LEADER 00927nam a2200277 i 4500 001 991003534939707536 005 20021217151938.0 008 020919s1973 it 000 0 ita d 035 $ab11826538-39ule_inst 035 $aLE00302557$9ExL 040 $aDip.to Biologia$beng 082 0 $a612.4 100 1 $aBarnabei, Ottavio$091033 245 14$aGli ormoni /$cOttavio Barnabei 260 3 $aBologna :$bZanichelli,$cc1973 300 $aviii, 103 p., [4] c. di tav. :$bill. ;$c19 cm 490 0 $aBiblioteca di scienze naturali ;$v4 650 4$aEndocrinology 650 4$aHormones 650 4$aPlant hormones 907 $a.b11826538$b27-04-17$c18-12-02 912 $a991003534939707536 945 $aLE003 612.4 BAR01.01 (1973)$g1$i2003000032123$lle003$o-$pE0.00$q-$rl$s- $t0$u1$v0$w1$x0$y.i12076740$z18-12-02 996 $aOrmoni$9396779 997 $aUNISALENTO 998 $ale003$b01-01-02$cm$da $e-$fita$git $h4$i1 LEADER 05160nam 2200589 450 001 9910787126703321 005 20200520144314.0 010 $a1-118-86629-0 035 $a(CKB)3710000000277350 035 $a(EBL)1834783 035 $a(MiAaPQ)EBC1834783 035 $a(Au-PeEL)EBL1834783 035 $a(CaPaEBR)ebr10976520 035 $a(OCoLC)897775716 035 $a(EXLCZ)993710000000277350 100 $a20141118h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aBond math $ethe theory behind the formulas /$fDonald J. Smith 205 $aSecond edition. 210 1$aHoboken, New Jersey :$cWiley,$d2014. 210 4$d2014 215 $a1 online resource (307 p.) 225 1 $aWiley Finance Series 300 $aIncludes index. 311 $a1-118-86632-0 327 $aBond Math; Contents; Preface to the Second Edition; Preface to the First Edition; CHAPTER 1 Money Market Interest Rates; Interest Rates in Textbook Theory; Money Market Add-On Rates; Money Market Discount Rates; Two Cash Flows, Many Money Market Rates; Add-On Rate, Actual/360; Add-On Rate, Actual/365; Add-On Rate, 30/360; Add-On Rate, Actual/370; Discount Rate, Actual/360; 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 327 $aYields to Maturity on Zero-Coupon BondsHorizon Yields and Holding-Period Rates of Return; Changes in Bond Prices and Yields; Credit Spreads and the Implied Probability of Default; Conclusion; 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 327 $aA Real Market Discount Corporate BondPremium Bonds; Original Issue Discount Bonds; Municipal Bonds; Conclusion; CHAPTER 5 Yield Curves; An 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; Discount Factors; Conclusion; CHAPTER 6 Duration and Convexity; Yield Duration and Convexity Relationships; Yield Duration; The Relationship between Yield Duration and Maturity; Yield Convexity 327 $aBloomberg Yield Duration and ConvexityCurve Duration and Convexity; Conclusion; CHAPTER 7 Floaters and Linkers; Floating-Rate Notes in General; A Simple Floater Valuation Model; A Somewhat More Complex 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; Collateralized Swaps; Traditional LIBOR Discounting; OIS Discounting 327 $aThe LIBOR Forward Curve for OIS DiscountingConclusion; 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; Acting on a Rate View; An 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; About the Companion Website; Index; EULA 330 $aA bond calculation quick reference, complete with context and application insights Bond Math is a quick and easy resource that puts the intricacies of bond calculations into a clear and logical order. This simple, readable guide provides a handy reference, teaching the reader how to think about the essentials of bond math. Much more than just a book of formulas, the emphasis is on how to think about bonds and the associated math, with plenty of examples, anecdotes, and thought-provoking insights that sometimes run counter to conventional wisdom. This updated second edition includes popular Blo 410 0$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 686 $aBUS036000$2bisacsh 700 $aSmith$b Donald J.$f1947-$01344549 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910787126703321 996 $aBond math$93069604 997 $aUNINA