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Money Market Bond Calculations (Vol 1)

Marcia Stigum

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ISBN 10: 1556234767 / ISBN 13: 9781556234767
Published by McGraw-Hill, 1996
Condition: Good Hardcover
From Books Express (Portsmouth, NH, U.S.A.)

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Bibliographic Details

Title: Money Market Bond Calculations (Vol 1)

Publisher: McGraw-Hill

Publication Date: 1996

Binding: Hardcover

Book Condition: Good

Edition: 1.

About this title


The long-awaited companion to The Money Market, Money Market and Bond Calculations is the first book to give precise and thorough explanations for valuing fixed-income instruments throughout the world. Among the many topics covered: Discount paper; Interest-payment and day-count conventions; Interest-bearing paper; Comparing rates on a directly equivalent basis; Zero-coupon bonds; Floating-rate instruments; Floating rate notes; The measure of bond yield; Duration; covered interest arbitrage; Payment in kind (PIK) bonds.

About the Author:

Marcia Stigum is president of Stigum and Associates, Ltd., a money market consulting firm.

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