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Fixed Income Mathematics, 4E: Analytical & Statistical Techniques
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Fixed Income Mathematics, 4E: Analytical & Statistical Techniques Hardcover - 2006 - 4th Edition

by Fabozzi, Frank J, Ph.D., Cfa, Cpa


From the publisher

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.

Details

  • Title Fixed Income Mathematics, 4E: Analytical & Statistical Techniques
  • Author Fabozzi, Frank J, Ph.D., Cfa, Cpa
  • Binding Hardcover
  • Edition number 4th
  • Edition 4
  • Pages 649
  • Language ENG
  • Publisher McGraw-Hill Education, New York
  • Date 2006-01
  • ISBN 9780071460736

About the author

Frank J. Fabozzi, Ph.D., CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and editor of the Journal of Portfolio Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Fabozzi is the bestselling author or editor of more than fifty books, including The Handbook of Fixed Income Securities.

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Fixed Income Mathematics, 4E: Analytical & Statistical Techniques
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Fixed Income Mathematics, 4E: Analytical & Statistical Techniques

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