Fixed Income Mathematics: Analytical and Statistical Techniques (BOK)

Frank J. Fabozzi

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This book serves as the standard reference for fixed income portfolio managers. Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. "Fixed Income Mathematics" is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments. This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new sections and chapters addressing risk measures, cash flow characteristics of credit-sensitive mortgage-backed and asset-backed securities, and more.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2005 Forfatter Frank J. Fabozzi
MCGRAW-HILL Professional
ISBN 9780071460736
Antall sider 600 Dimensjoner 16,2cm x 23,3cm x 4,5cm
Vekt 1004 gram Leverandør Bertram Trading Ltd
Emner og form Investment & securities