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BOND PORTFOLIO STATISTICS IN PRACTICEBOND PRICES AND YIELDS TO MATURITY IN A WORLD OF NO ARBITRAGEAN ACTUAL FLOATERTHE LIBOR FORWARD CURVE FOR OIS DISCOUNTINGSOME OTHER YIELD STATISTICSMONEY MARKET INTEREST RATESA REAL MARKET DISCOUNT CORPORATE RONDLIABILITY-DRIVEN INVESTINGHORIZON YIELDSDISCOUNT FACTORSLINKER TAXATIONAN INTUITIVE FORWARD CURVEBOND PORTFOLIO STATISTICS IN THEORYA SIMPLE FLOATER VALUATION MODELTRADITIONAL LIBOR DISCOUNTINGA REAL CORPORATE BONDAdd-On Rate, Actual/360THOUGHTS ON BOND PORTFOLIO STATISTICSBASIC BOND TAXATIONCURVE DURATION AND CONVEXITYPREMIUM BONDSMUNICIPAL BONDSTHE STORY OF TIGRS, CATS, LIONS, AND STRIPSCLOSING THOUGHTS: TARGET-DURATION ROND FUNDS ICALCULATING AND USING IMPLIED SPOT (ZERO-COUPON) RATESYIELD DURATION AND CONVEXITY RELATIONSHIPSACTING ON A RATE VIEWMONEY MARKET DISCOUNT RATESBLOOMBERG YIELO BURATION ANB CONVEXITYMARKET DISCOUNT BONDSIMMUNIZATION IMPLEMENTATION ISSUESYIELD DURATIONSOME USES OF YIELD-TO-MATURITY STATISTICS IMoney Market Interest RatesPreface to the First EditionPrices and Yields on Coupon BondsMARKET DEMAND AND SUPPLYAdd-On Rate, Actual/370FLOATING-RATE NOTES IN GENERALBond StrategiesCLASSIC IMMUNIZATION THEORYTHE RELATIONSHIP BETWEEN YIELD DURATION AND MATURITYINTEREST RATES IN TEXTR00K THEORYDiscount Rate, Actual/360MORE APPLICATIONS FOR THE IMPLIED SPOT AND FORWARD CURVESAdd-On Rate, Actual/365ACCURATE IMPLIED FORWARD RATESCHANGES IN BOND PRICES AND YIELDSINFLATION-INDEXED BONDS: C LINKERS AND P-LINKERSCLASSIC THEORIES OF THE TERM STRUCTURE OF INTEREST RATESINTEREST RATE FORWARDS AND FDTDRESMONEY MARKET ADD-ON RATESINTEREST RATE SWAP DURATIONPreface to the Second EditionTechnical AppendixLINKER DURATIONORIGINAL ISSUE DISCOUNT BONDSAdd-On Rate, 30/360THE FUTURE: HUURLY INTEREST RATES?Yield CurvesTREASURY BILL AUCTION RESULTSOIS DISCOUNTINGA REAL BOND PORTFOLIOA HISTORY LESSON ON MONEY MARKET CERTIFICATESBOND PRICING BETWEEN COUPON DATESYIELD CONVEXITYInterest Rate SwapsCREDIT SPREADS AND THE IMPLIED PROBABILITY OF DEFAULTA SOMEWHAT MORE COMPLEX FLOATER VALUATION MODELFloaters and linkersZero-Coupon BondsAN INTEREST RATE SWAP OVERLAY STRATEGYBond PortfoliosCOLLATERALIZED SWAPSIMPLIED PROBABILITY OF DEFAULT ON COUPON BONDSMONEY MARKET IMPLIED FORWARD RATESVALUING AN INTEREST RATE SWAPTWO CASH FLOWS, MANY MONEY MARKET RATESPERIODICITY CONVERSIONSYIELDS TO MATURITY ON ZERO-COUPON RONDSINFERRING THE FORWARD CURVEHORIZON YIELDS AND HOLDING-PERIOD RATES OF RETURNDuration and ConvexityPRICING AN INTEREST RATE SWAPBond Taxation
 
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