Fixed Income Mathematics: Analytical and Statistical Techniques, 5th Edition Frank J. Fabozzi

Fixed Income Mathematics: Analytical and Statistical Techniques, 5th Edition – Ebook Instant Download/Delivery ISBN(s): 9781264258277,1264258275

Product details:

• ISBN-10 ‏ : ‎ 1264258275
• ISBN-13 ‏ : ‎ 978-1264258277
• Author(s): Frank J. Fabozzi

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.

Table contents:

Chapter 1: Introduction
Part One: Time Value of Money
Chapter 2: Future Value
Chapter 3: Present Value
Chapter 4: Yield (Internal Rate of Return)
Part Two: Bond Pricing for Option-Free Bonds and Conventional Yield Measures
Chapter 5: The Price of a Bond
Chapter 6: Bond Yield Measures
Chapter 7: The Yield Curve, Spot-Rate Curve, and Forward Rates
Part Three: Return Analysis and Return Measures
Chapter 8: Potential Sources of Dollar Return
Chapter 9: Total Return
Chapter 10: Historical Return Measures
Chapter 11: Risk-Adjusted Returns/Reward-Risk Ratios
Part Four: Price Volatility for Option-Free Bonds
Chapter 12: Price Volatility Properties of Option-Free Bonds
Chapter 13: Duration as a Measure of Price Volatility
Chapter 14: Combining Duration and Convexity to Measure Price Volatility
Chapter 15: Duration and the Yield Curve
Chapter 16: Empirical Duration
Part Five: Historical Return and Yield Volatility
Chapter 17: Measuring Historical Return Volatility
Chapter 18: Measuring and Forecasting Yield Volatility
Part Six: Analyzing Bonds with Embedded Options
Chapter 19: Interest-Rate Modeling
Chapter 20: Call Options: Investment and Price Characteristics
Chapter 21: Valuation and Price Volatility of Bonds with Embedded Options
Chapter 22: Analysis of Floating-Rate Securities
Part Seven: Credit and Liquidity Concepts
Chapter 23: Credit Risk Concepts and Measures
Chapter 24: Measuring Bond Liquidity
Part Eight: Analyzing Securitized Products
Chapter 25: Cash-Flow Characteristics of Fixed-Rate Amortizing Mortgage Loans
Chapter 26: Cash-Flow Characteristics of Mortgage-Backed Securities
Chapter 27: Analysis of Agency Mortgage-Backed Securities
Part Nine: Performance Analysis
Chapter 28: Holdings-Based Performance Attribution Analysis
Chapter 29: Returns-Based Style Attribution Analysis
Part Ten: Statistical and Optimization Techniques
Chapter 30: Probability Distributions and Statistics
Chapter 31: Regression and Principal Component Analysis
Chapter 32: Multifactor Risk Models and Their Application to Portfolio Construction
Chapter 33: Monte Carlo Simulation
Chapter 34: Optimization Models
Chapter 35: Machine Learning
Index

People also search:

fixed income mathematics pdf

fixed income mathematics

fixed income math

fixed income mathematics fifth edition analytical and statistical techniques

fixed income mathematics fifth edition analytical and statistical techniques pdf

fixed income today

fixed income explained