Fixed Income Mathematics, Fifth Edition:

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques. Frank Fabozzi, Francesco Fabozzi

Fixed-Income-Mathematics.pdf
ISBN: 9781264258277 | 624 pages | 16 Mb

• Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques
• Frank Fabozzi, Francesco Fabozzi
• Page: 624
• Format: pdf, ePub, fb2, mobi
• ISBN: 9781264258277
• Publisher: McGraw-Hill Professional Publishing

Download Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Best sellers eBook fir ipad Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques by Frank Fabozzi, Francesco Fabozzi 9781264258277 MOBI RTF in English

Overview

The standard reference for fixed income portfolio managers—fully 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 chapters―Risk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learning―and provides substantially revised chapters on: Interest rate modeling Probability theory Optimization models and applications to bond portfolio management Historical return measures Measuring historical return volatility The 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.

Download more ebooks:
{epub download} Funny Story by Emily Henry
Descargar [PDF] {EPUB} ANNA KADABRA 13. PELIGRO EN LA MANSIÓN EBOOK
[download pdf] The Unofficial Yellowstone Cookbook: Recipes Inspired by the Dutton Family Ranch by Jackie Alpers
Read online: The Spider: A novel by Lars Kepler, Alice Menzies
INSPECTOR/A DE POLICIA NACIONAL. TEMARIO VOLUMEN 4 leer pdf
{epub download} Followed: The Content Creator's Guide to Being Seen, Facing Judgment, and Building an Authentic Personal Brand by Amanda Bucci
Philip Glass Piano Etudes: The Complete Folios 1-20 & Essays from 20 Fellow Artists by Philip Glass, Linda Brumbach, Alisa E. Regas on Audiobook New
{epub download} Dock Tok Presents.The Good, the Dad, and the Punny: Jokes from the Water's Edge by Logan Lisle
[PDF] Final Fantasy I * II * III: Memory of Heroes by Takashi Umemura