Fixed Income Mathematics

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Probus, 1988 - Business & Economics - 408 pages
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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.

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Fixwd Income Mathematics

User Review  - rmdflyfshr - Overstock.com

A great reference and informative source! I bought this as a Christmas gift for my son who works at BLOOMBERG in NYC-he says it's "outstanding.!" ... Read full review

Contents

Time Value of Money
7
Present Value
23
Yield Internal Rate of Return
43
Copyright

14 other sections not shown

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