Fixed Income Mathematics
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Fixed Income Mathematics
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Author : Frank J. Fabozzi
language : en
Publisher: Irwin Professional Publishing
Release Date : 1988
Fixed Income Mathematics written by Frank J. Fabozzi and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
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.
Fixed Income Mathematics Fifth Edition Analytical And Statistical Techniques
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Author : Frank J. Fabozzi
language : en
Publisher: McGraw Hill Professional
Release Date : 2022-09-06
Fixed Income Mathematics Fifth Edition Analytical And Statistical Techniques written by Frank J. Fabozzi and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-06 with Business & Economics categories.
The standard reference for fixed income portfolio managers—fully updated with new analytical frameworks Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics. Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them. This new edition includes several entirely new chapters―Risk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learning―and provides substantially revised chapters on: Interest rate modeling Probability theory Optimization models and applications to bond portfolio management Historical return measures Measuring historical return volatility The concepts and methodologies for managing fixed income portfolios has improved dramatically over the past 15 years. This edition explains these changes and provides the knowledge you need to value fixed-income securities and measure the various types of risks associated with individual securities and portfolios.
Fixed Income Mathematics
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Author : Frank J. Fabozzi
language : en
Publisher: Irwin Professional Publishing
Release Date : 1993
Fixed Income Mathematics written by Frank J. Fabozzi and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Business & Economics categories.
Kehinde is a Nigerian woman, unsure of herself, not quite certain she has the right to be happy. With her husband, Albert, she has made a home in London, and has a promising career when Albert decides they should return to Nigeria. Kehinde is loath to do so, and joins him later, reluctantly, only to discover that he has taken a second, younger wife. Her years in England have left Kehinde unwilling and unprepared to reembrace Nigerian social mores; and unable to accept the situation, she returns to London.
Fixed Income Mathematics 4e
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Author : Frank J. Fabozzi
language : en
Publisher: McGraw-Hill Education
Release Date : 2006-01-06
Fixed Income Mathematics 4e written by Frank J. Fabozzi and has been published by McGraw-Hill Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-06 with Business & Economics categories.
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.
Fixed Income Mathematics
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Author : Robert Zipf
language : en
Publisher: Academic Press
Release Date : 2003-05-16
Fixed Income Mathematics written by Robert Zipf and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-05-16 with Business & Economics categories.
An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis. * An easy-to-understand introduction to the mathematics of common fixed income instruments * Offers students explanations, exercises, and examples without demanding sophisticated mathematics * Uses international comparisons to illustrate how interest is compounded.
Fixed Income Mathematics
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Author : Robert Zipf
language : en
Publisher: Elsevier
Release Date : 2003-06-08
Fixed Income Mathematics written by Robert Zipf and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-08 with Mathematics categories.
Fixed Income Mathematics is an easy-to-understand introduction to the mathematics of common fixed income instruments. This book offers explanations, exercises, and examples without demanding sophisticated mathematics from the reader. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis. International comparisons are used to illustrate how interest is compounded. This text will be a valuable resource for professional insurance and other actuarials who invest in bonds and who are concerned with inflation, asset-liability management, the time value of money, interest rates, rates of return, risk, and investment income. It will also appeal to MBA students and anyone seeking a general introduction or overview of the subject. * An easy-to-understand introduction to the mathematics of common fixed income instruments * Offers students explanations, exercises, and examples without demanding sophisticated mathematics * Uses international comparisons to illustrate how interest is compounded
Advanced Fixed Income Valuation Tools
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Author : Narasimhan Jegadeesh
language : en
Publisher: John Wiley & Sons
Release Date : 1999-12-28
Advanced Fixed Income Valuation Tools written by Narasimhan Jegadeesh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-12-28 with Business & Economics categories.
Normalerweise stehen festverzinsliche Wertpapiere für einen festen Cash Flow. In den vergangenen Jahren sind jedoch viele neue festverzinsliche Wertpapiere hinzugekommen, bei denen der erwartete Cash Flow vom jeweiligen Zinsniveau abhängt, was die Bewertung dieser Anlagen deutlich schwieriger macht. Dieses Buch behandelt die neuesten Erkenntnisse zur Bewertung festverzinslicher Wertpapiere. Diskutiert werden die Finessen mathematischer Verfahren, neue Ansätze zur Gestaltung von Laufzeitstrukturen und festverzinsliche Bewertungsverfahren im Zusammenhang mit Kreditrisiko, Hypotheken, Kommunalanleihen und indexierten Anleihen. "Advanced Fixed-Income Valuation Tools" behandelt nicht nur die theoretische Seite von Bewertungsmodellen und -verfahren, sondern auch ihre Anwendung in der Praxis. Mit Beiträgen von 24 Spitzenexperten führender Investmentbanken, Consultingunternehmen und Universitäten.
Fixed Income Markets
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Author : Moorad Choudhry
language : en
Publisher: John Wiley & Sons
Release Date : 2011-12-14
Fixed Income Markets written by Moorad Choudhry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-14 with Business & Economics categories.
This book is a comprehensive and in-depth account of the global debt capital markets. It covers a wide range of instruments and their applications, including derivative instruments. Highlights of the book include: Detailed description of the main products in use in the fixed income markets today, including analysis and valuation Summary of market conventions and trading practices Extensive coverage of associated derivatives including futures, swaps, options and credit derivatives Writing style aimed at a worldwide target audience An overview of trading and investment strategy. The contents will be invaluable reading for anyone with an interest in debt capital markets, especially investors, traders, bond salespersons, risk managers and banking consultants.
Bond Math
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Author : Donald J. Smith
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-05
Bond Math written by Donald J. Smith and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-05 with Business & Economics categories.
A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think about and use bond math. Author Donald J. Smith, a professor at Boston University and an experienced executive trainer, covers in detail money market rates, periodicity conversions, bond yields to maturity and horizon yields, the implied probability of default, after-tax rates of return, implied forward and spot rates, and duration and convexity. These calculations are used on traditional fixed-rate and zero-coupon bonds, as well as floating-rate notes, inflation-indexed securities, and interest rate swaps. Puts bond math in perspective through discussions of bond portfolios and investment strategies. Critiques the Bloomberg Yield Analysis (YA) page, indicating which numbers provide reliable information for making decisions about bonds, which are meaningless data, and which can be very misleading to investors Filled with thought-provoking insights and practical advice, this book puts the intricacies of bond math into a clear and logical order.
New Methods In Fixed Income Modeling
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Author : Mehdi Mili
language : en
Publisher: Springer
Release Date : 2018-08-18
New Methods In Fixed Income Modeling written by Mehdi Mili and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-18 with Business & Economics categories.
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management.