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Fixed income mathematics : analytical and statistical techniques / Frank J. Fabozzi, Francesco A. Fabozzi.

By: Contributor(s): Material type: TextTextPublication details: New York: McGraw Hill , 2023©.Edition: 5th edDescription: xv, 595 pages : illustrations ; 24 cmISBN:
  • 9781264258277
  • 1264258275
Subject(s): DDC classification:
  • 332.6320151 FAB
Summary: "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"--
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Item type Current library Collection Call number Status Date due Barcode
Books Institute of Public Enterprise, Library S Campus Reference 332.6320151 FAB (Browse shelf(Opens below)) Available (Restricted Access) 49278

Revised edition of Fixed income mathematics, c2006.

Includes bibliographical references and index.

"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"--

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