Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .
Look up keyword or section
Like this

Table Of Contents

Fixed Income Securities
Compounding & Discounting
Time Value of Money
Compounding Frequency
Simple Interest
Zero Coupon Bond Spot Rate
Pricing a Zero
Simple Coupon Bond Pricing
Yield to Maturity
Treasury Securities
Treasury Markets
Treasury Bill Quotations
Treasury Bill Pricing
Bond Equivalent Yield (BEY)
Gilts, US Treasury Notes and Bonds
Treasury Coupon Bonds
Coupon Bonds: Accrued Interest
Clean and Dirty Prices
Coupon Bonds
Coupon Bond Yields
Coupon Bond Yield
The Yield Curve
Yield Curve Example
Building a Yield Curve
Forward Rates
Forward Contracts
FRA Contract
FRA Settlement
Money Market Instruments
LIBOR Spot Rates
Forward LIBOR Rates
Forward rates Using Discount Factors
Other Money Market Instruments
Repo Markets
Trading Applications
Customer Arbs
Reverses to Maturity
Reverse to Maturity
Lab: Figuring the Tail
Figuring the Tail
Cash and Carry Trade
Cash & Carry Trade - Example
Cash & Carry Trade - Solution
Interest Rate Futures
Eurodollar Futures
A Generic Swaps Structure
Vanilla Swap Structure
Vanilla Swap Quotes
Swap Quotes
Swap Pricing
Swap Pricing Formula
Lab: Pricing a Vanilla Swap
Key Steps
Step 1: Cash Flow Projections
Step 2: Discounting Cash Flows
PV Floating Side
Swap Price
Buyer: Net Exposure
Swap Spreads
Uses of Swaps
Lower Fixed Rate Financing
Sources of Arbitrage
Sources of Swap Arbitrage
Yield Curve Plays
Asset Liability Matching
Swaps - Summary
0 of .
Results for:
No results containing your search query
P. 1
Fixed Income Securities

Fixed Income Securities

Ratings: (0)|Views: 1,565 |Likes:
Published by api-3701116

More info:

Published by: api-3701116 on Oct 16, 2008
Copyright:Attribution Non-commercial


Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less





You're Reading a Free Preview
Pages 4 to 10 are not shown in this preview.
You're Reading a Free Preview
Pages 14 to 76 are not shown in this preview.
You're Reading a Free Preview
Pages 80 to 103 are not shown in this preview.

Activity (43)

You've already reviewed this. Edit your review.
1 hundred reads
1 thousand reads
Stephanie Li liked this
Ankita Jain liked this
Esha Shah liked this
nag85 liked this
goldi0172 liked this
vikas049 liked this
koalaisc liked this

You're Reading a Free Preview

/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->