TY  - BOOK
AU  - Fabozzi,Frank J.
AU  - Fabozzi,Francesco A.
TI  - Fixed income mathematics: analytical and statistical techniques 
SN  - 9781264258277
U1  - 332.6320151 
PY  - 2023///©
CY  - New York
PB  - McGraw Hill
KW  - Fixed-income securities
KW  - Mathematics
KW  - Rate of return
N1  - Revised edition of Fixed income mathematics, c2006; Includes bibliographical references and index
N2  - "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"--
ER  -