Money Market and Bond Calculations

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Material type: Text

TextOriginal language: Eng Publication details: Chicago : IRWIN , 1996 .Description: xx . 404 p . : ill . ; 24 cmISBN:

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Contents:

The Instruments in Brief

Notation :Conventions Used In This Book

Concepts of Yield

Interest- Payment Conventions and Day-Count Fractions

Discount Paper: Calculations and Interest- Bearing Paper Calculations

Discount Paper: Applications and Interest- Bearing Paper Applications

Bonds; Measures of Yield and Other Basics and The Other Bonds

Carry Calculations: Long and Short Positions

Duration

Convexity and Users of Duration and Convexity

Convert Interest Arbitrage

Floating-Rate Instrument

Fixed- Income Securities Worldwide: Calculations

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Holdings
Item type	Current library	Collection	Call number	Status	Notes	Date due	Barcode
Lending Book	IBSL Library Reference Section	Reference Collection	332.63 STI (Browse shelf(Opens below))	Checked out	R 12	05/09/2025	03523

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