Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is 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.

Item Information Item Information

Format: Hardcover
Author: Fabozzi, Frank
ISBN: 9780071460736
Condition: Used
Dimensions: 9.30 x 1.98
Number Of Pages: 600
Publication Year: 2006

Fixed Income Mathematics, 4e: Analytical & Statistical Techniques

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