## 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.
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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