LEADER 05130nam 2200697 a 450 001 9910139632503321 005 20170814175859.0 010 $a1-118-10316-5 010 $a1-283-17524-X 010 $a9786613175243 010 $a1-118-26800-8 010 $a0-470-87921-1 035 $a(CKB)2550000000041092 035 $a(EBL)693842 035 $a(SSID)ssj0000521220 035 $a(PQKBManifestationID)11330802 035 $a(PQKBTitleCode)TC0000521220 035 $a(PQKBWorkID)10517386 035 $a(PQKB)11299033 035 $a(MiAaPQ)EBC693842 035 $a(CaSebORM)9781576603062 035 $a(OCoLC)747426526 035 $a(PPN)170229467 035 $a(EXLCZ)992550000000041092 100 $a20110124d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aBond math$b[electronic resource] $ethe theory behind the formulas /$fDonald J. Smith 205 $a1st edition 210 $aHoboken, N.J. $cWiley$dc2011 215 $a1 online resource (290 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a1-57660-306-7 320 $aIncludes bibliographical references and index. 327 $aBOND 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; Changes in Bond Prices and Yields 327 $aCredit Spreads and the Implied Probability of DefaultConclusion; CHAPTER 3 Prices and Yields on Coupon Bonds; Market Demand and Supply; Bond Prices and Yields to Maturity in a World of No Arbitrage; Some Other Yield Statistics; Horizon Yields; Some Uses of Yield-to-Maturity Statistics; Implied Probability of Default on Coupon Bonds; Bond Pricing between Coupon Dates; A Real Corporate Bond; Conclusion; CHAPTER 4 Bond Taxation; Basic Bond Taxation; Market Discount Bonds; A Real Market Discount Corporate Bond; Premium Bonds; Original Issue Discount Bonds; Municipal Bonds; Conclusion 327 $aCHAPTER 5 Yield CurvesAn Intuitive Forward Curve; Classic Theories of the Term Structure of Interest Rates; Accurate Implied Forward Rates; Money Market Implied Forward Rates; Calculating and Using Implied Spot (Zero-Coupon) Rates; More Applications for the Implied Spot and Forward Curves; Conclusion; CHAPTER 6 Duration and Convexity; Yield Duration and Convexity Relationships; Yield Duration; The Relationship between Yield Duration and Maturity; Yield Convexity; Bloomberg Yield Duration and Convexity; Curve Duration and Convexity; Conclusion; CHAPTER 7 Floaters and Linkers 327 $aFloating-Rate Notes in GeneralA Simple Floater Valuation Model; An Actual Floater; Inflation-Indexed Bonds: C-Linkers and P-Linkers; Linker Taxation; Linker Duration; Conclusion; CHAPTER 8 Interest Rate Swaps; Pricing an Interest Rate Swap; Interest Rate Forwards and Futures; Inferring the Forward Curve; Valuing an Interest Rate Swap; Interest Rate Swap Duration and Convexity; Conclusion; CHAPTER 9 Bond Portfolios; Bond Portfolio Statistics in Theory; Bond Portfolio Statistics in Practice; A Real Bond Portfolio; Thoughts on Bond Portfolio Statistics; Conclusion; CHAPTER 10 Bond Strategies 327 $aActing on a Rate ViewAn Interest Rate Swap Overlay Strategy; Classic Immunization Theory; Immunization Implementation Issues; Liability-Driven Investing; Closing Thoughts: Target-Duration Bond Funds; Technical Appendix; Acronyms; Bibliographic Notes; About the Author; Acknowledgments; Index 330 $aA guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think about and use bond math. Author Donald J. Smith, a professor at Boston University and an experienced executive trainer, covers in detail money market rates, periodicity conversions, bond yields to maturity and horizon yields, the implied probability of default, after-tax rates of r 410 0$aWiley finance series. 606 $aBonds$xMathematical models 606 $aInterest rates$xMathematical models 606 $aZero coupon securities 615 0$aBonds$xMathematical models. 615 0$aInterest rates$xMathematical models. 615 0$aZero coupon securities. 676 $a332.63/2301519 676 $a332.632301519 700 $aSmith$b Donald J.$f1947-$0978653 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910139632503321 996 $aBond math$92230593 997 $aUNINA LEADER 00985nam a2200253 i 4500 001 991001509319707536 005 20020507130753.0 008 011011s|||| sz ||| | eng 020 $a9221108317 035 $ab10230695-39ule_inst 035 $aLE02987475$9ExL 040 $aISUFI - Sett. Diritti e Politiche Euromediterranee$bita 082 0 $a331 110 2 $aInternational Labour Office$0245012 245 10$aWorld labour report 2000 :$bincome security and social protection in a changing world /$cInternational Labour Office 260 $aGeneva :$bInternational Labour Office,$cc2000 300 $axiv, 321 p. ;$c30 cm. 650 4$aLavoro$xRapporto annuale 907 $a.b10230695$b04-10-06$c27-06-02 912 $a991001509319707536 945 $aLE029 331 ILO01.02$g1$iLE029-2898$lle029$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i10280546$z27-06-02 996 $aWorld labour report 2000$9207748 997 $aUNISALENTO 998 $ale029$b01-01-01$cm$da $e-$feng$gsz $h0$i1 LEADER 01120cam a2200277 a 4500 001 991000609099707536 008 100223s 000 0 eng d 020 $a0521855993 (hbk) 020 $a0521671884 (pbk.) 035 $ab13883690-39ule_inst 040 $aDip.to Filologia Ling. e Lett.$bita 082 00$a822.3/3 100 1 $aSmith, Emma$0318060 245 14$aThe Cambridge introduction to Shakespeare /$cEmma Smith 260 $aCambridge, UK ;$aNew York :$bCambridge University Press,$c2007 300 $aix, 166 p. :$bill. ;$c24 cm. 440 0$aCambridge introductions to literature 504 $aInclude bibliografia (p. 157-161) e indice 600 10$aShakespeare, William,$d1564-1616$vManuali 600 10$aShakespeare, William,$d1564-1616$xCritica e interpretazione 907 $a.b13883690$b28-01-14$c23-02-10 912 $a991000609099707536 945 $aLE008 FL.M. 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