Table of contents for Magic numbers for bonds and derivatives : how to calculate 25 key ratios for investing success / Peter Temple.


Bibliographic record and links to related information available from the Library of Congress catalog. Note: Electronic data is machine generated. May be incomplete or contain other coding.


Counter





Part One: Bond "Magic Numbers" - Basics                           1
1    Compounding                                                  7
2    Discounting                                                 12
3    Accrued interest                                            18
4    Running yield                                               25
5    Redemption yield                                            31
6    Yield on a zero-coupon bond                                 37
7    Yield to worst                                              44
8    Redemption yield on an index-linked bond                    50


Part Two: Bond "Magic Numbers" - Analysis                        59
9    Yield spreads                                               63
10   Yield curve                                                 68
11   Duration                                                    75
12   Macaulay duration                                           81
13   Basis-point value                                           87
14   Convexity and convexity adjustment                          92


Part Three: Futures and Options "Magic Numbers"                  101
15   Volatility                                                  105
16   Fair value of a future                                      110
17   Fair value of an option                                     116
18   Time value and intrinsic value of an option                 125
19   Delta and gamma                                             130
20   Vega, rho and theta                                         138
21   Returns on covered call writing                             145
22   The put-call ratio                                          154




Part Four: Convertibles and Warrants "Magic Numbers"             159
23   Convertible bonds - conversion premium and payback          163
24   Breakeven rate and capital fulcrum point                    169
25   Covered warrant gearing                                     175


Appendix: Finding the information                                181


Index                                                            193





Library of Congress Subject Headings for this publication: Ratio analysis, Investment analysis, Bonds, Derivative securities