Bond Markets: Structures and Yield Calculations
As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are such factors as calculation of prices, accrued interest, yields, and durations. Bond Markets compares and contrasts all major bond markets with particular attention to: how different instruments are normally quoted; how much accrued interest is payable by the buyer in addition to traded price; the cost of a bond if quoted on a yield basis; normal settlement terms; rules for adjusting coupon rates; and how yields are quoted and calculated.
1137656771
Bond Markets: Structures and Yield Calculations
As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are such factors as calculation of prices, accrued interest, yields, and durations. Bond Markets compares and contrasts all major bond markets with particular attention to: how different instruments are normally quoted; how much accrued interest is payable by the buyer in addition to traded price; the cost of a bond if quoted on a yield basis; normal settlement terms; rules for adjusting coupon rates; and how yields are quoted and calculated.
200.0 In Stock
Bond Markets: Structures and Yield Calculations

Bond Markets: Structures and Yield Calculations

by Patrick J. Ryan
Bond Markets: Structures and Yield Calculations

Bond Markets: Structures and Yield Calculations

by Patrick J. Ryan

Hardcover

$200.00 
  • SHIP THIS ITEM
    Qualifies for Free Shipping
  • PICK UP IN STORE

    Your local store may have stock of this item.

Related collections and offers


Overview

As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are such factors as calculation of prices, accrued interest, yields, and durations. Bond Markets compares and contrasts all major bond markets with particular attention to: how different instruments are normally quoted; how much accrued interest is payable by the buyer in addition to traded price; the cost of a bond if quoted on a yield basis; normal settlement terms; rules for adjusting coupon rates; and how yields are quoted and calculated.

Product Details

ISBN-13: 9781579580872
Publisher: Taylor & Francis
Publication date: 01/01/1998
Pages: 102
Product dimensions: 6.00(w) x 9.00(h) x (d)

Table of Contents

Chapter 1 Introduction Chapter 2 Trade, Value and Settlement Dates Chapter 3 Accrued Interest Chapter 4 Measures of Life and Associated Calculations Chapter 5 Yields, Chapter 6 Floating Rate Note Calculations Chapter 7 Convertible Calculations Chapter 8 Warrants Chapter 9 Money Market Instruments Chapter 10 Miscellaneous Chapter 11 Bond Market Comparisons

From the B&N Reads Blog

Customer Reviews