The Handbook of Global Fixed Income Calculations
| Author | : | |
| Rating | : | 4.53 (774 Votes) |
| Asin | : | 0471218359 |
| Format Type | : | paperback |
| Number of Pages | : | 379 Pages |
| Publish Date | : | 2017-12-02 |
| Language | : | English |
DESCRIPTION:
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. Filled with expert advice and proven techniques, 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 Continuing down the path of global fixed income calculations, this co
The best reference for non-option theoretic bond analytics. The best reference for non-option theoretic bond analyticsThis book is no walk in the park; it is very detailed and very precise.This is exactly what you want when using these calculations to analyze investments.Dragomir's calculations are consistent with the analytics on Bloomberg used by institutional traders and money managers. I refer to it when. RR said Outdated and poorly structured.. This is not worth the money. Nothing more than poorly described basic formulas with the absolute worst notation. You'll have better luck cobbling together what this book SHOULD be from various sources, e.g., The Treasury Bond Basis.
. He received a BS in mathematics, a BS in electrical engineering, and an MS in operation research and cybernetics, all in Yugoslavia. 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 use
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. Comprising nearly 100 titles--which include numerous bestsellers--The Frank J. Frank J. Currently, Dr. 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. 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. John Wiley & Sons, Inc. 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. The most valuable guide to operating within the global fixed income securities arena This book provides comprehensive coverage of the calculations of price