Bond Markets: Structures and Yield Calculations

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AMACOM, 1998 - Business & Economics - 96 pages
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"Bond Markets compares and contrasts all major bond markets with particular attention to how different instruments are normally quoted, how much accrued interest is payable by the buyer in addition to traded price, the cost of a bond if quoted on a yield basis, normal settlement periods, rules for adjusting coupon rates, and how yields are quoted and calculated."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

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About the author (1998)

PATRICK J. BROWN, the well known financial mathematician, has worked in stockbroking and the capital markets for over 35 years. He has previously worked at Datastream and was a director of ISMA in London for a number of years. He was involved in developing the original EFFAS bond indices and has written the official guide to their construction. He has been the chairman of the European Bond Commission and the convenor of the ISO 15022 financial message standard working group. He is also the author of the ISMA publication "Bond Markets - Structures and Yield Calculations.

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