Fixed Income Mathematics: Analytical & Statistical Techniques - Hardcover

Fabozzi, Frank J.

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9781557384232: Fixed Income Mathematics: Analytical & Statistical Techniques

Synopsis

Provides the basics of fixed income analysis, and also the more advanced techniques used by the professionals to value the increasingly complex fixed income securities now being traded. In depth coverage of the mathematical techniques available as well as specific applications for their use in real-world investment decision-making situations. Topics inclue: new analytical techniques to value fixed income securities with embedded options; increases coverage of mortgage-backed securities; statistical analysis and its applications to fixed income analysis; how optimization techniques are used to structure fixed income portfolio strategies.

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About the Author

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.

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Other Popular Editions of the Same Title

9780786311217: Fixed Income Mathematics

Featured Edition

ISBN 10:  0786311215 ISBN 13:  9780786311217
Publisher: McGraw-Hill, 1996
Hardcover