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Fixed Income Mathematics, 4E

Autor Frank Fabozzi
en Limba Engleză Hardback – 16 dec 2006
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.
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Specificații

ISBN-13: 9780071460736
ISBN-10: 007146073X
Pagini: 600
Dimensiuni: 160 x 234 x 46 mm
Greutate: 1.09 kg
Ediția:4th ed.
Editura: McGraw Hill Education
Colecția McGraw-Hill
Locul publicării:United States