Fixed Income Mathematics, 4e : Analytical & Statistical Techniques

by Frank J. Fabozzi

2020-07-23 13:10:48

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 worldw... Read more

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.

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Book Details

File size9.3x6.48x1.98inches
Print pages649
PublisherMcGraw-Hill Education
Publication date January 1, 2006
LanguageEnglish
ISBN9780071460736
Frank J. Fabozzi, Ph.D., C.F.A., is editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and one of the world's fo...

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