Fixed income mathematics : analytical & statistical techniques
著者
書誌事項
Fixed income mathematics : analytical & statistical techniques
Irwin Professional Pub., c1997
3rd ed
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注記
Rev. ed. of: Fixed income mathematics. Rev. ed. c1993
Includes bibliographical references and index
内容説明・目次
内容説明
"Fixed Income Mathematics" has established itself as an indispensable reference source for fixed income professionals. No other book provides such a comprehensive and authoritative overview of the analytical tools used to value bonds and measure price and yield behavior. The third edition has been substantially revised to reflect new developments in the field, including the introduction of more complex instruments and new methods to assess risk. Building from basic concepts to advanced techniques, "Fixed Income Mathematics" provides market professionals with all the information they need to evaluate any fixed income security and build and manage a fixed income portfolio. The topics include: The time value of money; Bond pricing and return analysis; The yield curve and its application to pricing and duration; and Analyzing complex bonds.
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