Fixed Income Mathematics, 4e: Analytical & Statistical Techniques (Hardcover)

Fixed Income Mathematics, 4e: Analytical & Statistical Techniques By Frank Fabozzi Cover Image

Fixed Income Mathematics, 4e: Analytical & Statistical Techniques (Hardcover)

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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.

Frank J. Fabozzi, Ph.D., CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and editor of the Journal of Portfolio Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Fabozzi is the bestselling author or editor of more than fifty books, including The Handbook of Fixed Income Securities.
Product Details ISBN: 9780071460736
ISBN-10: 007146073X
Publisher: McGraw-Hill Companies
Publication Date: January 6th, 2006
Pages: 600
Language: English