Fixed Income Mathematics, 4E: Analytical & Statistical Techniques by Frank J. Fabozzi

Fixed Income Mathematics, 4E: Analytical & Statistical Techniques

byFrank J. Fabozzi

Hardcover | January 6, 2006

not yet rated|write a review

Pricing and Purchase Info

$71.40 online 
$112.95
Earn 357 plum® points

In stock online

Ships free on orders over $25

Not available in stores

about

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.

About The Author

Frank J. Fabozzi, Ph.D., CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and editor of the Journal of Portfolio Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Fabozzi is the bestselling author or editor of more than fifty book...
Capital Markets: Institutions, Instruments, And Risk Management
Capital Markets: Institutions, Instruments, And Risk Management

by Frank J. Fabozzi

$166.42$169.00

In stock online

Not available in stores

The Handbook of Fixed Income Securities, Eighth Edition
The Handbook of Fixed Income Securities, Eighth Edition

by Frank J. Fabozzi

$146.80$164.95

Ships within 1-2 weeks

Not available in stores

Securities Finance: Securities Lending and Repurchase Agreements
Securities Finance: Securities Lending and Repurchase Agreements

by Frank J. Fabozzi

$99.53$144.00

In stock online

Not available in stores

Shop this author

Details & Specs

Title:Fixed Income Mathematics, 4E: Analytical & Statistical TechniquesFormat:HardcoverDimensions:600 pages, 9.2 × 6.3 × 1.8 inPublished:January 6, 2006Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:007146073X

ISBN - 13:9780071460736

Look for similar items by category:

Customer Reviews of Fixed Income Mathematics, 4E: Analytical & Statistical Techniques

Reviews