IntroductiontoFixedIncomeAnalytics_Relat.epub

Table of Contents Title Page Copyright Page Dedication Preface About the Authors CHAPTER 1 - Time Value of Money FUTURE VALUE OF A SINGLE CASH FLOW PRESENT VALUE OF A SINGLE CASH FLOW COMPOUNDING/DISCOUNTING WHEN INTEREST IS PAID MORE THAN ANNUALLY FUTURE AND PRESENT VALUES OF AN ORDINARY ANNUITY YIELD (INTERNAL RATE OF RETURN) CONCEPTS PRESENTED IN THIS CHAPTER (IN ORDER OF PRESENTATION) APPENDIX: COMPOUNDING AND DISCOUNTING IN CONTINUOUS TIME QUESTIONS CHAPTER 2 - Yield Curve Analysis A BOND IS A PACKAGE OF ZERO-COUPON INSTRUMENTS THEORETICAL SPOT RATES FORWARD RATES DYNAMICS OF THE YIELD CURVE CONCEPTS PRESENTED IN THIS CHAPTER (IN ORDER OF PRESENTATION) QUESTIONS CHAPTER 3 - Day Count Conventions and Accrued Interest QUESTIONS CHAPTER 6 - Analysis of Floating Rate Securities GENERAL FEATURES OF FLOATERS VALUING A RISKY FLOATER VALUATION OF FLOATERS WITH EMBEDDED OPTIONS MARGIN MEASURES CONCEPTS PRESENTED IN THIS CHAPTER (IN ORDER OF PRESENTATION) QUESTIONS CHAPTER 7 - Valuation of Bonds with Embedded Options OVERVIEW OF THE VALUATION OF BONDS WITH EMBEDDED OPTIONS OPTION-ADJUSTED SPREAD AND OPTION COST LATTICE ......