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Cornyn A.G., R.A. Klein, J. Lederman, 1997, Controlling & Managing Interest Rate Risk, Prentice Hall, America |
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J.P. Morgan Securities, 2000, Government Bond Outlines, Fixed Income Research. |
Fabozzi, F.J., 1997, The Handbook of Fixed Income Securities, McGraw-Hill, 5th Edition. |
Mizuho Securities Co, 2001, New Calculation Methods for Accrued Interest on JGBs, Fixed Income Research Department. |
Questa, G.S, 1999, Fixed-Income Analysis for the Global Financial Market, John Wiley & Sons, Canada. |
Steiner R., 1998, Mastering Financial Calculations: A step by step guide to the mathematics of financial instruments, Pitman Publishing, London. |
Stigum, M., 1990, The Money Market, McGraw Hill, 3rd Edition. |
Stigum, M., and F.L. Robinson, 1996, Money Market and Bond Calculations, Irwin Professional Publishing, Chicago. |
Sundaresan, S, M, 1997, Fixed Income Markets and their Derivatives, South-Western College Publishing, Ohio. |
United Kingdom Debt Management Office, 1998, "Formula for Calculating Gilt Prices from Yields". |
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