PDF Money Market Bond Calculations (Vol 1)

Book description

The long-awaited companion to The Money Market, Money Market and Bond Calculations is the first book to give precise and thorough explanations for valuing fixed-income instruments throughout the world. Among the many topics covered: Discount paper; Interest-payment and day-count conventions; Interest-bearing paper; Comparing rates on a directly equivalent basis; Zero-coupon bonds; Floating-rate instruments; Floating rate notes; The measure of bond yield; Duration; covered interest arbitrage; Payment in kind (PIK) bonds.

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Money Market Bond Calculations (Vol 1) PDF ebook download
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Book info

Release date 01.07.1996
Pages count432
File size2 Mb
eBook formatHardcover, (torrent)En
Book rating4.67 (3 votes)
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