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

Format:

Book

Author/Creator:

Fabozzi, Frank J.

Contributor:

Fabozzi, Frank J.

Language:

English

Subjects (All):

Fixed-income securities--Mathematics.

Fixed-income securities.

Rate of return.

Physical Description:

viii, 448 pages ; 24 cm

Edition:

Third edition.

Place of Publication:

Chicago, Ill. : Irwin Professional Publ, [1997]

Summary:

In this revised and updated edition of Frank Fabozzi's landmark Fixed Income Mathematics, the fixed income market's new concepts are explained, from the basic tenets of financial mathematics to new methodologies for evaluation of securities with embedded options, mortgage-backed securities and the numerous other categories that have reshaped today's fixed income market. Written and revised by the world-renowned author and financial analyst Frank Fabozzi, with many of its portions derived from lectures delivered by Dr. Fabozzi to students at Yale's School of Management and MIT's Sloan School of Management as well as professionals at numerous financial institutions worldwide, Fixed Income Mathematics is required reading for all fixed income participants. Expert, thorough analysis of this volatile market's latest developments, all presented in the straightforward, comprehensible style that has become a Fabozzi trademark, will leave you with a far greater ability to utilize and take advantage of the newest advances in fixed income analysis, research and strategies.

Notes:

Rev. ed. of: Fixed income mathematics. Rev. ed. c1993.

Includes index.

Related Work:

Fabozzi, Frank J. Fixed income mathematics.

ISBN:

0786311215

OCLC:

34839689