Bond Valuation, Yield Measures and the Term Structure

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The Securities Markets Series has been designed to cater to professionals who do not have time to read and assimilate a treatise on Financial Management or Corporate Finance. It provides a reasonably in-depth exposition on the topics in a concise and lucid manner, embellished with a lot of pertinent examples. It offers ?Just in Time? learning on securities markets, with a focus on global conventions and practices. 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 The book also contains with a detailed discussion on the various theories explaining the term structure of interest rates. It is a source of knowledge for IT professionals, students of finance and those appearing for competitive examinations like CFA, etc. About The Author Sunil K Parameswaran is CEO of Tarheel Consultancy Services, Bangalore a corporate training and management consultancy firm promoted by him. Tarheel offers training on various aspects of Finance, such as ? Securities Markets ? Fixed Income Securities ? Derivatives ? Investment banking ? Commercial banking Clients include leading companies in the field of Information Technology, based in Bangalore, Chennai, and Pune. Prior to setting up Tarheel, Dr Parameswaran was a Professor of Finance at the T.A. Pai Management Institute, Manipal. He has taught earlier at the University of Iowa, and the National University of Singapore, and has been a visiting faculty at La Trobe University, Melbourne, and XIM Bhubaneshwar. Dr Parameswaran obtained his Post Graduate Diploma in Management from IIM- Bangalore and his Ph.D in Finance from Duke University, North Carolina. He is the author of Future Markets: Theory and Practice Table Of Contents Chapter 1. An Introduction to Bond Valuation Chapter 2. Valuation Between Coupon Dates Chapter 3. Yield Measures Chapter 4. The Term Structure Chapter 5. Appendix I: Sources and References Chapter 6. Appendix II: Solutions to End-of-Chapter Exercises