Fixed Income Mathematics Fifth Edition Analytical And Statistical Techniques
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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.
Capital Markets Fifth Edition
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Author : Frank J. Fabozzi
language : en
Publisher: MIT Press
Release Date : 2015-10-23
Capital Markets Fifth Edition written by Frank J. Fabozzi and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-23 with Business & Economics categories.
The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for these innovations driven by the needs of investors and borrowers. The recent financial crisis offered painful lessons on the consequences of ignoring the risks associated with new financial products and strategies. This substantially revised fifth edition of a widely used text covers financial product innovation with a new emphasis on risk management and regulatory reform. Chapters from the previous edition have been updated, and new chapters cover material that reflects recent developments in financial markets. The book begins with an introduction to financial markets, offering a new chapter that provides an overview of risk—including the key elements of financial risk management and the identification and quantification of risk. The book then covers market participants, including a new chapter on collective investment products managed by asset management firms; the basics of cash and derivatives markets, with new coverage of financial derivatives and securitization; theories of risk and return, with a new chapter on return distributions and risk measures; the structure of interest rates and the pricing of debt obligations; equity markets; debt markets, including chapters on money market instruments, municipal securities, and credit sensitive securitized products; and advanced coverage of derivative markets. Each chapter ends with a review of key points and questions based on the material covered.
Fixed Income Mathematics
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Author : Frank J. Fabozzi
language : en
Publisher:
Release Date : 1994
Fixed Income Mathematics written by Frank J. Fabozzi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Fixed-income securities categories.
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.
Measuring Market Risk
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Author : Kevin Dowd
language : en
Publisher: John Wiley & Sons
Release Date : 2003-02-28
Measuring Market Risk written by Kevin Dowd 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 2003-02-28 with Business & Economics categories.
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.
An Introduction To Market Risk Measurement
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Author : Kevin Dowd
language : en
Publisher: John Wiley & Sons
Release Date : 2003-03-14
An Introduction To Market Risk Measurement written by Kevin Dowd 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 2003-03-14 with Business & Economics categories.
Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.
Encyclopedia Of Business Information Sources
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Author : Linda D. Hall
language : en
Publisher: Gale Cengage
Release Date : 2008
Encyclopedia Of Business Information Sources written by Linda D. Hall and has been published by Gale Cengage this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.
Each updated edition of this detailed resource identifies nearly 35,000 live, print and electronic sources of information listed under more than 1,100 alphabetically arranged subjects -- industries and business concepts and practices. Edited by business information expert James Woy.
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.
Encyclopedia Of Business Information Sources
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Author : James Woy
language : en
Publisher: Gale Cengage
Release Date : 2001-09
Encyclopedia Of Business Information Sources written by James Woy and has been published by Gale Cengage this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-09 with Business & Economics categories.
Encyclopedia Of Business Information Sources
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Author : Gale Group
language : en
Publisher: Gale Cengage
Release Date : 2003
Encyclopedia Of Business Information Sources written by Gale Group and has been published by Gale Cengage this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Each updated edition identifies nearly 35,000 live, print and electronic sources of information listed under more than 1,100 alphabetically arranged subjects--industries and business concepts and practices. Edited by business information expert James Woy.