Fixed Income Mathematics: Analytical & Statistical Techniques

    By

    The standard reference for fixed income portfolio managers 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.

    View more

    Number of Pages: 600
    Format(s): Hardback - ISBN: 9780071460736
    Publication Date:
    Listed in: Investment & securities
    Publisher: McGraw-Hill Contemporary

    Books by Frank J. Fabozzi

    Hardback

    RRP: £55.99

    Sale Price: £36.05

    Save: £19.94 per copy!

    Side-Banner-Right-188px-fd.jpg
    Books TV & Movies

    You might also like...

    Latest from the blog

    Fantastic new recipe book from Sabrina Ghayour 'Sirocco'

    Sabrina Ghayour's long awaited second recipe book Sirocco is out this month and is a great follow up to Persianna. Read article

    Ten Great Bedtime Reads from The Great British Bookshop and Aspace

    We have teamed up with Aspace (www.aspace.co.uk) who create beautiful room for Children to bring you 10 great bedtime reads for your little ones. Read article

    Latest from Twitter

    • @TheGBBookshop - 3 years ago

      Lottery funding for dementia reading project £2m pledged for Reading Agency scheme to pair readers with dementia sufferers

      @TheGBBookshop - 3 years ago

      Harry Potter and the Cursed Child has held on to the number one spot for a sixth week #HarryPotter #CursedChild @littlebrown @pottermore

    • @TheGBBookshop - 3 years ago

      @thebookseller @MartinaCole @Jeffrey_Archer @Foyles

      @TheGBBookshop - 3 years ago

      Frith wins inaugural Klaus Flugge Prize for illustration t.co/U9P08h4XMG

    • @TheGBBookshop - 3 years ago

      RT @Gue_de_Bost: #Dordogneholidaycottage available Sept tweet to book for more info

      @TheGBBookshop - 3 years ago

      The editor is just back from france @HomeAwayUK! t.co/IWutTER1x7