Bond Markets

Structures and Yield Calculations
1. Auflage 1998
ISBN: 978-1-57958-087-2
Verlag: Routledge

Buch, Englisch, 102 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 314 g

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.

Autoren/Hrsg.

Ryan, Patrick J.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Bereichsspezifisches Management Außenhandel
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationaler Handel

Inhaltsverzeichnis

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

Über Autor(innen)

Patrick J. Ryan (Author)