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Handbook of Global Fixed Income Calculations

English · Hardback

Description

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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

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