Sold Out
Book Categories |
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
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish ListX
This item is in your CollectionFixed Income Mathematics - Frank J. Fabozzi - Hardcover
X
This Item is in Your InventoryFixed Income Mathematics - Frank J. Fabozzi - Hardcover
X
You must be logged in to review the productsX
X
X
Add 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 to the inventory that you are selling on WonderClubX
X
Add 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 to your collection on WonderClub |