Fixed Income Mathematics: Analytical And Statistical Techniques - Couverture rigide

Fabozzi, Frank

 
9780071460736: Fixed Income Mathematics: Analytical And Statistical Techniques
Couverture rigide
ISBN 10 : 007146073X ISBN 13 : 9780071460736
Editeur : McGraw-Hill Contemporary, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
McGraw-Hill Contemporary
Date d'édition
2006
Langue
anglais
ISBN 10 
007146073X
ISBN 13 
9780071460736
Reliure
Relié
Numéro d'édition
4
Nombre de pages
600
Coordonnées du fabricant
non disponible
Personne responsable
non disponible