Chapter 7: Floaters and Linkers
This chapter is based entirely on two of my papers. The first is “Negative Duration: The Odd Case of GMAC's Floating-Rate Note,” which appeared in the Journal of Applied Finance (Fall/Winter 2006). The second is “Alternative Designs for Inflation-Indexed Bonds: P-Linkers and C-Linkers.” I presented this paper at the annual meeting of the Financial Education Association in Fort Lauderdale (September 2009). It was published in Journal of Financial Education (Fall/Winter 2010).
Get BOND MATH: The Theory Behind the Formulas now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
