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Item Details
Title:
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FIXED INCOME MATHEMATICS
ANALYTICAL AND STATISTICAL TECHNIQUES |
By: |
Frank J. Fabozzi |
Format: |
Paperback |
List price:
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£39.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
0786311215 |
ISBN 13: |
9780786311217 |
Publisher: |
MCGRAW-HILL EDUCATION - EUROPE |
Pub. date: |
1 August, 1996 |
Edition: |
3rd Revised edition |
Pages: |
450 |
Language: |
English, Multiple languages |
Description: |
Meant for fixed income professionals, this third edition offers an overview of the analytical tools used to value bonds and measure price and yield behavior. It offers information to evaluate fixed income security and build and manage a fixed income portfolio. The topics include: The time value of money; and Bond pricing and return analysis. |
Synopsis: |
"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. |
Publication: |
US |
Imprint: |
Irwin Professional Publishing |
Returns: |
Returnable |
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