Image from Google Jackets

Fixed income mathematics : analytical and statistical techniques / Frank J. Fabozzi.

By: Material type: TextTextLanguage: English Publication details: Chicago : Irwin, 1997.Edition: Third editionDescription: viii, 448 páginas : tablas, gráficas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0786311215
Subject(s): DDC classification:
  • 332.632044  F11f  21
Other classification:
  • P44
Contents:
Chapter 1. Introduction -- Part I. Time value of money: Chapter 2. Future value ; Chapter 3. Present value ; Chapter 4. Yield (Internal rate of return) -- Part II. Bond pricing and yield measures for option-free bonds: Chapter 5. The price of a bond ; Chapter 6. Conventional yield measures for bonds ; Chapter 7. The yield curve, sport rate curve, and forward rates -- Part III. Return analysis: Chapter 8. Potential sources of dollar return ; Chapter 9. Total return ; Chapter 10. Measuring historical performance -- Part IV. Price volatility for option-free bonds: Chapter 11. Price volatility of option-free bonds ; Chapter 12. PRICE VOLATILITY MEASURES: PVBP and YV OF A PRICE CHANGE ; Chapter 13. Price volatility measures: duration ; Chapter 14. Price volatility measures: convexity ; Chapter 15. Duration and the yield curve -- Part V. Analyzing bonds with price characteristics: Chapter 17. Valuation and price volatility of bond with embedded options -- Part VI. Analyzing mortgage-backed securities: Chapter 18. Cash flow characteristics mortgages ; Chapter 19. Cash flow characteristics of mortgage-backed securities ; Chapter 20. Analysis of mortgage-backed securities -- Part VII. Statiscal and optimization techniques: Chapter 21. Probability theory ; Chapter 22. Simulation ; Chapter 23. Regression analysis ; Chapter 24. Optimization models.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 332.632044 F11f (Browse shelf(Opens below)) Available Mantener en colección. 29004019000982
Total holds: 0

Incluye índice.

Chapter 1. Introduction -- Part I. Time value of money: Chapter 2. Future value ; Chapter 3. Present value ; Chapter 4. Yield (Internal rate of return) -- Part II. Bond pricing and yield measures for option-free bonds: Chapter 5. The price of a bond ; Chapter 6. Conventional yield measures for bonds ; Chapter 7. The yield curve, sport rate curve, and forward rates -- Part III. Return analysis: Chapter 8. Potential sources of dollar return ; Chapter 9. Total return ; Chapter 10. Measuring historical performance -- Part IV. Price volatility for option-free bonds: Chapter 11. Price volatility of option-free bonds ; Chapter 12. PRICE VOLATILITY MEASURES: PVBP and YV OF A PRICE CHANGE ; Chapter 13. Price volatility measures: duration ; Chapter 14. Price volatility measures: convexity ; Chapter 15. Duration and the yield curve -- Part V. Analyzing bonds with price characteristics: Chapter 17. Valuation and price volatility of bond with embedded options -- Part VI. Analyzing mortgage-backed securities: Chapter 18. Cash flow characteristics mortgages ; Chapter 19. Cash flow characteristics of mortgage-backed securities ; Chapter 20. Analysis of mortgage-backed securities -- Part VII. Statiscal and optimization techniques: Chapter 21. Probability theory ; Chapter 22. Simulation ; Chapter 23. Regression analysis ; Chapter 24. Optimization models.

There are no comments on this title.

to post a comment.

Powered by Koha