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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 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
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9781264258277 |
| ISBN-10: | 1264258275 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Fabozzi, Frank J
Fabozzi, Francesco |
| Auflage: | 5th edition |
| Hersteller: | McGraw Hill LLC |
| Verantwortliche Person für die EU: | Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 237 x 165 x 32 mm |
| Von/Mit: | Frank J Fabozzi (u. a.) |
| Erscheinungsdatum: | 05.09.2022 |
| Gewicht: | 0,908 kg |
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9781264258277 |
| ISBN-10: | 1264258275 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Fabozzi, Frank J
Fabozzi, Francesco |
| Auflage: | 5th edition |
| Hersteller: | McGraw Hill LLC |
| Verantwortliche Person für die EU: | Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 237 x 165 x 32 mm |
| Von/Mit: | Frank J Fabozzi (u. a.) |
| Erscheinungsdatum: | 05.09.2022 |
| Gewicht: | 0,908 kg |
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