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Fixed Income Mathematics - Frank J. Fabozzi - Hardcover Book

Fixed Income Mathematics - Frank J. Fabozzi - Hardcover
Fixed Income Mathematics - Frank J. Fabozzi - Hardcover, 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. <i>Fixed Income Mathematics</i> is recognized wo, Fixed Income Mathematics - Frank J. Fabozzi - Hardcover has a rating of 4 stars
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Fixed Income Mathematics - Frank J. Fabozzi - Hardcover, 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 wo, Fixed Income Mathematics - Frank J. Fabozzi - Hardcover
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  • Fixed Income Mathematics - Frank J. Fabozzi - Hardcover
  • Written by author Frank J. Fabozzi
  • Published by Probus Publishing Co., 1988/12/01
  • 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 wo
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Introduction 1

PART 1 TIME VALUE OF MONEY
Future Value 7
Present Value 19
Yield (Internal Rate of Return) 34

PART II BOND PRICING AND YIELD MEASURES FOR OPTION-FREE BONDS
The Price of a Bond 47
Conventional Yield Measures for Bonds 73
The Yield Curve, Spot Rate Curve, and Forward Rates 93

PART III RETURN ANALYSIS
Potential Sources of Dollar Return 115
Total Return 129
Measuring Historical Performance 153

PART IV PRICE VOLATILITY FOR OPTION-FREE BONDS
Price Volatility of Option-Free Bonds 165
Price Volatility Measures: PVBP and YV of a Price Change 178
Price Volatility Measures: Duration 187
Price Volatility Measures: Convexity 219
Duration and the Yield Curve 243

PART V ANALYZING BONDS WITH EMBEDDED OPTIONS
Call Options: Investment and Price 257
Characteristics Valuation and Price Volatility of Bonds with Embedded Options 274

PART VI ANALYZING MORTGAGE-BACKED SECURITIES
Cash flow Characteristics of Mortgages 303
Cash Flow Characteristics of Mortgage-Backed Securities 322
Analysis of Mortgage-Backed Securities 356

PART VII STATISTICAL AND OPTIMIZATION TECHNIQUES
Probability Theory 377
Simulation 403
Regression Analysis 419
Optimization Models 435
Index 443


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Fixed Income Mathematics - Frank J. Fabozzi - Hardcover, 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. <i>Fixed Income Mathematics</i> is recognized wo, Fixed Income Mathematics - Frank J. Fabozzi - Hardcover

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Fixed Income Mathematics - Frank J. Fabozzi - Hardcover, 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. <i>Fixed Income Mathematics</i> is recognized wo, Fixed Income Mathematics - Frank J. Fabozzi - Hardcover

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Fixed Income Mathematics - Frank J. Fabozzi - Hardcover, 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. <i>Fixed Income Mathematics</i> is recognized wo, Fixed Income Mathematics - Frank J. Fabozzi - Hardcover

Fixed Income Mathematics - Frank J. Fabozzi - Hardcover

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