Magic Numbers for Bonds and Derivatives

14.12.2004

Englisch

9780470821398

John Wiley & Sons

Nein

Peter Temple

250

1

Gebundene Ausgabe

How to Calculate the 25 Key Ratios for Investing Success

Peter Temple has spent 34 years working in or writing about investments and financial markets. After an 18-year career in fund management and stock-broking, he became a full-time writer in 1988. He has written more than a dozen books about finance and investing, mainly aimed at private investors, including Magic Numbers: The 33 Key Ratios That Every Investors Should Know and Magic Numbers for Stock Investors. He has also written books about hedge funds, private equity, financial derivatives, economic statistics, and a guide to using the internet to gather investment information. His articles appear widely in financial publications such as London's Financial Times and Investors' Chronicle. He and his wife live and work in part of a converted 18th century water mill in the Lake District National Park in Northern England.

Acknowledgments. Introduction. PART ONE: BOND "MAGIC NUMBERS"-- BASICS. 1. Compounding. 2. Discounting. 3. Accrued Interest. 4. Running Yield. 5. Redemption Yield. 6. Yield on a Zero-Coupon Bond. 7. Yield to Worst. 8. Redemption Yield on an Index-Linked Bond. PART TWO: BOND "MAGIC NUMBERS"--ANALYSIS. 9. Yield Spreads. 10. Yield Curve. 11. Duration. 12. Macaulay Duration. 13. Basis-Point Value. 14. Convexity and Convexity Adjustmant. PART THREE: FUTURES AND OPTIONS "MAGIC NUMBERS". 15. Volatility. 16. Fair Value of a Future. 17. Fair Value of an Option. 18. Time Value and Intrinsic Value of an Option. 19. Delta and Gamma. 20. Vega, Rho and Theta. 21. Returns on Covered Call Writing. 22. The Put-Call Ratio. PART FOUR: CONVERTIBLES AND WARRANTS "MAGIC NUMBERS". 23. Convertible Bonds--Conversion Premium and Payback. 24. Breakeven Rate and Capital Fulcrum Point. 25. Covered Warrant Gearing. Appendix: Findind the Information. Index.

264 mm

18.9 cm