An edition of Fixed income mathematics: analytical & statistical techniques (1988)

Fixed income mathematics

analytical & statistical techniques

4/e.

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Cover of: Fixed income mathematics by Frank J. Fabozzi
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Last edited by MARC Bot
December 11, 2020 | History
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An edition of Fixed income mathematics: analytical & statistical techniques (1988)

Fixed income mathematics

analytical & statistical techniques

4/e.

by

  • 0 Ratings
  • 9 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
McGraw-Hill
Language
English

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Previews available in: English

Subjects
Mathematics, Rate of return, Fixed-income securities, Business mathematics, Investments, Finance

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Edition Availability
Cover of: Fixed income mathematics
Fixed income mathematics: analytical & statistical techniques
2005, McGraw-Hill
in English - 4/e.
  • Not in Library
Libraries near you: WorldCat
Cover of: Fixed income mathematics
Fixed income mathematics: analytical & statistical techniques
1997, Irwin Professional Pub.
in English - 3rd ed.
Libraries near you: WorldCat
Cover of: Fixed income mathematics.
Fixed income mathematics.
1993, Probus
in English - Rev. ed.
Libraries near you: WorldCat
Cover of: Fixed income mathematics
Fixed income mathematics: analytical & statistical techniques
1993, Probus Pub. Co.
in English - Rev. ed.
Libraries near you: WorldCat
Cover of: Fixed income mathematics
Fixed income mathematics
1988, Probus Pub. Co., Probus Publishing Co.
in English
Libraries near you: WorldCat

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Book Details

Table of Contents

Overview of fixed income securities and derivatives (new)
Future value
Present value
Yield (internal rate of return)
The price of a bond
Conventional yield and spread measures for bonds
The yield curve, spot rate curve, and forward rates
Potential sources of dollar return
Total return
Measuring historical performance
Price volatility of option-free bonds
Duration as a measure of price volatility
Combining duration and convexity to measure price volatility
Duration and the yield curve
Interest rate modeling (new)
Investment and price characteristics of options
Valuation and price volatility of bonds with embedded options
Credit risk concepts and measures for corporate bonds (new)
Measures used for securitized products
Cash flow characteristics of amortizing loans
Cash flow characteristics of mortgage-backed securities
Prepayment modeling (new)
Basics of MBS structuring (new)
Analysis of agency mortgage-backed securities
Basics of probability theory and statistics
Regresssion analysis
Statistical techniques for credit scoring and risk factor identification (new)
Tracking error and multi-factor risk models (new)
Monte Carlo simulation
Optimization.

Edition Notes

Published in
New York

Classifications

Dewey Decimal Class
332.63/2/0151
Library of Congress
HG4650 .F33 2005, HG4650.F33 2005, HG4650 .F33 2006

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL3404831M
ISBN 10
007146073X
LCCN
2005020285
Library Thing
2008531
Goodreads
2058208

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 11, 2020 Edited by MARC Bot import existing book
October 8, 2020 Edited by ImportBot import existing book
August 1, 2020 Edited by ImportBot import existing book
August 18, 2010 Edited by 202.0.183.129 Edited without comment.
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record.