The Handbook of Stable Value Investments
Stable value investments can be a crucial aspect of any financial manager's portfolio decisions-yet few books provide in-depth coverage of issues concerning their management, underwriting, and pricing. In The Handbook of Stable Value Investments, Frank Fabozzi gives you the comprehensive, specialized information on these investments that is available nowhere else.With an open maturity managed synthetic, the duration is a fairly constant number at each reset. ... Solving this relationship for the crediting rate, we obtain the following crediting rate formula: CR = ( 1 + YTM) x (MV/BV)l/DVR - 1 132 Managedanbsp;...
| Title | : | The Handbook of Stable Value Investments |
| Author | : | Frank J. Fabozzi, CFA |
| Publisher | : | John Wiley & Sons - 1998-07-15 |
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