Bond math : the theory behind the formulas /

Mostrar otras versiones (2)

A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Smith, Donald J., 1947-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2011.
Colección:Wiley finance series.
Temas:
Bonds > Mathematical models.
Interest rates > Mathematical models.
Zero coupon securities.
Obligations (Valeurs) > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Obligations à coupon zéro.
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Preface
  • Chapter 1 Moneymarket Interest Rates
  • Chapter 2 Zero-Coupon Bonds
  • Chapter 3 Prices and Yields on Coupon Bonds
  • Chapter 4 Bond Taxation
  • Chapter 5 Yield Curves
  • Chapter 6 Duration and Convexity
  • Chapter 7 Floaters and Linkers
  • Chapter 8 Interest Rate Swaps
  • Chapter 9 Bond Portfolios
  • Chapter 10 Bond Strategies
  • Technical Appendix
  • Acronyms
  • Bibliographic Notes
  • About the Author
  • Acknowledgments
  • Index.

Ejemplares similares