This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

Standard References

Standard references include:

[27] Addendum to Securities Industry Association, Standard Securities Calculation Methods: Fixed Income Securities Formulas for Analytic Measures. Vol. 2, Spring 1995. This addendum explains and clarifies the end-of-month rule.

[28] Brealey, Richard A. and Stewart C. Myers. Principles of Corporate Finance. New York, McGraw-Hill. 4th ed., 1991, ISBN 0-07-007405-4.

[29] Daigler, Robert T. Advanced Options Trading. Chicago, Probus Publishing Co., 1994, ISBN 1-55738-552-1.

[30] A Dictionary of Finance. Oxford, Oxford University Press., 1993, ISBN 0-19-285279-5.

[31] Fabozzi, Frank J. and T. Dessa Fabozzi, eds. The Handbook of Fixed-Income Securities. 4th Edition. Burr Ridge, IL, Irwin, 1995, ISBN 0-7863-0001-9.

[32] Fitch, Thomas P. Dictionary of Banking Terms. 2nd Edition. Hauppauge, NY, Barron's. 1993, ISBN 0-8120-1530-4.

[33] Hill, Richard O., Jr. Elementary Linear Algebra. Orlando, FL, Academic Press. 1986, ISBN 0-12-348460-X.

[34] Luenberger, David G. Investment Science. Oxford University Press, 1998. ISBN 0195108094.

[35] Marshall, John F. and Vipul K. Bansal. Financial Engineering: A Complete Guide to Financial Innovation. New York, New York Institute of Finance. 1992, ISBN 0-13-312588-2.

[36] Sharpe, William F. Macro-Investment Analysis. An "electronic work-in-progress" published on the World Wide Web, 1995, at

[37] Sharpe, William F. and Gordon J. Alexander. Investments. Englewood Cliffs, NJ: Prentice-Hall. 4th ed., 1990, ISBN 0-13-504382-4.

[38] Stigum, Marcia, with Franklin Robinson. Money Market and Bond Calculations. Richard D. Irwin., 1996, ISBN 1-55623-476-7.

Was this topic helpful?