Fixed Income Mathematics Fifth Edition Analytical and Statistical Techniques is popular PDF and ePub book, written by Frank J. Fabozzi in 2022-09-06, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Fixed Income Mathematics Fifth Edition Analytical and Statistical Techniques can be Read Online from any device for your convenience.
Fixed Income Mathematics Fifth Edition Analytical and Statistical Techniques Book PDF Summary
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.
Detail Book of Fixed Income Mathematics Fifth Edition Analytical and Statistical Techniques PDF
- Author : Frank J. Fabozzi
- Release : 06 September 2022
- Publisher : McGraw Hill Professional
- ISBN : 9781264258284
- Genre : Business & Economics
- Total Page : 636 pages
- Language : English
- PDF File Size : 17,6 Mb
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