Fixed income mathematics : analytical & statistical techniques / Frank J. Fabozzi
Imprint
Chicago, IL : Irwin, c1997
Edition
3rd ed
Descript
viii, 448 p
CONTENT
Time value of money -- Bond pricing and yield measures for option-free bonds -- Return analysis -- Price volatility for option-free bonds -- Analyzing bonds with embedded options -- Analyzing mortgage-backed securities -- Statistical and optimization techniques