Fixed Income Mathematics, 4E Analytical & Statistical Techniques
, by Fabozzi, Frank
- ISBN: 9780071460736 | 007146073X
- Cover: Hardcover
- Copyright: 1/6/2006
The standard reference for fixed income portfolio managersDespite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments.Fixed Income Mathematicsis 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.
Frank J. Fabozzi, Ph.D., CFA is editor of the Journal of Portfolio Management and the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management.
| Preface | xvii | ||||
| Acknowledgments | xix | ||||
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1 | (4) | |||
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2 | (3) | |||
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5 | (18) | |||
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5 | (2) | |||
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7 | (3) | |||
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10 | (3) | |||
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13 | (1) | |||
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14 | (5) | |||
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19 | (1) | |||
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19 | (4) | |||
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23 | (14) | |||
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23 | (5) | |||
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28 | (6) | |||
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34 | (3) | |||
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37 | (16) | |||
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37 | (3) | |||
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40 | (1) | |||
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41 | (1) | |||
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41 | (2) | |||
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43 | (3) | |||
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46 | (4) | |||
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50 | (1) | |||
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50 | (2) | |||
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52 | (1) | |||
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53 | (12) | |||
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53 | (5) | |||
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58 | (2) | |||
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60 | (1) | |||
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61 | (4) | |||
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65 | (28) | |||
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65 | (1) | |||
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66 | (1) | |||
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66 | (5) | |||
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71 | (1) | |||
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72 | (1) | |||
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73 | (3) | |||
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76 | (2) | |||
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78 | (1) | |||
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79 | (1) | |||
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80 | (7) | |||
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87 | (1) | |||
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87 | (3) | |||
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90 | (3) | |||
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93 | (22) | |||
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93 | (1) | |||
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94 | (8) | |||
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102 | (2) | |||
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104 | (2) | |||
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106 | (1) | |||
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106 | (2) | |||
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108 | (3) | |||
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111 | (4) | |||
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115 | (24) | |||
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115 | (1) | |||
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116 | (1) | |||
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117 | (5) | |||
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122 | (1) | |||
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122 | (5) | |||
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127 | (9) | |||
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136 | (3) | |||
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139 | (16) | |||
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139 | (1) | |||
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140 | (1) | |||
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141 | (5) | |||
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146 | (3) | |||
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149 | (2) | |||
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151 | (4) | |||
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155 | (24) | |||
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155 | (2) | |||
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157 | (6) | |||
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163 | (4) | |||
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167 | (4) | |||
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171 | (2) | |||
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173 | (3) | |||
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176 | (2) | |||
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178 | (1) | |||
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179 | (14) | |||
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179 | (2) | |||
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181 | (5) | |||
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186 | (1) | |||
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186 | (1) | |||
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187 | (6) | |||
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193 | (20) | |||
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193 | (3) | |||
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196 | (6) | |||
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202 | (3) | |||
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205 | (7) | |||
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212 | (1) | |||
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213 | (34) | |||
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213 | (6) | |||
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219 | (7) | |||
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226 | (2) | |||
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228 | (2) | |||
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230 | (14) | |||
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244 | (1) | |||
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245 | (1) | |||
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245 | (1) | |||
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246 | (1) | |||
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247 | (24) | |||
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247 | (2) | |||
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249 | (3) | |||
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252 | (1) | |||
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253 | (7) | |||
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260 | (3) | |||
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263 | (2) | |||
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265 | (3) | |||
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268 | (1) | |||
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269 | (2) | |||
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271 | (16) | |||
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271 | (3) | |||
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274 | (4) | |||
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278 | (1) | |||
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278 | (1) | |||
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279 | (3) | |||
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282 | (5) | |||
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287 | (14) | |||
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287 | (1) | |||
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288 | (2) | |||
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290 | (1) | |||
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291 | (1) | |||
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292 | (2) | |||
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294 | (4) | |||
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298 | (3) | |||
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301 | (18) | |||
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301 | (1) | |||
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301 | (5) | |||
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306 | (2) | |||
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308 | (3) | |||
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311 | (5) | |||
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316 | (1) | |||
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317 | (2) | |||
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319 | (28) | |||
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320 | (1) | |||
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321 | (1) | |||
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322 | (1) | |||
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323 | (17) | |||
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340 | (1) | |||
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341 | (3) | |||
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344 | (3) | |||
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347 | (18) | |||
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347 | (3) | |||
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350 | (2) | |||
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352 | (1) | |||
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353 | (1) | |||
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354 | (4) | |||
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358 | (7) | |||
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365 | (32) | |||
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365 | (1) | |||
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366 | (2) | |||
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368 | (1) | |||
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368 | (3) | |||
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371 | (2) | |||
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373 | (3) | |||
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376 | (2) | |||
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378 | (2) | |||
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380 | (7) | |||
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387 | (5) | |||
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392 | (5) | |||
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397 | (24) | |||
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397 | (11) | |||
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408 | (8) | |||
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416 | (5) | |||
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421 | (32) | |||
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421 | (1) | |||
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422 | (25) | |||
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447 | (1) | |||
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448 | (2) | |||
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450 | (3) | |||
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453 | (18) | |||
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454 | (10) | |||
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464 | (5) | |||
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469 | (2) | |||
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471 | (26) | |||
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471 | (1) | |||
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472 | (18) | |||
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490 | (1) | |||
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490 | (6) | |||
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496 | (1) | |||
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497 | (26) | |||
|
497 | (7) | |||
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504 | (7) | |||
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511 | (2) | |||
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513 | (3) | |||
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516 | (2) | |||
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518 | (5) | |||
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523 | (34) | |||
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523 | (2) | |||
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525 | (1) | |||
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526 | (2) | |||
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528 | (1) | |||
|
529 | (5) | |||
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534 | (3) | |||
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537 | (11) | |||
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548 | (7) | |||
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555 | (2) | |||
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557 | (20) | |||
|
557 | (12) | |||
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569 | (1) | |||
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570 | (2) | |||
|
572 | (3) | |||
|
575 | (2) | |||
|
577 | (12) | |||
|
577 | (4) | |||
|
581 | (6) | |||
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587 | (2) | |||
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589 | (14) | |||
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589 | (5) | |||
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594 | (6) | |||
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600 | (3) | |||
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603 | (18) | |||
|
604 | (1) | |||
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605 | (5) | |||
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610 | (5) | |||
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615 | (5) | |||
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620 | (1) | |||
|
621 | (8) | |||
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621 | (1) | |||
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622 | (2) | |||
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624 | (4) | |||
|
628 | (1) | |||
| Index | 629 |
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