Handbook of Global Fixed Income Calculations

handbook of global fixed income calculations
The Handbook of Global Fixed Income Calculations provides a solid understanding of the standard formulas and conventions used for pricing and hedging in the global fixed income market. Wall Street professional Dragomir Krgin provides you with an up–to–date, informative, and detailed explanation for the calculation of measures as used by bond market participants around the world.
This invaluable book offers comprehensive coverage–on a global scale–of a number of fixed income calculation issues. Whether you′re an analyst, portfolio manager, or CIO, you′ll benefit from the straightforward conventions and formulas for calculating prices, yields, and other measures on periodic payment fixed income instruments that are presented in this book.
The Handbook of Global Fixed Income Calculations:
∗ Provides you with general price/yield formulas for periodic payment fixed income securities
∗ Shows you how to compute accrued interest (covers twenty–six countries)
∗ Offers sample calculations for periodic payment fixed income securities
∗ Demonstrates how to determine coupon dates for periodic payment fixed income securities
∗ Introduces you to cash flow calculations, forward pricing analysis, futures conversion factor, and futures analytics for U.S. securities, as well as foreign government bonds
The financial world does not carry many guarantees, but with the Handbook of Global Fixed Income Calculations you′re guaranteed to understand the standards and methodologies for fixed income calculations.

Spis treści:
General Price/Yield Formula: Periodic Payment Fixed Income Securities.
Accrued–Interest Calculations.
Other Calculations.
Sample Calculations: Periodic Payment Fixed Income Securities.
Determining Coupon Dates for Periodic Payment Fixed Income Securities.
Cash Flow Calculations.
Forward Pricing Analysis.
Conversion Factor.
Futures Analytics.
U.S. Securities.
Foreign Government Bonds.
Index.

Nota biograficzna:
DRAGOMIR KRGIN has been working for Merrill Lynch for fifteen years. He was in a debt analytics group where he developed fixed income analytics for Merrill Lynch, which is now used by the company′s trading, sales, and research employees throughout the world. He received a BS in mathematics, a BS in electrical engineering, and an MS in operation research and cybernetics, all in Yugoslavia.

Okładka tylna:
handbook of global fixed income calculations
The Handbook of Global Fixed Income Calculations provides a solid understanding of the standard formulas and conventions used for pricing and hedging in the global fixed income market. Wall Street professional Dragomir Krgin provides you with an up–to–date, informative, and detailed explanation for the calculation of measures as used by bond market participants around the world.
This invaluable book offers comprehensive coverage–on a global scale–of a number of fixed income calculation issues. Whether you′re an analyst, portfolio manager, or CIO, you′ll benefit from the straightforward conventions and formulas for calculating prices, yields, and other measures on periodic payment fixed income instruments that are presented in this book.
The Handbook of Global Fixed Income Calculations:
∗ Provides you with general price/yield formulas for periodic payment fixed income securities
∗ Shows you how to compute accrued interest (covers twenty–six countries)
∗ Offers sample calculations for periodic payment fixed income securities
∗ Demonstrates how to determine coupon dates for periodic payment fixed income securities
∗ Introduces you to cash flow calculations, forward pricing analysis, futures conversion factor, and futures analytics for U.S. s ecurities, as well as foreign government bonds
The financial world does not carry many guarantees, but with the Handbook of Global Fixed Income Calculations you′re guaranteed to understand the standards and methodologies for fixed income calculations.