The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities and Interest Rate Derivatives covers:*Debt Securities and Markets*Money Market*Bond Market in India*Primary Market in G-Secs*Secondary Market*Interest Rate Derivatives*Market Practices and Data SourcesCD-ROM contains excel worksheets for calculating price yields, cash flows, amortising swaps, etc.To understand the issue better, let us calculate the ccr equivalent of 10% p.a. compounded annually (i.e. /Al(1.10)). ... An investor has purchased a bond of the following parameters: (a) maturity: exact 2 years from date of purchase, which is 22nanbsp;...
|Title||:||Handbook of Debt Securities and Interest Rate Derivatives|
|Author||:||A V Rajwade|
|Publisher||:||Tata McGraw-Hill Education - 2007|