£132.76

Standard Securities Calculation Methods - Fixed Income Securities Formulas for Analytic Measures: Volume 2

Professional Finance

Price data checked 3 days ago

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£133 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 88 days · 88 data points

Historical

Generating forecast…

Price Distribution

Price distribution over 88 days • 1 price levels

Days at Price

Price Analysis

Most common price: £133 (88 days, 100.0%)

Price range: £133 - £133

Price levels: 1 different prices over 88 days

Description

Revised and Updated for 2022. This Fourth Edition of Volume 2 is an update of the 1996 edition, including additional new material. Volume 2 of the Standard Securities Calculation Methods books presents a compilation of formulas for the calculation of analytics for the current diversity of fixed income securities. The formulas and methods presented here provide for the uniform calculation and application of these analytics across fixed income security types. This book is organized in nine basic sections: (1) General Calculation Considerations, (2) Determining Coupon Payment Dates, (3) Determining Component Parts of a Coupon Period, (4) Day Count Calculations, (5) Accrued Interest, (6) Cash Flows, (7) Time to Cash Flow, (8) Analytics, and (9) Benchmarks. The general approach for the computations is to first determine the future cash flows for a particular security; then, any of the formulas in the Analytics section (yields, duration, convexity, average life, tax affected yields, change in price, and total return) can be calculated. In this way, diverse securities with known cash flows can be compared on an equal footing, without considering their possibly different day count methodologies, coupon frequencies, simple interest formulas, ex-dividends, etc. New and updated in the Fourth Edition: Cash flow generation formulas have been added for Payment in Kind (PIK) securities. The 30/360 Day Count Basis methodology has been adjusted to consider coupon payment cycles (End-of-Month rule). A section detailing how to calculate the component parts of a period has been added. All of the calculation examples and Benchmarks have been updated to reflect current generally accepted practices and calculation rules.

Product Specifications

Format: paperback
ASIN: B09V3X4Y8K
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 08 March 2022
Listed Since: 09 March 2022

Barcode

No barcode data available

Standard Securities Calculation Methods - Fixed Income Securities Formulas for Analytic Measures: Volume 2

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Standard Securities Calculation Methods - Fixed Income Securities Formulas for Analytic Measures: Volume 2

Standard Securities Calculation Methods - Fixed Income Securities Formulas for Price, Yield, and Accrued Interest: Volume 1

Standard Securities Calculation Methods - Fixed Income Securities Formulas for Price, Yield, and Accrued Interest: Volume 1

Inside the Yield Book: The Classic That Created the Science of Bond Analysis: 607 (Bloomberg Financial)

McGraw-Hill Handbook of Fixed Income Securities - 9th Edition

McGraw-Hill Handbook of Fixed Income Securities 8th Ed - Used

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide (The Wiley Finance Series)

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics Series)

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series)

Wiley Fixed Income Securities 3rd Edition - University Edition

Routledge Demystifying Fixed Income Analytics Book

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics Series)

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Mastering Financial Calculations: A step-by-step guide to the mathematics of financial market instruments (3rd Edition) (The Mastering Series)

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies: 237 (The Wiley Finance Series)

Wiley Fixed Income Analysis - CFA Institute Investment Series

Fixed Income Securities and Derivatives Handbook: Analysis and Valuation: 95 (Bloomberg Financial)

Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives

Wiley Fixed Income Securities: Valuation, Risk and Management

Fixed Income Securities: Concepts and Applications

Yield Curves and Forward Curves for Diffusion Models of Short Rates

Corporate Bonds: Structure and Analysis: 11 (Frank J. Fabozzi Series)

Investment Mathematics for Finance and Treasury Professionals: A Practical Approach: 1 (Wiley/Treasury Management Association Series)