Fixed Income Mathematics

Other | June 1, 2003

byZipf, Robert, Robert Zipf

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An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis.

* An easy-to-understand introduction to the mathematics of common fixed income instruments
* Offers students explanations, exercises, and examples without demanding sophisticated mathematics
* Uses international comparisons to illustrate how interest is compounded

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From the Publisher

An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers question...

Robert Zipf has more than 30 years experience in the financial field, with such companies as John Hancock Mutual Life Insurance Company, IBM, Merrill Lynch, and AMBAC Indemnity Corporation. For many years, he has led seminars in municipal bonds for entry level professionals, and since 1993 has led seminars on municipal bonds and fixed ...

other books by Zipf, Robert

Fixed Income Mathematics
Fixed Income Mathematics

Hardcover|May 16 2003

$121.09 online$126.95list price
Format:OtherDimensions:366 pages, 1 × 1 × 1 inPublished:June 1, 2003Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0080506550

ISBN - 13:9780080506555

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Table of Contents

Introduction; Interest; Compound Interest; Present Value; Annuities Certain; Bond Price Calculation; Future Value of Annuity; Accrued Interest; Discount Securities; Calculations for Other Securities; Quotations; Types of Yields; Sources of Return; Volatility and Its Measures; Duration' Convexity; Calculus Derivation; Probability Applications; Term Structure of Interest Rates; Uncertain and Variable Cash Flows; Mortgage Backed Securities; Futures; Options; Bibliography.