Bond Markets
Structures and Yield Calculations
1st Edition
Published on 25. November 2020
102 pages
978-1-135-93142-1 (ISBN)
Description
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.
More details
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
ISBN-13
978-1-135-93142-1 (9781135931421)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Book
01/1998
1st Edition
Routledge
€230.70
Shipment within 3-4 weeks
Person
Patrick J. Ryan (Author)
Content
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
