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The Handbook of Global Fixed Income Calculations By: Dragomir Krgin Normal price: 100 Our price: 85 + postage Bargain: save £15 ! Product code: 15347 ISBN: 0471218359 256 pages Format: Hb Published by: John Wiley & Sons, 2002, 1st edition There are no reviews available for this book

Description of The Handbook of Global Fixed Income Calculations

The Handbook of Global Fixed Income Calculations provides a solid understanding of the standard formulas and conventions used for pricing and hedging in the global fixed income market. Wall Street professional Dragomir Krgin provides you with an up-to-date, informative, and detailed explanation for the calculation of measures as used by bond market participants around the world. This invaluable book offers comprehensive coverage-on a global scale-of a number of fixed income calculation issues. Whether you're an analyst, portfolio manager, or CIO, you'll benefit from the straightforward conventions and formulas for calculating prices, yields, and other measures on periodic payment fixed income instruments that are presented in this book. The Handbook of Global Fixed Income Calculations: Provides you with general price/yield formulas for periodic payment fixed income securities Shows you how to compute accrued interest (covers twenty-six countries) Offers sample calculations for periodic payment fixed income securities Demonstrates how to determine coupon dates for periodic payment fixed income securities Introduces you to cash flow calculations, forward pricing analysis, futures conversion factor, and futures analytics for U.S. securities, as well as foreign government bonds The financial world does not carry many guarantees, but with the Handbook of Global Fixed Income Calculations you're guaranteed to understand the standards and methodologies for fixed income calculations.

The Handbook of Global Fixed Income Calculations - Chapter headings

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.