[PDF EPUB] Download Fixed Income Mathematics,
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
Read and download books for free online Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques FB2 CHM
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.
Other ebooks:
[PDF/Kindle] Local Star by Aimee Ogden
[Descargar pdf] REIR AL VIENTO
CONFESIONES DEL ESTAFADOR FELIX KRULL leer epub gratis
PDF EPUB Download Feline Philosophy: Cats and the Meaning of Life by John Gray Full Book
I TU, SOLS TU EBOOK | ISABEL CANET FERRER | Descargar libro PDF EPUB
Read [pdf]> The Ideal Sponger Life: Volume 5 (Light Novel) by Tsunehiko Watanabe, Jyuu Ayakura, MPT
[PDF EPUB] Download Cruelty as Citizenship: How Migrant Suffering Sustains White Democracy by Cristina Beltran Full Book
DOWNLOAD [PDF] {EPUB} Gilded Wings by Jaymin Eve