Fundamentals of Financial Instruments. Sunil K. Parameswaran
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Название: Fundamentals of Financial Instruments

Автор: Sunil K. Parameswaran

Издательство: John Wiley & Sons Limited

Жанр: Ценные бумаги, инвестиции

Серия:

isbn: 9781119816638

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СКАЧАТЬ AND ZERO-COUPON BONDS THE HOLDING PERIOD YIELD TAXABLE EQUIVALENT YIELD CREDIT RISK BOND INSURANCE EQUIVALENCE WITH ZERO-COUPON BONDS SPOT RATES THE COUPON EFFECT BOOTSTRAPPING FORWARD RATES THE YIELD CURVE AND THE TERM STRUCTURE SHAPES OF THE TERM STRUCTURE THEORIES OF THE TERM STRUCTURE THE LIQUIDITY PREMIUM HYPOTHESIS THE MONEY SUBSTITUTE HYPOTHESIS THE MARKET SEGMENTATION HYPOTHESIS THE PREFERRED HABITAT THEORY THE SHORT RATE FLOATING RATE BONDS SIMPLE MARGIN BONDS WITH EMBEDDED OPTIONS CALLABLE BONDS YIELD TO CALL PUTABLE BONDS CONVERTIBLE BONDS USING SHORT RATES TO VALUE BONDS PRICE VOLATILITY A CONCISE FORMULA DURATION AND PRICE VOLATILITY PROPERTIES OF DURATION DOLLAR DURATION CONVEXITY A CONCISE FORMULA DOLLAR CONVEXITY PROPERTIES OF CONVEXITY IMMUNIZATION TREASURY AUCTIONS WHEN ISSUED TRADING PRICE QUOTES STRIPS INFLATION INDEXED BONDS COMPUTING PRICE GIVEN YIELD AND VICE VERSA IN EXCEL COMPUTING DURATION IN EXCEL NOTES

      13  CHAPTER 5: Money Markets INTRODUCTION MARKET SUPERVISION THE FEDERAL RESERVE SYSTEM KEY DATES IN THE CASE OF CASH MARKET INSTRUMENTS THE MODIFIED FOLLOWING BUSINESS DAY CONVENTION THE END/END RULE THE INTERBANK MARKET TYPES OF LOANS LIBOR LIBID SONIA TRANSITIONING FROM LIBOR INTEREST COMPUTATION METHODS TERM MONEY MARKET DEPOSITS MONEY MARKET FORWARD RATES FEDERAL FUNDS FEDERAL FUNDS VERSUS CLEARINGHOUSE FUNDS CORRESPONDENT BANKS: NOSTRO AND VOSTRO ACCOUNTS TREASURY BILLS REOPENINGS YIELDS ON DISCOUNT SECURITIES NOTATION DISCOUNT RATES AND T-BILL PRICES THE BOND EQUIVALENT YIELD (BEY) CASE A: TM < 182 DAYS THE MONEY MARKET YIELD CASE B: TM > 182 DAYS HOLDING PERIOD RETURN VALUE OF AN 01 CONCEPT OF CARRY CONCEPT OF A TAIL T-BILL RELATED FUNCTIONS IN EXCEL TBILLPRICE TBILLYIELD TBILLEQ DISC TREASURY AUCTIONS TYPES OF AUCTIONS RESULTS СКАЧАТЬ