Fixed Income Mathematics, 4E: Analytical & Statistical Techniques

Fabozzi, Frank

ISBN 10: 007146073X / ISBN 13: 9780071460736

Published by McGraw-Hill Education, 2006

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Synopsis:

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.

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.

Bibliographic Details

Title: Fixed Income Mathematics, 4E: Analytical & ...
Publisher: McGraw-Hill Education
Publication Date: 2006
Binding: Hardcover
Condition: Good
Edition: 4th Edition