The Handbook of Global Fixed Income Calculations

1. Auflage 2002
ISBN: 978-0-471-21835-7
Verlag: WILEY

Buch, Englisch, 400 Seiten, Format (B × H): 170 mm x 226 mm, Gewicht: 653 g

Reihe: Frank J. Fabozzi Series

The most valuable guide to operating within the global fixed income securities arena
This book provides comprehensive coverage of the calculations of price, accrued interest, yield measures, sensitivity measures, forward price, futures analytics, and more. The techniques described are relevant to any developed country in the world and the details provided will help financial professionals sort out and utilize the many tools available within this area.
Dragomir Krgin (Jersey City, NJ) developed fixed income analytics for Merrill Lynch, which are now used by the company's trading, sales, and research people throughout the world.
John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles--which include numerous bestsellers--The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series.
Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Autoren/Hrsg.

Krgin, Dragomir

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Wirtschaftliche Globalisierung

Inhaltsverzeichnis

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.

Über Autor(innen)

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.