... described in several of the references for chapter 3, such as Ingersoll ( 198 7), Shiller ( 199 0), Neftci ( 199 6), Jarrow ( 199 6), Van Deventer ( 199 7), and Sundaresan ( 199 7). This chapter reviews the basic ... below) used for that particular bond. Using i, the price formula is modifi ed as (1.17) (for annual-coupon-paying bonds; for bonds with semiannual coupons, r /2 replaces r). FIXED- INCOME SECURITIES ... decisions made by the reader.First edition published 20051 3 5 7 9 10 8 6 4 2Library of Congress Cataloging-in-Publication DataChoudhry, Moorad. Fixed- income securities and derivatives handbook...