Table of Contents
Part 1: Institutions and conventions
Chapter 1. Overview of fixed income markets
1.1 Overview of Debt Contracts
1.2 Players and Their Objectives
1.3 Classification of Debt Securities
Suggested References and Readings
Chapter 2. Price-yield conventions
2.1 Concepts of Compounding and Discounting
2.2 Yield to Maturity or Internal Rate of Return
2.4 Prices and Yields of T-Bills
2.5 Prices and Yields of T-Notes and T-Bonds
2.6 Price-Yield Relation is Convex
2.7 Conventions in Other Markets
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