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- Bond Pricing with Default Risk
- The article put price corporate debt from a structural model of firm default. It is assumed that the capital market brings about efficient firm default when the continuation value of the firm falls below the value it would have after bankruptcy restructuring. This characterization of default makes the model more...
- White papers 2003-09-01
Additional Resources
- MarketAxess Launches Corporate BondTicker; Real-Time Access to Corporate Bond Price and Spread Data
- Business Editors NEW YORK--BUSINESS WIRE--Dec. 11, 2002 MarketAxess, the leading Internet-based multi-dealer trading platform for credit products, today announced the launch of MarketAxess Corporate BondTickerTM, a new web-based data product that combines NASD TRACESM data with MarketAxess' tools to provide institutional users with the most comprehensive set of...
- Research articles 2002-12-11
- How Will Rate Changes Affect My Bond's Current Value?
- This calculator shows the current price of a bond given the market interest rate that you enter. It also shows how the price of your bond changes with a change of 2 percentage points in interest rates in either direction. Bond prices and interest rates move in opposite directions: If...
- Tools & templates 2008-01-01
- How Will Rate Changes Affect My Bond's Current Value?
- This tool shows the current price of a bond given the market interest rate that you enter. It also shows how the price of your bond changes with a change of 2 percentage points in interest rates in either direction. Bond prices and interest rates move in opposite directions: If...
- Tools & templates 2009-01-01
- How low can they go? (United States government bond yields)
- US 30-year term Treasury bond prices are falling slightly after a long increase. The effect of inflation on the bond market is discussed in relation to T-bond price forecasts. The Federal Reserve may raise interest rates to control inflation.AMERICA'S Treasury bonds may be at a turning point. The price of...
- Research articles 1993-10-30
- New masters; American bond data.
- Bond market reforms after the Salomon scandal are breaking the monopoly on bond price information. Electronic fixed income investment dat services from Telerate, Bloomberg, Reuters, LIKE an ill wind, the scandal of Salomon's rigging of Treasury-bond auctions looks like producing at least one unexpected benefit. Reforms...
- Research articles 1991-12-07
- FICC Launches Real-Time Interactive Messaging Link to NASD for Corporate Bond Price Reporting; Both Trade Matching and Price Reporting Come Together in One Seamless Process
- NEW YORK -- Helping to satisfy an industry goal to combine real-time trade matching and price reporting into one seamless process, Fixed Income Clearing Corporation FICC recently enhanced its Real-Time Trade Matching RTTM service to support regulatory price reporting for over-the-counter OTC corporate bond trades.
- Research articles 2005-05-25
- Stern KO'd by T-bond fiasco. (Lee Stern, head of Lee B. Stern and Co.) (TrendLines)
- Lee B. Stern and Co, a 25-year-old small clearing firm at the Chicago Board of Trade CBOT which lost $8.5 million and its license as a result of the T-bond price manipulations of two traders with leased seats, recommends three measures to prevent a repeLee B. Stern and Co, a...
- Research articles 1992-12-01
- Bond Yield Calculator
- This bond yield calculator can help you figure out the current bond yield as well as the bond yield to maturity. The calculator requires several inputs including the current bond price, par value, coupon rate and years until maturity.
- Tools & templates 2008-01-01
- What Bond Price Achieves My Target Rate Of Return?
- This tool shows the price at which you are required to sell a bond in order to achieve a desired rate of return. Brokerage commissions are ignored.
- Tools & templates 2009-01-01
- Don't Ignore the Bond Market
- Saj Karsan submits: When investors think of putting money in the market, they usually think only of stocks. However, there's a huge bond market out there consisting of corporate debt that, depending on the economy, can offer value investors even more bargains than do stocks. For example, when we met...
- External links 2008-10-26
- Assessing the Current Price of a Bond
- The current price of a bond is the amount investors are prepared to pay for it, which in practice will be somewhere between the bid price and the asking price.Investors can check current prices to gauge how much a particular bond might cost them. They can also track changes in...
- Articles 2007-10-09
- Lloyds Bond Exchange Paves Way For Record Cash Call
- By Jane MerrimanLONDON (Reuters UK) - Lloyds Banking Group LLOY got strong demand for a 9 billion pound bond exchange, an indication of possible appetite for the bank's record share issue due to price on Tuesday.Lloyds, 43-percent owned by the government, said on Monday the bond exchange offer to non-U.S....
- News items 2009-11-23
- Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
- This paper examines equilibrium price relationships and price discovery between credit default swap CDS, bond, and equity markets for emerging market sovereign issuers. The findings suggest that CDS and bond spreads converge despite various pressures that arise in the market. In most countries, however, the paper does not find any...
- White papers 2004-02-01
- Junked! High-yield bond defaults soaring;99 issuers fail to pay bondholders; highest number since Depression.(Brief Article)(Statistical Data Included)
- After three years of gorging themselves on double-digit yields, junk bond investors are finally paying the price for excess. Despite a buoyant economy, last year was one of the worst years ever for corporate bond defaults. Some 99 domestic bond iss After three years...
- Research articles 2000-02-14
- Can Structural Models Price Default Risk? New Evidence From Bond and Credit Derivative Markets
- Using a set of structural models, this paper evaluates bond yield spreads and the price of default protection for a sample of US corporations. Theory predicts that if credit risk alone explains these two quantities, their magnitudes should be similar. The findings concur with previous results that bond yield spreads...
- White papers 2005-01-27
- Investing: Bond Calculator
- Are you up or are you down? In the world of bonds, that's not always an easy question to answer. Since computing prices and yields can be tricky, a simple calculator is provided to do it for you. Begin by entering the bond's coupon rate and maturity. If you then...
- Tools & templates 2008-01-01
- What Price Should I Pay?
- This calculator shows the current price market value of a bond given the market interest rate that you enter. It also calculates the price at which you would sell the bond in order to achieve your desired yield to maturity. Yield to maturity is the rate of return you expect...
- Tools & templates 2008-01-01
- Need to know: Havas bond ... BAA loss ... SAP sales weak ...
- View video and Need to Know interactive heatmap Economics House prices: Figures from the Land Registry showed that house prices in England and Wales rose by 0.9 per cent in September, with the average price of a property now 5.6 per cent lower than in September last year. German inflation:...
- News items 2009-10-28
- Bond Spreads
- The term bond spreads or spreads refer to the interest rate differential between two bonds. Mathematically, a bond spread is the simple subtraction of one bond yield from another. Bond spreads are the common way that market participants compare the value of one bond to another, much like price-earnings ratios...
- White papers
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