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  • Produktbild: An Introduction to Bond Markets
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An Introduction to Bond Markets

Aus der Reihe Securities and Investment Institute

76,99 €

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

25.10.2010

Verlag

John Wiley & Sons

Seitenzahl

480

Maße (L/B/H)

22,9/15,2/2,6 cm

Gewicht

692 g

Auflage

4th edition

Sprache

Englisch

ISBN

978-0-470-68724-6

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

25.10.2010

Verlag

John Wiley & Sons

Seitenzahl

480

Maße (L/B/H)

22,9/15,2/2,6 cm

Gewicht

692 g

Auflage

4th edition

Sprache

Englisch

ISBN

978-0-470-68724-6

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: An Introduction to Bond Markets
  • Produktbild: An Introduction to Bond Markets
  • Foreword.
     
    Preface.
     
    Preface to the First Edition.
     
    About the author.
     
    1 INTRODUCTION TO BONDS.
     
    Description.
     
    Outline of market participants.
     
    Bond analysis.
     
    Financial arithmetic: the time value of money.
     
    Present value and discounting.
     
    Discount factors and boot-strapping the discount function.
     
    Bond pricing and yield: the traditional approach.
     
    Bond pricing.
     
    Bond yield.
     
    Accrued interest.
     
    Clean and dirty bond prices.
     
    Day-count conventions.
     
    Illustrating bond yield using Excel spreadsheets.
     
    Bibliography.
     
    2 THE YIELD CURVE, SPOT AND FORWARD YIELDS.
     
    The yield curve.
     
    Yield-to-maturity yield curve.
     
    The par yield curve.
     
    The zero-coupon (or spot) yield curve.
     
    The forward yield curve.
     
    Theories of the yield curve.
     
    Spot rates.
     
    Discount factors and the discount function.
     
    The boot-strapping method: deriving the theoretical zero-coupon (spot) rate curve.
     
    Mathematical relationship.
     
    Implied forward rates.
     
    Understanding forward rates.
     
    The term structure of interest rates.
     
    Bibliography.
     
    3 BOND INSTRUMENTS AND INTEREST-RATE RISK.
     
    Duration, modified duration and convexity.
     
    Duration.
     
    Properties of Macaulay duration.
     
    Modified duration.
     
    Convexity.
     
    Bibliography.
     
    4 FLOATING-RATE NOTES AND OTHER BOND INSTRUMENTS.
     
    Floating-rate notes.
     
    Synthetic convertible note.
     
    Description.
     
    Investor benefits.
     
    Interest differential notes.
     
    Example of IDN.
     
    Benefits to investors.
     
    Convertible quanto note.
     
    Example of Japanese equity note.
     
    Bibliography.
     
    5 THE MONEY MARKETS.
     
    Introduction.
     
    Securities quoted on a yield basis.
     
    Money market deposits.
     
    Certificates of deposit.
     
    CD yields.
     
    Securities quoted on a discount basis.
     
    Treasury bills.
     
    Banker's acceptances.
     
    Eligible banker's acceptance.
     
    Commercial paper.
     
    Commercial paper programmes.
     
    Commercial paper yields.
     
    Asset-backed commercial paper.
     
    Repo.
     
    Definition.
     
    The classic repo.
     
    Examples of classic repo.
     
    The sell/buy-back.
     
    Examples of sell/buy-back.
     
    Repo collateral.
     
    Legal treatment.
     
    Margin.

    Variation margin.
     
    5.A Currencies using money market year base of 365 days.
     
    6 THE EUROBOND MARKET.
     
    Eurobonds.
     
    Foreign bonds.
     
    Eurobond instruments.
     
    Conventional bonds.
     
    Floating rate notes.
     
    Zero-coupon bonds.
     
    Convertible bonds.
     
    The issue process: market participants.
     
    The borrowing parties.
     
    The underwriting lead manager.
     
    The co-lead manager.
     
    Investors.
     
    Fees, expenses and pricing.
     
    Fees.
     
    Expenses.
     
    Pricing.
     
    Issuing the bond.
     
    The grey market.
     
    Alternative issue procedures.
     
    Covenants.
     
    Trust services.
     
    Depositary.
     
    Paying agent.
     
    Registrar.
     
    Trustee.
     
    Custodian.
     
    Form of the bond.
     
    Temporary global form.
     
    Permanent global bond.
     
    Definitive form.
     
    Registered bonds.
     
    Fiscal agent.
    &