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cover of the book Bond Math: the Theory Behind the Formulas

Ebook: Bond Math: the Theory Behind the Formulas

Author: Smith Donald J

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07.02.2024
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""BOND MATH""; ""Contents""; ""Preface""; ""CHAPTER 1 MoneyMarket Interest Rates""; ""Interest Rates in Textbook Theory""; ""Money Market Add-on Rates""; ""Money Market Discount Rates""; ""Two Cash Flows, Many Money Market Rates""; ""A History Lesson on Money Market Certificates""; ""Periodicity Conversions""; ""Treasury Bill Auction Results""; ""The Future: Hourly Interest Rates?""; ""Conclusion""; ""CHAPTER 2 Zero-Coupon Bonds""; ""The Story of TIGRS, CATS, LIONS, and STRIPS""; ""Yields to Maturity on Zero-Coupon Bonds""; ""Horizon Yields and Holding-Period Rates of Return""
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