BOND PRIMER

Ren-Raw Chen
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Ren-Raw Chen: Rutgers University, USA

Chapter 1 in Understanding and Managing Interest Rate Risks, 1996, pp 1-17 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:BOND VALUATION AND YIELD TO MATURITYConcept of ArbitrageBond ValuationYield to MaturityTHE TERM STRUCTURE OF INTEREST RATES OR YIELD CURVEShape of the Yield CurveThe Coupon IssueForward Rates and Forward PricesPrice-Yield RelationshipDURATION AND CONVEXITYDefinitionImmunization — The Use of Duration and Convexity

Keywords: Interest Rate Risk; Term Structure Models; Options; Futures; Hedging; Fixed Income Securities (search for similar items in EconPapers)
Date: 1996
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