Valuing Fixed-Income Investments and Derivative Securities

Top categories:
Choose another category:


You are here: - Valuing Fixed-Income Investments and Derivative Securities -

Valuing Fixed-Income Investments and Derivative Securities

Cash Flow Analysis and Calculations
By: Arnold Kleinstein, Steven Allen

Normal price: 27.95
Our price: 23.76 + postage
Bargain: save £4.19 !

Product code: 3707
ISBN: 0139317759
394 pages
Format: Hb
Published by: Prentice Hall, 1991, 1st edition
write a review about this book
There are no reviews available for this book

Valuing Fixed-Income Investments and Derivative Securities - front page cover image
 
Click here to buy this book

Description of Valuing Fixed-Income Investments and Derivative Securities
Can you compute, compare, and comprehend the value of short-and long-term investments and derivative securities? This shows you how!

With the latest techniques, calculations, and explicit examples in this highly practical book, you'll determine and value the cash flows of these and other long-term, short-term, fixed-rate, floating rate, and option-like instruments. Easy reference formulas are also presented for ready implementation on programmable calculators or computers.

This book provides investors with the background of each market, the marketplaces, and the different types of investment vehicles.

It emphasizes the most detailed techniques for valuing securities, and the methodologies for marking-to-market, which all prove invaluable for investors, traders and accounting professionals.

Valuing Fixed-Income Investments and Derivative Securities - Chapter headings
1. Financial Securities and Their Markets: An Overview

2. General Principles of Pricing Securities

3. Description Of Money Market Securities

4. Interest and Day Count Conventions

5. Money Market Securities

6. Reinvestment

7. Compound Interest

8. Bond Coupon Payments and Accrued Interest

9. Present Value

10. Bond Prices and Yields

11. Application of Bond Price/Yield Relationship

12. Description of Long-Term Securities

13. Yields

14. Fair Market Price, Spot Rates, and Forward Rates

15. Future Value and Total Rate of Return

16. Forwards and Futures

17. Floating-Rate Instruments

18. Swaps

19. Asset-Backed Securities

20. Options on Fixed-Rate Instruments

21. Risk and Hedging