The Front Office Manual
The Front Office Manual gives a detailed introduction to the practical skills required to work with the products sold in a modern investment bank.The procedure for creating the basic ZCR table is as follows: Add a ZCR for the current overnight rate. This can be simply 1. ln (1+ronAd/360)/t where ron is the overnight rate, d is the number of days until the next business day and t is the.
| Title | : | The Front Office Manual |
| Author | : | Andrew Sutherland, Jason Court |
| Publisher | : | Palgrave Macmillan - 2013-11-27 |
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