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Fixed Income Mathematics: Analytical and Statistical Techniques (Hardback)

Frank J. Fabozzi

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ISBN 10: 007146073X / ISBN 13: 9780071460736
Edité par McGraw-Hill Education - Europe, United States, 2006
Neuf(s) Etat : New Hardback
Vendeur The Book Depository US (London, Royaume-Uni)

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A propos de cet article

Language: English . Brand New Book. 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. N° de réf. du libraire AA39780071460736

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Détails bibliographiques

Titre : Fixed Income Mathematics: Analytical and ...

Éditeur : McGraw-Hill Education - Europe, United States

Date d'édition : 2006

Reliure : Hardback

Etat du livre :New

Edition : 4th Revised edition.

A propos de ce titre

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.

Synopsis:

Fixed Income Mathematics Useful for fixed income portfolio managers, this book serves as a reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments. Full description

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

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