Introduction to Fixed Income Analytics
John Wiley & Sons Inc (Verlag)
978-1-883249-94-6 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. "Introduction to Fixed Income Analytics" has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management. Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than 60 training programs for financial institutions throughout the United States.
Time Value of Money. Yield Curve Analysis: Spot Rates and Forward Rates. Day Count Conventions and Accrued Interest. Valuation of Option--Free Bonds. Yield Measures. Valuation of Bonds with Embedded Options. Cash Flow for Mortgage--Backed Securities and Amortizing Asset--Backed Securities. Valuation of Mortgage--Backed and Asset--Backed Securities. Analysis of Floating--Rate Securities. Total Return. Measuring Interest Rate Risk. Analysis of Interest Rate Swaps. Estimating Yield Volatility. Index.
| Erscheint lt. Verlag | 18.5.2001 |
|---|---|
| Zusatzinfo | Ill. |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 130 x 250 mm |
| Gewicht | 595 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 1-883249-94-5 / 1883249945 |
| ISBN-13 | 978-1-883249-94-6 / 9781883249946 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
aus dem Bereich
