October 2010
Beginner
472 pages
10h 49m
English
Content preview from An Introduction to Bond Markets, Fourth Edition
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INDEX
30/360 day-count convention
30E/360 day-count convention
30E+/360 day-count convention
abbreviations’ list
ABCP see asset-backed commercial paper
ABN Amro Hoare Govett Sterling Bonds Limited
ABSs see asset-backed securities
acceptance financing, definition
accountabilities, risk management
accreting (step-up) swaps, definition
accretion factors, concepts
accrued interest
see also clean prices; day-count conventions; dirty prices
concepts
definition
formula
active fund management
concepts
definition
actual default, definition
actual/360 day-count convention
actual/365 fixed day-count convention
actual/actual (act/act) day-count convention
adjusted prices, FRN concepts
adjusted simple margin-method approach, FRN concepts
AIG
all-in prices see dirty prices
ALM see asset and liability management
American options
see also options
concepts
definition
amortising MTNs
amortising (pass-through) SPV structures, concepts
amortising swaps, definition
announcement dates, Eurobonds
annual equivalent interest rates
annual interest payments
see also coupons
concepts
conversion procedures
annuities
concepts
definition
formula
indexed-annuity bonds
annuity bonds see perpetual/irredeemable bonds
anti-dilution clauses, convertible bonds
arbitrage considerations
basis trading
bond prices
futures contracts
options pricing
TRSs
yield curves
Argentina debt default
Asian corrections of 1998
Asian options, definition
asset allocations, active fund management
asset and liability management (ALM) ...
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