Deriving the bond pricing equation
Given the recent focus on Eurozone debt crisis and the credit rating downgrade not only of US debt, but that of other countries and many UK major banking institutions, this paper aims to explain the concept of bond yield, its different measures and bond pricing equation. Yields on capital market ins...
Main Author: | Kožul Nataša |
---|---|
Format: | Article |
Language: | English |
Published: |
Association of Serbian Banks
2014-01-01
|
Series: | Bankarstvo |
Subjects: | |
Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541404042K.pdf |
Similar Items
-
Deriving inflation forecasts from government bond prices
by: Kožul Nataša
Published: (2014-01-01) -
Bond yield curve construction
by: Kožul Nataša
Published: (2014-01-01) -
On the Development of Numerical Iterated Method of Newton Raphson method for Estimating Nonlinear Equations
by: Umair Khalid Qureshi, et al.
Published: (2019-05-01) -
A detailed derivation of a Newton-Raphson based harmonic power flow
by: Heidt, David Charles
Published: (1994) -
The influence of profitability and liquidity to bond rating and the impact on the bond yield
by: Mayang Saraswaty Dewi, et al.
Published: (2020-07-01)