AuthorFabozzi, Frank J
TitleFixed 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


SUBJECT

  1. Fixed-income securities -- Mathematics
  2. Rate of return

LOCATIONCALL#STATUS
Sasin Library332.632044 F121F 1997 CHECK SHELVES