发帖
雷达卡
1 Introduction
2 The Time Value of Money
2.1 The Return Over a Time Unit
2.2 Discount Factors
2.3 Annuities
3 The Flat Yield Curve Concept
3.1 The Description of a Straight Bond
3.2 Yield Measures
3.3 Duration and Convexity
3.4 The Approximation of the Internal Rate of Return
3.4.1 The Direct Yield of a Portfolio
3.4.2 Different Approximation Scheme for the Internal Rate of Return
3.4.3 Macaulay Duration Approximation Versus Modified Duration Approximation
3.4.4 Calculating the Macaulay Duration
3.4.5 Numerical Illustrations
References
4 The Term Structure of Interest Rate
4.1 Spot Rate and the Forward Rate
4.3 Spot Rate and Yield Curve
6.1 Segmentation of the Yield Curve
7.1 Definition and Fundamental Properties
7.3 Recent Developments in the Benchmark Industry
7.4.3 Hedged Fixed-Income Indices
AppendicesReferences
Index
京公网安备 11010802022788号
