Fixed Income Mathematics

Analytical and Statistical Techniques

Frank J. Fabozzi - Collection Investing and Finance

650 pages, parution le 01/01/2006 (4^eme édition)

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Résumé

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.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Preface
Acknowledgments
Introduction
Overview of Fixed Income Securities and Derivatives
Time Value Money
Bond Pricing for Option-Free Bonds and Conventional Yield Measures
Return Analysis
Price Volatility for Option-Free Bonds
Analyzing Bonds with Embedded Options
Credit Risk
Analyzing Securitized Products
Statistical and Optimization Techniques
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Frank J. Fabozzi
Collection	Investing and Finance
Parution	01/01/2006
Édition	4^eme édition
Nb. de pages	650
Format	16 x 23,5
Couverture	Relié
Poids	1072g
Intérieur	Noir et Blanc
EAN13	9780071460736
ISBN13	978-0-07-146073-6