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TREASURY AND FEDERALLY SPONSORED
PRICING OF BONDS
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6-month annual interest rate assumed basis points bond market bond price bond selling bond's bondholder call option callable bond cash flow cash market Chapter common stock computed convertible bond corporate bond coupon interest payments coupon payments coupon rate coupon Treasury dealer discount dollar duration equation Eurodollar example Exhibit expiration date Fabozzi floating-rate future value futures contract futures price hedge interest-on-interest investor issuer loan long put loss Macaulay duration market yield maturity value modified duration money manager monthly mortgage payment months mortgage balance mortgage rate mortgage-backed securities municipal bonds noncallable bond option price option-free bond periodic interest rate pool portfolio manager premium prepayment rate present value price volatility Probus Publishing profit purchase put option realized compound yield reinvestment rate required yield semiannual strike price swap term theoretical spot rate Treasury bill Treasury bond Treasury securities underlying instrument yield curve yield spread yield to call yield to maturity zero-coupon bond