000 01506cam a2200217 i 4500
020 _a9781264258277
020 _a1264258275
082 0 0 _a332.6320151
_bFAB
100 1 _aFabozzi, Frank J.,
245 1 0 _aFixed income mathematics :
_banalytical and statistical techniques /
_cFrank J. Fabozzi, Francesco A. Fabozzi.
250 _a5th ed.
260 _aNew York:
_bMcGraw Hill ,
_c2023©.
300 _axv, 595 pages :
_billustrations ;
_c24 cm.
500 _aRevised edition of Fixed income mathematics, c2006.
504 _aIncludes bibliographical references and index.
520 _a"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"--
650 0 _aFixed-income securities
_xMathematics.
650 0 _aRate of return.
700 1 _aFabozzi, Francesco A.,
942 _2ddc
_cBK
999 _c23700
_d23700