Fixed income mathematics : analytical and statistical techniques
Author(s)
Bibliographic Information
Fixed income mathematics : analytical and statistical techniques
McGraw-Hill, c2006
4th ed
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Note
Previous ed.: c1997
Includes bibliographical references and index
Description and Table of Contents
Description
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.
by "Nielsen BookData"
