Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques (Hardcover)

Lingua: inglese

Editore: McGraw-Hill Education, OH, 2022

1264258275 / 9781264258277

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Venditore AbeBooks dal 22 giugno 2007

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Hardcover. The standard reference for fixed income portfolio managersfully updated with new analytical frameworks Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics.Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them.This new edition includes several entirely new chaptersRisk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learningand provides substantially revised chapters on:Interest rate modelingProbability theoryOptimization models and applications to bond portfolio managementHistorical return measuresMeasuring historical return volatilityThe concepts and methodologies for managing fixed income portfolios has improved dramatically over the past 15 years. This edition explains these changes and provides the knowledge you need to value fixed-income securities and measure the various types of risks associated with individual securities and portfolios. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Codice articolo 9781264258277

Titolo
Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques (Hardcover)
Autore
Francesco Fabozzi
Editore
McGraw-Hill Education, OH
Anno di pubblicazione
2022
Condizione
new
Rilegatura
Hardcover
Lingua
inglese
ISBN 10
1264258275
ISBN 13
9781264258277
Edizione
quinta edizione o successive

AussieBookSeller

Truganina, VIC, Australia

Venditore con 5 stelle

Venditore AbeBooks dal 22 giugno 2007

Tariffe di spedizione da Australia a U.S.A.

ArticoloDa 25 a 45 giorni lavorativiDa 8 a 14 giorni lavorativi
Primo articoloEUR 33,03EUR 39,28
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