Fixed income mathematics : analytical and statistical techniques

著者

• Fabozzi, Frank J.

書誌事項

Fixed income mathematics : analytical and statistical techniques

Frank J. Fabozzi

McGraw-Hill, c2006

4th ed

注記

Previous ed.: c1997

Includes bibliographical references and index

内容説明・目次

内容説明

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA76978666
• ISBN:
  • 007146073X
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xix, 649 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 338.1
  • LCC : HG4650
  • DC20 : 332.63/2044
• 件名:
  • LCSH : Fixed-income securities -- Mathematics
  • LCSH : Rate of return