > Teaching preparation > Vocational needs