Bond Valuation, Yield Measures and the Term Structure

Bond Valuation, Yield Measures and the Term Structure covers the fundamentals of fixed income securities. The essentials of plain vanilla bonds, zero coupon bonds, and callable and convertible bonds are discussed. The book also covers issues of day-count conventions and accrued interest. The book further dwells on: • Yield measures • Yield to maturity and its variations • Yield to call and portfolio yield