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  1. Forside
  2. Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Af: Francesco Fabozzi, Frank Fabozzi Engelsk Hardback

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Af: Francesco Fabozzi, Frank Fabozzi Engelsk Hardback
Tjek vores konkurrenters priser

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.

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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.

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Produktdetaljer
Sprog: Engelsk
Sider: 624
ISBN-13: 9781264258277
Indbinding: Hardback
Udgave: 5
ISBN-10: 1264258275
Kategori: Forside
Udg. Dato: 30 sep 2022
Længde: 31mm
Bredde: 236mm
Højde: 162mm
Forlag: McGraw-Hill Education
Oplagsdato: 30 sep 2022
Forfatter(e): Francesco Fabozzi, Frank Fabozzi
Forfatter(e) Francesco Fabozzi, Frank Fabozzi

Kategori Forside

ISBN-13 9781264258277

Sprog Engelsk

Indbinding Hardback

Sider 624

Udgave 5

Længde 31mm

Bredde 236mm

Højde 162mm

Udg. Dato 30 sep 2022

Oplagsdato 30 sep 2022

Forlag McGraw-Hill Education