Price loading...

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

Professional Finance

Price data last checked 103 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

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

Price History & Forecast

No Price Data Available

Price Distribution

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

Handbook of Fixed-Income Securities (Wiley Handbooks in Financial Engineering and Econometrics)

The Handbook of Fixed Income Securities, Ninth Edition (PROFESSIONAL FINANCE & INVESTM)

Fixed Income Securities: Tools for Today's Markets, 3rd Edition, University Edition: Tools for Today's Markets, University Edition: 626 (Wiley Finance)

Bond Math: The Theory Behind the Formulas (Wiley Finance)

Mathematical Finance

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Finance and Accounting for Lawyers, 2nd Edition

Formulas and Calculations for Drilling, Production, and Workover: All the Formulas You Need to Solve Drilling and Production Problems

Fixed Income Securities: Valuation, Risk, and Risk Management

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

Advances in Financial Planning and Forecasting: 11

An Introduction to Actuarial Mathematics: 14 (Mathematical Modelling: Theory and Applications, 14)

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

Standard & Poor's Fundamentals of Corporate Credit Analysis (PB)

Fixed Income Securities: 2 (Frank J. Fabozzi Series)

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

Routledge Demystifying Fixed Income Analytics Book

OneStream Foundation Handbook [Second Edition]

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

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Equity Valuation and Analysis