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ID:14366127
大小:34.09 MB
页数:338页
时间:2018-07-28
《[[特许金融分析师读书笔记].cfa.2008].cfa.-.fixed.income.securities.and.de.is.and.valuation》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、CONTENTSForeword.................................xiiiPreface...................................xvPARTONEINTRODUCTIONTOBONDS1TheBondInstrument3TheTimeValueofMoney......................................4BasicFeaturesandDefinitions..............................
2、....5PresentValueandDiscounting..................................6DiscountFactors............................................12BondPricingandYield:TheTraditionalApproach.................15BondPricing...............................................15BondYield
3、................................................19AccruedInterest..............................................27CleanandDirtyBondPrices..................................27Day-CountConventions......................................282BondInstrumentsandIntere
4、stRateRisk31Duration,ModifiedDuration,andConvexity.....................31Duration..................................................32PropertiesofMacaulayDuration...............................36ModifiedDuration..........................................37Con
5、vexity.................................................413BondPricingandSpotandForwardRates47Zero-CouponBonds..........................................47CouponBonds...............................................49BondPriceinContinuousTime...................
6、.............51FundamentalConcepts.......................................51StochasticRates............................................54CouponBonds.............................................56ForwardRates................................................57G
7、uaranteeingaForwardRate..................................57TheSpotandForwardYieldCurve..............................59CalculatingSpotRates.......................................60TermStructureHypotheses.....................................63TheExpectationsH
8、ypothesis..................................63LiquidityPremiumHypothesis.................................65SegmentedMarketsHypothesis................................654InterestRateModeling67BasicConcept
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