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Well organized to cover critical topics in fixed income, handbook of fixedincome securities is divided into eight main sections that feature. Background 1 overview of the types and features of fixed income securities frank j. Because debt instruments can have a different par value, the practice is to quote the price of a debt instrument as a percentage of its par value. The relative pricing of fixed income securities with fixed cash flows 1 chapter 1 bond prices, discount factors, and arbitrage 3 the time value of money 3 treasury bond quotations 4 discount factors 6 the law of one price 8 arbitrage and the law of one price 10 treasury strips 12 appendix 1a deriving the replicating portfolio 17 appendix 1b. Save up to 80% by choosing the etextbook option for isbn.
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